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Missing data is a common occurrence in epidemiologic research. In this paper, 3 data sets with induced missing values from the Collaborative Perinatal Project, a multisite US study conducted from 1959 to 1974, are provided as examples of prototypical epidemiologic studies with missing data. Our goal was to estimate the association of maternal smoking behavior with spontaneous abortion while adjusting for numerous confounders. At the same time, we did not necessarily wish to evaluate the joint distribution among potentially unobserved covariates, which is seldom the subject of substantive scientific interest. The inverse probability weighting (IPW) approach preserves the semiparametric structure of the underlying model of substantive interest and clearly separates the model of substantive interest from the model used to account for the missing data. However, IPW often will not result in valid inference if the missing-data pattern is nonmonotone, even if the data are missing at random. We describe a recently proposed approach to modeling nonmonotone missing-data mechanisms under missingness at random to use in constructing the weights in IPW complete-case estimation, and we illustrate the approach using 3 data sets described in a companion article (AmJ Epidemiol. 2018;187(3):568-575). [ABSTRACT FROM AUTHOR]