Models for missing data are necessarily based on untestable assumptions whose effect on the conclusions are usually assessed
via sensitivity analysis. To avoid the usual normality assumption and/or hard-to-interpret sensitivity parameters proposed
by many authors for such purposes, we consider a simple approach for estimating means, standard deviations and correlations.
We do not make distributional assumptions and adopt a pattern-mixture model parameterization which has easily interpreted
sensitivity parameters. We use the so-called estimated ignorance and uncertainty intervals to summarize the results and illustrate
the proposal with a practical example. We present results for both the univariate and the multivariate cases.
Keywords Identifiability – Ignorance interval – Missing data – Pattern-mixture model – Uncertainty interval
Mathematics Subject Classification (2000) 62F10 – 62F03
Communicated by Domingo Morales.
The authors would like to thank the following institutions for financial support: Frederico Z. Poleto and Julio M. Singer,
from Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES), Brazil, Fundação de Amparo à Pesquisa do Estado
de São Paulo (FAPESP), Brazil, and Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq), Brazil; Geert Molenberghs,
from the IAP research Network P6/03 of the Belgian Government (Belgian Science Policy); Carlos Daniel Paulino, from Fundação
para a Ciência e Tecnologia (FCT) through the research centre CEAUL-FCUL, Portugal.