little_test: Carry out Little's test of MCAR

In MCARtest: Optimal Nonparametric Testing of Missing Completely at Random

Carry out Little's test of MCAR

Description

Carry out Little's test of MCAR

Usage

little_test(X, alpha, type = "mean&cov")

Arguments

X	The dataset with incomplete data, where all the pairs of variables are observed together.
alpha	The nominal level of the test.
type	Determines the test statistic to use, based on the discussion in Section 5 in \insertCiteBB2024;textualMCARtest. The default option is "mean&cov", and uses the test statistic d^2_{\mathrm{aug}}. When set equal to "cov", implements a test of MCAR based on d^2_{\mathrm{cov}}, while, when set equal to "mean", implements the classical Little's test as defined in \insertCiteLittle1988;textualMCARtest.

Value

A Boolean, where TRUE stands for reject MCAR. This is computed by comparing the p-value of Little's test, found by comparing the log likelihood ratio statistic to the chi-squared distribution with the appropriate number of degrees of freedom, with the nominal level alpha. Described in \insertCiteLittle1988;textualMCARtest.

References

\insertRef

BB2024MCARtest

\insertRef

Little1988MCARtest

Examples

library(MASS)
alpha = 0.05
n = 200

SigmaS=list() #Random 2x2 correlation matrices (necessarily consistent)
for(j in 1:3){
x=runif(2,min=-1,max=1); y=runif(2,min=-1,max=1)
SigmaS[[j]]=cov2cor(x%*%t(x) + y%*%t(y))
}

X1 = mvrnorm(n, c(0,0), SigmaS[[1]])
X2 = mvrnorm(n, c(0,0), SigmaS[[2]])
X3 = mvrnorm(n, c(0,0), SigmaS[[3]])
columns = c("X1","X2","X3")
X = data.frame(matrix(nrow = 3*n, ncol = 3))
X[1:n, c("X1", "X2")] = X1
X[(n+1):(2*n), c("X2", "X3")] = X2
X[(2*n+1):(3*n), c("X1", "X3")] = X3
X = as.matrix(X)

little_test(X, alpha)

MCARtest documentation built on Oct. 29, 2024, 5:08 p.m.