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This article is concerned with the question of whether the missing data mechanism routinely referred to as missing completely at random (MCAR) is statistically examinable via a test for lack of distributional differences between groups with observed and missing data, and related consequences. A discussion is initially provided, from a formal logic standpoint, of the distinction between necessary conditions and sufficient conditions. This distinction is used to argue then that testing for lack of these group distributional differences is not a test for MCAR, and an example is given. The view is next presented that the desirability of MCAR has been frequently overrated in empirical research. The article is finalized with a reference to principled, likelihood-based methods for analyzing incomplete data sets in social and behavioral research.
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Tenko Raykov (2011) studied this question.
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