A simple local sensitivity analysis tool for nonignorable coarsening: application to dependent censoring

Right- and interval-censored data are common special cases of coarsened data (Heitjan and Rubin, 1991, Annals of Statistics19, 2244-2253). As with missing data, standard statistical methods that ignore the random nature of the coarsening mechanism may lead to incorrect inferences. We extend a simple sensitivity analysis tool, the index of local sensitivity to nonignorability (Troxel, Ma, and Heitjan, 2004, Statistica Sinica14, 1221-1237), to the evaluation of nonignorability of the coarsening process in the general coarse-data model. By converting this index into a simple graphical display one can easily assess the sensitivity of key inferences to nonignorable coarsening. We illustrate the validity of the method with a simulated example, and apply it to right-censored data from an observational study of cardiac transplantation and to interval-censored data on time to detectable viral load from a clinical trial in HIV disease.     

Identifiability and estimation of causal effects in randomized trials with noncompliance and completely nonignorable missing data

Summary .  In this article, we first study parameter identifiability in randomized clinical trials with noncompliance and missing outcomes. We show that under certain conditions the parameters of interest are identifiable even under different types of completely nonignorable missing data: that is, the missing mechanism depends on the outcome. We then derive their maximum likelihood and moment estimators and evaluate their finite-sample properties in simulation studies in terms of bias, efficiency, and robustness. Our sensitivity analysis shows that the assumed nonignorable missing-data model has an important impact on the estimated complier average causal effect (CACE) parameter. Our new method provides some new and useful alternative nonignorable missing-data models over the existing latent ignorable model, which guarantees parameter identifiability, for estimating the CACE in a randomized clinical trial with noncompliance and missing data.     

An exploration of fixed and random effects selection for longitudinal binary outcomes in the presence of nonignorable dropout

We explore a Bayesian approach to selection of variables that represent fixed and random effects in modeling of longitudinal binary outcomes with missing data caused by dropouts. We show via analytic results for a simple example that nonignorable missing data lead to biased parameter estimates. This bias results in selection of wrong effects asymptotically, which we can confirm via simulations for more complex settings. By jointly modeling the longitudinal binary data with the dropout process that possibly leads to nonignorable missing data, we are able to correct the bias in estimation and selection. Mixture priors with a point mass at zero are used to facilitate variable selection. We illustrate the proposed approach using a clinical trial for acute ischemic stroke.     

Likelihood methods for treatment noncompliance and subsequent nonresponse in randomized trials

While several new methods that account for noncompliance or missing data in randomized trials have been proposed, the dual effects of noncompliance and nonresponse are rarely dealt with simultaneously. We construct a maximum likelihood estimator (MLE) of the causal effect of treatment assignment for a two-armed randomized trial assuming all-or-none treatment noncompliance and allowing for subsequent nonresponse. The EM algorithm is used for parameter estimation. Our likelihood procedure relies on a latent compliance state covariate that describes the behavior of a subject under all possible treatment assignments and characterizes the missing data mechanism as in Frangakis and Rubin (1999, Biometrika 86, 365-379). Using simulated data, we show that the MLE for normal outcomes compares favorably to the method-of-moments (MOM) and the standard intention-to-treat (ITT) estimators under (1) both normal and non-normal data, and (2) departures from the latent ignorability and compound exclusion restriction assumptions. We illustrate methods using data from a trial to compare the efficacy of two antipsychotics for adults with refractory schizophrenia.     

Analyzing a randomized trial on breast self-examination with noncompliance and missing outcomes

Recently, instrumental variables methods have been used to address non-compliance in randomized experiments. Complicating such analyses is often the presence of missing data. The standard model for missing data, missing at random (MAR), has some unattractive features in this context. In this paper we compare MAR-based estimates of the complier average causal effect (CACE) with an estimator based on an alternative, nonignorable model for the missing data process, developed by Frangakis and Rubin (1999, Biometrika, 86, 365-379). We also introduce a new missing data model that, like the Frangakis-Rubin model, is specially suited for models with instrumental variables, but makes different substantive assumptions. We analyze these issues in the context of a randomized trial of breast self-examination (BSE). In the study two methods of teaching BSE, consisting of either mailed information about BSE (the standard treatment) or the attendance of a course involving theoretical and practical sessions (the new treatment), were compared with the aim of assessing whether teaching programs could increase BSE practice and improve examination skills. The study was affected by the two sources of bias mentioned above: only 55% of women assigned to receive the new treatment complied with their assignment and 35% of the women did not respond to the post-test questionnaire. Comparing the causal estimand of the new treatment using the MAR, Frangakis-Rubin, and our new approach, the results suggest that for these data the MAR assumption appears least plausible, and that the new model appears most plausible among the three choices.     

Adjusting for Nonignorable Missingness When Estimating Generalized Additive Models

Generalized additive models (GAMs) have been widely used for flexible modeling of various types of outcomes. When the outcome in a GAM is subject to missing, practical analyses often assume that missingness is missing at random (MAR). This assumption can be of suspicion when the missingness is not by design. Evaluating the potential effects of alternative nonignorable missing data mechanism on the MAR inference from a GAM can be important but often challenging due to the complicatedness of alternative nonignorable models. We apply the index approach to local sensitivity (Troxel, Ma, and Heitjan 2004 (2004). Statistica Sinica 14 , 1221–1237) to evaluate the potential changes of the GAM estimates in the neighborhood of the MAR model. The approach avoids fitting any complicated nonignorable GAM. Only MAR estimates are required to calculate the resulting sensitivity index and adjust the GAM estimates to account for nonignorable missingness. Thus the proposed approach is considerably simpler to conduct, as compared with the alternative methods. The simulation study shows that the index provides valid assessment of the local sensitivity of the GAM estimates to nonignorable missingness. We then illustrate the method using a rheumatoid arthritis clinical trial data set.     

An extended general location model for causal inferences from data subject to noncompliance and missing values

Noncompliance is a common problem in experiments involving randomized assignment of treatments, and standard analyses based on intention-to-treat or treatment received have limitations. An attractive alternative is to estimate the Complier-Average Causal Effect (CACE), which is the average treatment effect for the subpopulation of subjects who would comply under either treatment (Angrist, Imbens, and Rubin, 1996, Journal of American Statistical Association 91, 444-472). We propose an extended general location model to estimate the CACE from data with noncompliance and missing data in the outcome and in baseline covariates. Models for both continuous and categorical outcomes and ignorable and latent ignorable (Frangakis and Rubin, 1999, Biometrika 86, 365-379) missing-data mechanisms are developed. Inferences for the models are based on the EM algorithm and Bayesian MCMC methods. We present results from simulations that investigate sensitivity to model assumptions and the influence of missing-data mechanism. We also apply the method to the data from a job search intervention for unemployed workers.     

Semiparametric models for missing covariate and response data in regression models

We consider a class of semiparametric models for the covariate distribution and missing data mechanism for missing covariate and/or response data for general classes of regression models including generalized linear models and generalized linear mixed models. Ignorable and nonignorable missing covariate and/or response data are considered. The proposed semiparametric model can be viewed as a sensitivity analysis for model misspecification of the missing covariate distribution and/or missing data mechanism. The semiparametric model consists of a generalized additive model (GAM) for the covariate distribution and/or missing data mechanism. Penalized regression splines are used to express the GAMs as a generalized linear mixed effects model, in which the variance of the corresponding random effects provides an intuitive index for choosing between the semiparametric and parametric model. Maximum likelihood estimates are then obtained via the EM algorithm. Simulations are given to demonstrate the methodology, and a real data set from a melanoma cancer clinical trial is analyzed using the proposed methods.     

Nonignorable Models for Intermittently Missing Categorical Longitudinal Responses

Summary A class of nonignorable models is presented for handling nonmonotone missingness in categorical longitudinal responses. This class of models includes the traditional selection models and shared parameter models. This allows us to perform a broader than usual sensitivity analysis. In particular, instead of considering variations to a chosen nonignorable model, we study sensitivity between different missing data frameworks. An appealing feature of the developed class is that parameters with a marginal interpretation are obtained, while algebraically simple models are considered. Specifically, marginalized mixed‐effects models ( Heagerty, 1999 , Biometrics 55, 688–698) are used for the longitudinal process that model separately the marginal mean and the correlation structure. For the correlation structure, random effects are introduced and their distribution is modeled either parametrically or non‐parametrically to avoid potential misspecifications.     

Maximum likelihood methods for nonignorable missing responses and covariates in random effects models

This article analyzes quality of life (QOL) data from an Eastern Cooperative Oncology Group (ECOG) melanoma trial that compared treatment with ganglioside vaccination to treatment with high-dose interferon. The analysis of this data set is challenging due to several difficulties, namely, nonignorable missing longitudinal responses and baseline covariates. Hence, we propose a selection model for estimating parameters in the normal random effects model with nonignorable missing responses and covariates. Parameters are estimated via maximum likelihood using the Gibbs sampler and a Monte Carlo expectation maximization (EM) algorithm. Standard errors are calculated using the bootstrap. The method allows for nonmonotone patterns of missing data in both the response variable and the covariates. We model the missing data mechanism and the missing covariate distribution via a sequence of one-dimensional conditional distributions, allowing the missing covariates to be either categorical or continuous, as well as time-varying. We apply the proposed approach to the ECOG quality-of-life data and conduct a small simulation study evaluating the performance of the maximum likelihood estimates. Our results indicate that a patient treated with the vaccine has a higher QOL score on average at a given time point than a patient treated with high-dose interferon.     

A pseudo-bayesian shrinkage approach to regression with missing covariates

Summary We consider the linear regression of outcome Y on regressors W and Z with some values of W missing, when our main interest is the effect of Z on Y, controlling for W. Three common approaches to regression with missing covariates are (i) complete‐case analysis (CC), which discards the incomplete cases, and (ii) ignorable likelihood methods, which base inference on the likelihood based on the observed data, assuming the missing data are missing at random ( Rubin, 1976b ), and (iii) nonignorable modeling, which posits a joint distribution of the variables and missing data indicators. Another simple practical approach that has not received much theoretical attention is to drop the regressor variables containing missing values from the regression modeling (DV, for drop variables). DV does not lead to bias when either (i) the regression coefficient of W is zero or (ii) W and Z are uncorrelated. We propose a pseudo‐Bayesian approach for regression with missing covariates that compromises between the CC and DV estimates, exploiting information in the incomplete cases when the data support DV assumptions. We illustrate favorable properties of the method by simulation, and apply the proposed method to a liver cancer study. Extension of the method to more than one missing covariate is also discussed.     

Bayesian informative dropout model for longitudinal binary data with random effects using conditional and joint modeling approaches

Dropouts are common in longitudinal study. If the dropout probability depends on the missing observations at or after dropout, this type of dropout is called informative (or nonignorable) dropout (ID). Failure to accommodate such dropout mechanism into the model will bias the parameter estimates. We propose a conditional autoregressive model for longitudinal binary data with an ID model such that the probabilities of positive outcomes as well as the drop‐out indicator in each occasion are logit linear in some covariates and outcomes. This model adopting a marginal model for outcomes and a conditional model for dropouts is called a selection model. To allow for the heterogeneity and clustering effects, the outcome model is extended to incorporate mixture and random effects. Lastly, the model is further extended to a novel model that models the outcome and dropout jointly such that their dependency is formulated through an odds ratio function. Parameters are estimated by a Bayesian approach implemented using the user‐friendly Bayesian software WinBUGS. A methadone clinic dataset is analyzed to illustrate the proposed models. Result shows that the treatment time effect is still significant but weaker after allowing for an ID process in the data. Finally the effect of drop‐out on parameter estimates is evaluated through simulation studies.     

含不可忽略缺失数据非线性再生散度模型参数的Bayes估计

给出协变量带有不可忽略缺失数据的非线性再生散度模型的Bayes方法,缺失数据机制由Logistic回归模型来确定.Gibbs抽样技术和Metropolis-Hastings算法(简称MH算法)用来得到模型参数、缺失数据机制中回归系数的联合Bayes估计,并用实例加以说明.     

A transitional model for longitudinal binary data subject to nonignorable missing data

Binary longitudinal data are often collected in clinical trials when interest is on assessing the effect of a treatment over time. Our application is a recent study of opiate addiction that examined the effect of a new treatment on repeated urine tests to assess opiate use over an extended follow-up. Drug addiction is episodic, and a new treatment may affect various features of the opiate-use process such as the proportion of positive urine tests over follow-up and the time to the first occurrence of a positive test. Complications in this trial were the large amounts of dropout and intermittent missing data and the large number of observations on each subject. We develop a transitional model for longitudinal binary data subject to nonignorable missing data and propose an EM algorithm for parameter estimation. We use the transitional model to derive summary measures of the opiate-use process that can be compared across treatment groups to assess treatment effect. Through analyses and simulations, we show the importance of properly accounting for the missing data mechanism when assessing the treatment effect in our example.     

Multiple Imputation Approaches for the Analysis of Dichotomized Responses in Longitudinal Studies with Missing Data

Summary Often a binary variable is generated by dichotomizing an underlying continuous variable measured at a specific time point according to a prespecified threshold value. In the event that the underlying continuous measurements are from a longitudinal study, one can use the repeated‐measures model to impute missing data on responder status as a result of subject dropout and apply the logistic regression model on the observed or otherwise imputed responder status. Standard Bayesian multiple imputation techniques ( Rubin, 1987 , in Multiple Imputation for Nonresponse in Surveys) that draw the parameters for the imputation model from the posterior distribution and construct the variance of parameter estimates for the analysis model as a combination of within‐ and between‐imputation variances are found to be conservative. The frequentist multiple imputation approach that fixes the parameters for the imputation model at the maximum likelihood estimates and construct the variance of parameter estimates for the analysis model using the results of Robins and Wang (2000, Biometrika 87, 113–124) is shown to be more efficient. We propose to apply ( Kenward and Roger, 1997 , Biometrics 53, 983–997) degrees of freedom to account for the uncertainty associated with variance–covariance parameter estimates for the repeated measures model.     

Marginalized transition shared random effects models for longitudinal binary data with nonignorable dropout

In longitudinal studies investigators frequently have to assess and address potential biases introduced by missing data. New methods are proposed for modeling longitudinal categorical data with nonignorable dropout using marginalized transition models and shared random effects models. Random effects are introduced for both serial dependence of outcomes and nonignorable missingness. Fisher‐scoring and Quasi–Newton algorithms are developed for parameter estimation. Methods are illustrated with a real dataset.     

A sensitivity analysis for nonrandomly missing categorical data arising from a national health disability survey

Using data from 145,007 adults in the Disability Supplement to the National Health Interview Survey, we investigated the effect of balance difficulties on frequent depression after controlling for age, gender, race, and other baseline health status information. There were two major complications: (i) 80% of subjects were missing data on depression and the missing-data mechanism was likely related to depression, and (ii) the data arose from a complex sample survey. To adjust for (i) we investigated three classes of models: missingness in depression, missingness in depression and balance, and missingness in depression with an auxiliary variable. To adjust for (ii) we developed the first linearization variance formula for nonignorable missing-data models. Our sensitivity analysis was based on fitting a range of ignorable missing-data models along with nonignorable missing-data models that added one or two parameters. All nonignorable missing-data models that we considered fit the data substantially better than their ignorable missing-data counterparts. Under an ignorable missing-data mechanism, the odds ratio for the association between balance and depression was 2.0 with a 95% CI of (1.8, 2.2). Under 29 of the 30 selected nonignorable missing-data models, the odds ratios ranged from 2.7 with 95% CI of (2.3, 3.1) to 4.2 with 95% CI of (3.9, 4.6). Under one nonignorable missing-data model, the odds ratio was 7.4 with 95% CI of (6.3, 8.6). This is the first analysis to find a strong association between balance difficulties and frequent depression.     

Sensitivity analysis of longitudinal binary data with non-monotone missing values

This paper highlights the consequences of incomplete observations in the analysis of longitudinal binary data, in particular non-monotone missing data patterns. Sensitivity analysis is advocated and a method is proposed based on a log-linear model. A sensitivity parameter that represents the relationship between the response mechanism and the missing data mechanism is introduced. It is shown that although this parameter is identifiable, its estimation is highly questionable. A far better approach is to consider a range of plausible values and to estimate the parameters of interest conditionally upon each value of the sensitivity parameter. This allows us to assess the sensitivity of study's conclusion to assumptions regarding the missing data mechanism. The method is applied to a randomized clinical trial comparing the efficacy of two treatment regimens in patients with persistent asthma.     

Applications of a parametric model for informative censoring

In this article, we explore the use of a parametric model (for analyzing survival data) which is defined to allow sensitivity analysis for the presence of informative censoring. The dependence between the failure and the censoring processes is expressed through a parameter delta and a general bias function B(t, theta). We calculate the expectation of the potential bias due to informative censoring, which is an overall measure of how misleading our results might be if censoring is actually nonignorable. Bounds are also calculated for quantities of interest, e.g., parameter of the distribution of the failure process, which do not depend on the choice of the bias function for fixed delta. An application that relates to systematic lupus erythematosus data illustrates how additional information can result in reducing the uncertainty on estimates of the location parameter. Sensitivity analysis on a relative risk parameter is also explored.     

Maximum likelihood estimation in random effects cure rate models with nonignorable missing covariates

We introduce a method of parameter estimation for a random effects cure rate model. We also propose a methodology that allows us to account for nonignorable missing covariates in this class of models. The proposed method corrects for possible bias introduced by complete case analysis when missing data are not missing completely at random and is motivated by data from a pair of melanoma studies conducted by the Eastern Cooperative Oncology Group in which clustering by cohort or time of study entry was suspected. In addition, these models allow estimation of cure rates, which is desirable when we do not wish to assume that all subjects remain at risk of death or relapse from disease after sufficient follow-up. We develop an EM algorithm for the model and provide an efficient Gibbs sampling scheme for carrying out the E-step of the algorithm.