A new method for analysing discrete life history data with missing covariate values

Summary.  Regular censusing of wild animal populations produces data for estimating their annual survival. However, there can be missing covariate data; for instance time varying covariates that are measured on individual animals often contain missing values. By considering the transitions that occur from each occasion to the next, we derive a novel expression for the likelihood for mark–recapture–recovery data, which is equivalent to the traditional likelihood in the case where no covariate data are missing, and which provides a natural way of dealing with covariate data that are missing, for whatever reason. Unlike complete‐case analysis, this approach does not exclude incompletely observed life histories, uses all available data and produces consistent estimators. In a simulation study it performs better overall than alternative methods when there are missing covariate data.