Incomplete data are a serious problem in the multivariate analysis of clinical trials. Usually a complete‐case analysis is performed: All incomplete observation vectors are excluded from the analysis. Provided that observations are missing randomly, an easy‐to‐handle available‐case analysis is introduced, allowing the analysis of all data without insertion or deletion of observations. This method is applied to parametric and nonparametric test procedures of the O'Brien type, which are more powerful than the conventional Hotelling's T2 for detecting alternatives where the (treatment) effect has the same direction for all observed variables. In addition, the applicability of these so‐called directional tests, especially in the case of small samples, and their pros and cons are discussed.