When dealing with missing data and Little's missing completely at random test, it's widely considered that if the test has a significance level of P>0.05 the data can be considered as MCAR.
But, I can't find a single paper that confirms that interpretation. All the papers just say that their values are higher than 0.05 so their data set is good and can reject the null hypothesis etc etc but they never confirm that where they got that "0.05" value. I was searching for hours. I found the following paper of Little (1988) http://www.jstor.org/stable/2290157
I couldn't find anything in that paper that it states about significance (P) of greater than 0.05 can be considered as data completely missing at random. Am I looking for the wrong key words? can anyone help me? Are there any research papers that confirm this?
UPDATE: In a nutshell, I'm asking, I need evidence by research papers of "P>0.05 can be considered as the data is missing completely at random"