A Model for Adjusting for Nonignorable Verification Bias in Estimation of the ROC Curve and Its Area with Likelihood‐Based Approach

Summary In estimation of the ROC curve, when the true disease status is subject to nonignorable missingness, the observed likelihood involves the missing mechanism given by a selection model. In this article, we proposed a likelihood‐based approach to estimate the ROC curve and the area under the ROC curve when the verification bias is nonignorable. We specified a parametric disease model in order to make the nonignorable selection model identifiable. With the estimated verification and disease probabilities, we constructed four types of empirical estimates of the ROC curve and its area based on imputation and reweighting methods. In practice, a reasonably large sample size is required to estimate the nonignorable selection model in our settings. Simulation studies showed that all four estimators of ROC area performed well, and imputation estimators were generally more efficient than the other estimators proposed. We applied the proposed method to a data set from research in Alzheimer's disease.     

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.     

Joint inference for nonlinear mixed-effects models and time to event at the presence of missing data

In many longitudinal studies, the individual characteristics associated with the repeated measures may be possible covariates of the time to an event of interest, and thus, it is desirable to model the time-to-event process and the longitudinal process jointly. Statistical analyses may be further complicated in such studies with missing data such as informative dropouts. This article considers a nonlinear mixed-effects model for the longitudinal process and the Cox proportional hazards model for the time-to-event process. We provide a method for simultaneous likelihood inference on the 2 models and allow for nonignorable data missing. The approach is illustrated with a recent AIDS study by jointly modeling HIV viral dynamics and time to viral rebound.     

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 simple imputation method for longitudinal studies with non-ignorable non-responses

Missing data are a common problem in longitudinal studies in the health sciences. Motivated by data from the Muscatine Coronary Risk Factor (MCRF) study, a longitudinal study of obesity, we propose a simple imputation method for handling non-ignorable non-responses (i.e., when non-response is related to the specific values that should have been obtained) in longitudinal studies with either discrete or continuous outcomes. In the proposed approach, two regression models are specified; one for the marginal mean of the response, the other for the conditional mean of the response given non-response patterns. Statistical inference for the model parameters is based on the generalized estimating equations (GEE) approach. An appealing feature of the proposed method is that it can be readily implemented using existing, widely-available statistical software. The method is illustrated using longitudinal data on obesity from the MCRF study.     

A bivariate pseudolikelihood for incomplete longitudinal binary data with nonignorable nonmonotone missingness

For analyzing longitudinal binary data with nonignorable and nonmonotone missing responses, a full likelihood method is complicated algebraically, and often requires intensive computation, especially when there are many follow-up times. As an alternative, a pseudolikelihood approach has been proposed in the literature under minimal parametric assumptions. This formulation only requires specification of the marginal distributions of the responses and missing data mechanism, and uses an independence working assumption. However, this estimator can be inefficient for estimating both time-varying and time-stationary effects under moderate to strong within-subject associations among repeated responses. In this article, we propose an alternative estimator, based on a bivariate pseudolikelihood, and demonstrate in simulations that the proposed method can be much more efficient than the previous pseudolikelihood obtained under the assumption of independence. We illustrate the method using longitudinal data on CD4 counts from two clinical trials of HIV-infected patients.     

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.     

A pattern-mixture model for longitudinal binary responses with nonignorable nonresponse

Longitudinal studies frequently incur outcome-related nonresponse. In this article, we discuss a likelihood-based method for analyzing repeated binary responses when the mechanism leading to missing response data depends on unobserved responses. We describe a pattern-mixture model for the joint distribution of the vector of binary responses and the indicators of nonresponse patterns. Specifically, we propose an extension of the multivariate logistic model to handle nonignorable nonresponse. This method yields estimates of the mean parameters under a variety of assumptions regarding the distribution of the unobserved responses. Because these models make unverifiable identifying assumptions, we recommended conducting sensitivity analyses that provide a range of inferences, each of which is valid under different assumptions for nonresponse. The methodology is illustrated using data from a longitudinal study of obesity in children.     

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.     

A Global Sensitivity Test for Evaluating Statistical Hypotheses with Nonidentifiable Models

Summary We consider the problem of evaluating a statistical hypothesis when some model characteristics are nonidentifiable from observed data. Such a scenario is common in meta‐analysis for assessing publication bias and in longitudinal studies for evaluating a covariate effect when dropouts are likely to be nonignorable. One possible approach to this problem is to fix a minimal set of sensitivity parameters conditional upon which hypothesized parameters are identifiable. Here, we extend this idea and show how to evaluate the hypothesis of interest using an infimum statistic over the whole support of the sensitivity parameter. We characterize the limiting distribution of the statistic as a process in the sensitivity parameter, which involves a careful theoretical analysis of its behavior under model misspecification. In practice, we suggest a nonparametric bootstrap procedure to implement this infimum test as well as to construct confidence bands for simultaneous pointwise tests across all values of the sensitivity parameter, adjusting for multiple testing. The methodology's practical utility is illustrated in an analysis of a longitudinal psychiatric study.     

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.     

A hybrid model for nonignorable dropout in longitudinal binary responses

This article presents a likelihood-based method for handling nonignorable dropout in longitudinal studies with binary responses. The methodology developed is appropriate when the target of inference is the marginal distribution of the response at each occasion and its dependence on covariates. A "hybrid" model is formulated, which is designed to retain advantageous features of the selection and pattern-mixture model approaches. This formulation accommodates a variety of assumed forms of nonignorable dropout, while maintaining transparency of the constraints required for identifying the overall model. Once appropriate identifying constraints have been imposed, likelihood-based estimation is conducted via the EM algorithm. The article concludes by applying the approach to data from a randomized clinical trial comparing two doses of a contraceptive.     

Modeling longitudinal data with nonignorable dropouts using a latent dropout class model

In longitudinal studies with dropout, pattern-mixture models form an attractive modeling framework to account for nonignorable missing data. However, pattern-mixture models assume that the components of the mixture distribution are entirely determined by the dropout times. That is, two subjects with the same dropout time have the same distribution for their response with probability one. As that is unlikely to be the case, this assumption made lead to classification error. In addition, if there are certain dropout patterns with very few subjects, which often occurs when the number of observation times is relatively large, pattern-specific parameters may be weakly identified or require identifying restrictions. We propose an alternative approach, which is a latent-class model. The dropout time is assumed to be related to the unobserved (latent) class membership, where the number of classes is less than the number of observed patterns; a regression model for the response is specified conditional on the latent variable. This is a type of shared-parameter model, where the shared "parameter" is discrete. Parameter estimates are obtained using the method of maximum likelihood. Averaging the estimates of the conditional parameters over the distribution of the latent variable yields estimates of the marginal regression parameters. The methodology is illustrated using longitudinal data on depression from a study of HIV in women.     

Missing covariates in longitudinal data with informative dropouts: bias analysis and inference

We consider estimation in generalized linear mixed models (GLMM) for longitudinal data with informative dropouts. At the time a unit drops out, time-varying covariates are often unobserved in addition to the missing outcome. However, existing informative dropout models typically require covariates to be completely observed. This assumption is not realistic in the presence of time-varying covariates. In this article, we first study the asymptotic bias that would result from applying existing methods, where missing time-varying covariates are handled using naive approaches, which include: (1) using only baseline values; (2) carrying forward the last observation; and (3) assuming the missing data are ignorable. Our asymptotic bias analysis shows that these naive approaches yield inconsistent estimators of model parameters. We next propose a selection/transition model that allows covariates to be missing in addition to the outcome variable at the time of dropout. The EM algorithm is used for inference in the proposed model. Data from a longitudinal study of human immunodeficiency virus (HIV)-infected women are used to illustrate the methodology.     

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.     

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.     

Impact of nonignorable coarsening on Bayesian inference

The coarse data model of Heitjan and Rubin (1991) generalizes the missing data model of Rubin (1976) to cover other forms of incompleteness such as censoring and grouping. The model has 2 components: an ideal data model describing the distribution of the quantity of interest and a coarsening mechanism that describes a distribution over degrees of coarsening given the ideal data. The coarsening mechanism is said to be nonignorable when the degree of coarsening depends on an incompletely observed ideal outcome, in which case failure to properly account for it can spoil inferences. A theme in recent research is to measure sensitivity to nonignorability by evaluating the effect of a small departure from ignorability on the maximum likelihood estimate (MLE) of a parameter of the ideal data model. One such construct is the "index of local sensitivity to nonignorability" (ISNI) (Troxel and others, 2004), which is the derivative of the MLE with respect to a nonignorability parameter evaluated at the ignorable model. In this paper, we adapt ISNI to Bayesian modeling by instead defining it as the derivative of the posterior expectation. We propose the application of ISNI as a first step in judging the robustness of a Bayesian analysis to nonignorable coarsening. We derive formulas for a range of models and apply the method to evaluate sensitivity to nonignorable coarsening in 2 real data examples, one involving missing CD4 counts in an HIV trial and the other involving potentially informatively censored relapse times in a leukemia trial.     

Median regression models for longitudinal data with dropouts

Summary .  Recently, median regression models have received increasing attention. When continuous responses follow a distribution that is quite different from a normal distribution, usual mean regression models may fail to produce efficient estimators whereas median regression models may perform satisfactorily. In this article, we discuss using median regression models to deal with longitudinal data with dropouts. Weighted estimating equations are proposed to estimate the median regression parameters for incomplete longitudinal data, where the weights are determined by modeling the dropout process. Consistency and the asymptotic distribution of the resultant estimators are established. The proposed method is used to analyze a longitudinal data set arising from a controlled trial of HIV disease ( Volberding et al., 1990 , The New England Journal of Medicine 322, 941–949). Simulation studies are conducted to assess the performance of the proposed method under various situations. An extension to estimation of the association parameters is outlined.     

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.     

GEE with Gaussian estimation of the correlations when data are incomplete

This paper considers a modification of generalized estimating equations (GEE) for handling missing binary response data. The proposed method uses Gaussian estimation of the correlation parameters, i.e., the estimating function that yields an estimate of the correlation parameters is obtained from the multivariate normal likelihood. The proposed method yields consistent estimates of the regression parameters when data are missing completely at random (MCAR). However, when data are missing at random (MAR), consistency may not hold. In a simulation study with repeated binary outcomes that are missing at random, the magnitude of the potential bias that can arise is examined. The results of the simulation study indicate that, when the working correlation matrix is correctly specified, the bias is almost negligible for the modified GEE. In the simulation study, the proposed modification of GEE is also compared to the standard GEE, multiple imputation, and weighted estimating equations approaches. Finally, the proposed method is illustrated using data from a longitudinal clinical trial comparing two therapeutic treatments, zidovudine (AZT) and didanosine (ddI), in patients with HIV.