In statistical analysis

Statistics

Statistics is the study of the collection, organization, analysis, and interpretation of data. It deals with all aspects of this, including the planning of data collection in terms of the design of surveys and experiments....

, data-values in a data set

Data set

A data set is a collection of data, usually presented in tabular form. Each column represents a particular variable. Each row corresponds to a given member of the data set in question. Its values for each of the variables, such as height and weight of an object or values of random numbers. Each...

 are missing completely at random (MCAR) if the events that lead to any particular data-item being missing are independent

Statistical independence

In probability theory, to say that two events are independent intuitively means that the occurrence of one event makes it neither more nor less probable that the other occurs...

both of observable variables and of unobservable parameters of interest.

Missing at random (MAR) is the alternative, suggesting that what caused the data to be missing does not depend upon the missing data itself. An example of this is accidentally omitting an answer on a questionnaire.
Not missing at random (NMAR) is data that is missing for a specific reason. An example of this is if a question on a questionnaire has been skipped deliberately by the participant. This data (unlike MAR and MCAR) must be replaced or the entire case deleted before running any analyses.