Little's test of missing completely at random

• Autores: Cheng Li
• Localización: The Stata journal, ISSN 1536-867X, Vol. 13, Nº. 4, 2013, págs. 795-809
• Idioma: inglés
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• Resumen

  • In missing-data analysis, Little�s test (1988, Journal of the American Statistical Association 83: 1198�1202) is useful for testing the assumption of missing completely at random for multivariate, partially observed quantitative data. I introduce the mcartest command, which implements Little�s missing completely at random test and its extension for testing the covariate-dependent missingness. The command also includes an option to perform the likelihood-ratio test with adjustment for unequal variances. I illustrate the use of mcartest through an example and evaluate the finite-sample performance of these tests in simulation studies.