COVARIATE DECOMPOSITION METHODS FOR LONGITUDINAL MISSING-AT-RANDOM DATA AND PREDICTORS ASSOCIATED WITH SUBJECT-SPECIFIC EFFECTS

摘要

Investigators often gather longitudinal data to assess changes in responses over time within subjects and to relate these changes to within-subject changes in predictors. Missing data are common in such studies and predictors can be correlated with subject-specific effects. Maximum likelihood methods for generalized linear mixed models provide consistent estimates when the data are 'missing at random' (MAR) but can produce inconsistent estimates in settings where the random effects are correlated with one of the predictors. On the other hand, conditional maximum likelihood methods (and closely related maximum likelihood methods that partition covariates into between- and within-cluster components) provide consistent estimation when random effects are correlated with predictors but can produce inconsistent covariate effect estimates when data are MAR. Using theory, simulation studies, and fits to example data this paper shows that decomposition methods using complete covariate information produce consistent estimates. In some practical cases these methods, that ostensibly require complete covariate information, actually only involve the observed covariates. These results offer an easy-to-use approach to simultaneously protect against bias from both cluster-level confounding and MAR missingness in assessments of change.