My thought was similar to Anders - are the data missing at random? For example, I once analyzed a large data set examining, among other things, high school dropout. A small percentage of the students did not know their mother's educational level and that had been set to missing. In further analysis, those students did not live with their mothers, which is very unusual, and, on top of that, apparently had little contact - even if your dad has custody you usually know if your mom graduated from high school or not. My point is that you can miss some interesting findings when you just gloss over missing data. Looking forward to your next post.