No-shows are detrimental to both patients' health and health care systems. Literature documents no-show rates ranging from 10% in primary care clinics to over 60% in mental health clinics. Our model predicts the probability that a mental health clinic outpatient appointment will not be completed and identifies actionable variables associated with lowering the probability of no-show. We were granted access to de-identified administrative data from the Veterans Administration Corporate Data Warehouse related to appointments at 13 Veterans Administration Medical Centers. Our modeling data set included 1,206,271 unique appointment records scheduled to occur between January 1, 2013 and February 28, 2017. The training set included 846,668 appointment records scheduled between January 1, 2013 and December 31, 2015. The testing set included 359,603 appointment records scheduled between January 1, 2016 and February 28, 2017. The dependent binary variable was whether the appointment was completed or not. Independent variables were categorized into seven clusters: patient's demographics, appointment characteristics, patient's attendance history, alcohol use screening score, medications and medication possession ratios, prior diagnoses, and past utilization of Veterans Health Administration services. We used a forward stepwise selection, based on the likelihood ratio, to choose the variables in the model. The predictive model was built using the SAS HPLOGISTIC procedure. The best indicator of whether someone will miss an appointment is their historical attendance behavior. The top three variables associated with higher probabilities of a no-show were: the no-show rate over the previous 2 years before the current appointment, the no-show probability derived from the Markov model, and the age of the appointment. The top three variables that decrease the chance of no-showing were: the appointment was a new consult, the appointment was an overbook, and the patient had multiple appointments on the same day. The average of the areas under the receiver operating characteristic curves was 0.7577 for the training dataset, and 0.7513 for the test set. The National Initiative to Reduce Missed Opportunities-2 confirmed findings that previous patient attendance is one of the key predictors of a future attendance and provides an additional layer of complexity for analyzing the effect of a patient's past behavior on future attendance. The National Initiative to Reduce Missed Opportunities-2 establishes that appointment attendance is related to medication adherence, particularly for medications used for treatment of mood disorders or to block the effects of opioids. However, there is no way to confirm whether a patient is actually taking medications as prescribed. Thus, a low medication possession ratio is an informative, albeit not a perfect, measure. It is our intention to further explore how diagnosis and medications can be better captured and used in predictive modeling of no-shows. Our findings on the effects of different factors on no-show rates can be used to predict individual no-show probabilities, and to identify patients who are high risk for missing appointments. The ability to predict a patient's risk of missing an appointment would allow for both advanced interventions to decrease no-shows and for more efficient scheduling.