Examining the Missing Completely at Random Mechanism in Incomplete Data Sets: A Multiple Testing Approach

A multiple testing procedure for examining implications of the missing completely at random (MCAR) mechanism in incomplete data sets is discussed. The approach uses the false discovery rate concept and is concerned with testing group differences on a set of variables. The method can be used for ascertaining violations of MCAR and disproving this mechanism in empirical behavioral and social research. The procedure can also be employed when locating violations of MCAR in observed measures is of interest. The outlined approach is illustrated with data from a cognitive intervention study.