By Sik-Yum Lee
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Extra resources for Handbook of Latent Variable and Related Models, 1st Edition
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Returning to the survey example, data missing not at random would include questions that are left unanswered because they relate to a sensitive topic to the respondent such as domestic life, income, or substance abuse. Since there are not any clues as to why the data are missing, the analysis of MNAR data is challenging in the sense that one may never know the validity of the final inferences made based on the data. Values are not always missing from a collection of data because of a failure by the respondent or omissions in the recording of the data.