Simulation-based sensitivity analysis for non-ignorably missing data

Sensitivity analysis is popular in dealing with missing data problems particularly for non-ignorable missingness, where full-likelihood method cannot be adopted. It analyses how sensitively the conclusions (output) may depend on assumptions or parameters (input) about missing data, i.e. missing data mechanism. We call models with the problem of uncertainty sensitivity models. To make conventional sensitivity analysis more useful in practice we need to define some simple and interpretable statistical quantities to assess the sensitivity models and make evidence based analysis. We propose a novel approach in this paper on attempting to investigate the possibility of each missing data mechanism model assumption, by comparing the simulated datasets from various MNAR models with the observed data non-parametrically, using the K-nearest-neighbour distances. Some asymptotic theory has also been provided. A key step of this method is to plug in a plausibility evaluation system towards each sensitivity parameter, to select plausible values and reject unlikely values, instead of considering all proposed values of sensitivity parameters as in the conventional sensitivity analysis method. The method is generic and has been applied successfully to several specific models in this paper including meta-analysis model with publication bias, analysis of incomplete longitudinal data and mean estimation with non-ignorable missing data.