  With nonignorable missing data, likelihood-based inference should be based on
the joint distribution of the study variables and their missingness indicators.
These joint models cannot be estimated from the data alone, thus requiring the
analyst to impose restrictions that make the models uniquely obtainable from
the distribution of the observed data. We present an approach for constructing
classes of identifiable nonignorable missing data models. The main idea is to
use a sequence of carefully set up identifying assumptions, whereby we specify
potentially different missingness mechanisms for different blocks of variables.
We show that the procedure results in models with the desirable property of
being non-parametric saturated.
