Faithful Explanations under Missing Modalities in Multimodal Dementia Prognosis

Large language models are increasingly used to turn the feature attributions of multimodal prognostic models into narratives for clinicians, yet costly modalities such as amyloid PET and cerebrospinal fluid biomarkers are often missing, and whether these explanations stay faithful under missing evidence has not been tested. We separate two failure points: phantom attribution, in which the model credits modalities that were never observed, and unfaithful narration, in which the report omits, cites or misjudges missing modalities. Using 307 participants of the Alzheimer's Disease Neuroimaging Initiative with complete data, we masked every subset of four costly modalities, predicted 36-month conversion from mild cognitive impairment to Alzheimer's disease, and restored the masked data to obtain interventional ground truth. All five missing-data strategies assigned 12% to 23% of attribution to unobserved modalities, and up to 45% with four absent; missingness-aware strategies minimised it at no cost in accuracy. Across 51,200 reports from four language models and four prompting regimes, naming absent modalities in the prompt raised acknowledgement from 48% to 88% and cut phantom evidence twenty-fold, but advice on whether acquiring a missing test would change the prediction was correct in only 27% to 41% of cases until checked against executed restorations, which raised accuracy to 69% for open-weight narrators and 99.9% for a proprietary model. Higher phantom attribution was associated with more phantom evidence and fewer faithful direction claims, and direction fidelity, measured by a calibrated language-model judge, depended on narrator scale rather than prompting. Narrators told to name absent modalities sometimes declared observed ones absent, an error that a structured template eliminated. We release the masking protocol and evaluation code.