Clarifying missing at random and related definitions, and implications when coupled with exchangeability: Table 1.
Fabrizia Mealli, Donald B. Rubin · Biometrika · 2015
We clarify the key concept of missingness at random in incomplete data analysis. We first distinguish between data being missing at random and the missingness mechanism being a missing-at-random one, which we call missing always at random and which is more restrictive. We further discuss how, in general, neither of these conditions is a statement about conditional independence. We then consider the implication of the more restrictive missing-always-at-random assumption when coupled with full unit-exchangeability for the matrix of the variables of interest and the missingness indicators: the conditional distribution of the missingness indicators for any variable that can have a missing value can depend only on variables that are always fully observed. We discuss implications of this for modelling missingness mechanisms.