Missing Data Mechanisms: MCAR, MAR, and MNAR

Missing data mechanisms, introduced by Donald Rubin in 1976, provide a formal taxonomy for classifying why observations are absent from a dataset. The three categories — Missing Completely At Random (MCAR), Missing At Random (MAR), and Missing Not At Random (MNAR) — describe the relationship between the probability of missingness and the observed or unobserved values. Identifying the correct mechanism is essential because it determines which analytical strategies preserve valid and unbiased inference.