On Enhancing Plausibility of the Missing at Random Assumption in Incomplete Data Analyses via Evaluation of Response-Auxiliary Variable Correlations

TLDR: In this paper, a procedure for evaluating candidate auxiliary variable correlations with response variables in incomplete data sets is outlined, providing point and interval estimates of the outcome-residual correlations with potentially useful auxiliaries, and of the bivariate correlations of outcome(s) with the latter variables.

Abstract: A procedure for evaluating candidate auxiliary variable correlations with response variables in incomplete data sets is outlined. The method provides point and interval estimates of the outcome-residual correlations with potentially useful auxiliaries, and of the bivariate correlations of outcome(s) with the latter variables. Auxiliary variables found in this way can enhance considerably the plausibility of the popular missing at random (MAR) assumption if included in ensuing maximum likelihood analyses, or can alternatively be incorporated in imputation models for subsequent multiple imputation analyses. The approach can be particularly helpful in empirical settings where violations of the MAR assumption are suspected, as is the case in many longitudinal studies, and is illustrated with data from cognitive aging research.