On the use of the not‐at‐random fully conditional specification (NARFCS) procedure in practice

The not‐at‐random fully conditional specification (NARFCS) procedure provides a flexible means for the imputation of multivariable missing data under missing‐not‐at‐random conditions. Recent work has outlined difficulties with eliciting the sensitivity parameters of the procedure from expert opinion due to their conditional nature. Failure to adequately account for this conditioning will generate imputations that are inconsistent with the assumptions of the user. In this paper, we clarify the importance of correct conditioning of NARFCS sensitivity parameters and develop procedures to calibrate these sensitivity parameters by relating them to more easily elicited quantities, in particular, the sensitivity parameters from simpler pattern mixture models. Additionally, we consider how to include the missingness indicators as part of the imputation models of NARFCS, recommending including all of them in each model as default practice. Algorithms are developed to perform the calibration procedure and demonstrated on data from the Avon Longitudinal Study of Parents and Children, as well as with simulation studies.