Let's continue with the previous example of scatter plot and extend this to a bivariate regression. Let's discuss missing data bias and error problems for the three missingness mechanisms (Nakagawa and Freckleton, 2008).
In MCAR, the slope is unbiased and the expected R2 is the same as for the original data.
In MAR, the expected slope is unbiased as missingness depends on X, with the result that covariance between X and Y is reduced by the same amount as the reduction in standard deviation of X. However, the R2 would be reduced.
In MNAR, the slope is biased as missingness is determined by Y and R2 is reduced.
Question
It is often impossible in practice to determine whether data are MNAR, because doing so would require comparing observed Y values to missing Y values, and you do not have access to the missing Y values.
True
False
The answer is True. The point of delineating the three missing data mechanisms is not to determine which missing data mechanism is at work in a particular data set. Instead, the point of describing MCAR, MAR, and MNAR mechanisms is to illustrate the assumptions underlying different missing data treatments. For example, CCA is unbiased under MCAR.