Longitudinal latent variable models given incompletely observed biomarkers and covariates

In this paper, we analyze a two‐level latent variable model for longitudinal data from the National Growth and Health Study where surrogate outcomes or biomarkers and covariates are subject to missingness at any of the levels. A conventional method for efficient handling of missing data is to re‐express the desired model as a joint distribution of variables, including the biomarkers, that are subject to missingness conditional on all of the covariates that are completely observed, and estimate the joint model by maximum likelihood, which is then transformed to the desired model. The joint model, however, identifies more parameters than desired, in general. We show that the over‐identified joint model produces biased estimation of the latent variable model and describe how to impose constraints on the joint model so that it has a one‐to‐one correspondence with the desired model for unbiased estimation. The constrained joint model handles missing data efficiently under the assumption of ignorable missing data and is estimated by a modified application of the expectation‐maximization algorithm. Copyright © 2016 John Wiley & Sons, Ltd.     

A new Bayesian joint model for longitudinal count data with many zeros,intermittent missingness,and dropout with applications to HIV prevention trials

In longitudinal clinical trials, it is common that subjects may permanently withdraw from the study (dropout), or return to the study after missing one or more visits (intermittent missingness). It is also routinely encountered in HIV prevention clinical trials that there is a large proportion of zeros in count response data. In this paper, a sequential multinomial model is adopted for dropout and subsequently a conditional model is constructed for intermittent missingness. The new model captures the complex structure of missingness and incorporates dropout and intermittent missingness simultaneously. The model also allows us to easily compute the predictive probabilities of different missing data patterns. A zero-inflated Poisson mixed-effects regression model is assumed for the longitudinal count response data. We also propose an approach to assess the overall treatment effects under the zero-inflated Poisson model. We further show that the joint posterior distribution is improper if uniform priors are specified for the regression coefficients under the proposed model. Variations of the g-prior, Jeffreys prior, and maximally dispersed normal prior are thus established as remedies for the improper posterior distribution. An efficient Gibbs sampling algorithm is developed using a hierarchical centering technique. A modified logarithm of the pseudomarginal likelihood and a concordance based area under the curve criterion are used to compare the models under different missing data mechanisms. We then conduct an extensive simulation study to investigate the empirical performance of the proposed methods and further illustrate the methods using real data from an HIV prevention clinical trial.     

Pseudo-likelihood methods for longitudinal binary data with non-ignorable missing responses and covariates

In this paper we consider longitudinal studies in which the outcome to be measured over time is binary, and the covariates of interest are categorical. In longitudinal studies it is common for the outcomes and any time-varying covariates to be missing due to missed study visits, resulting in non-monotone patterns of missingness. Moreover, the reasons for missed visits may be related to the specific values of the response and/or covariates that should have been obtained, i.e. missingness is non-ignorable. With non-monotone non-ignorable missing response and covariate data, a full likelihood approach is quite complicated, and maximum likelihood estimation can be computationally prohibitive when there are many occasions of follow-up. Furthermore, the full likelihood must be correctly specified to obtain consistent parameter estimates. We propose a pseudo-likelihood method for jointly estimating the covariate effects on the marginal probabilities of the outcomes and the parameters of the missing data mechanism. The pseudo-likelihood requires specification of the marginal distributions of the missingness indicator, outcome, and possibly missing covariates at each occasions, but avoids making assumptions about the joint distribution of the data at two or more occasions. Thus, the proposed method can be considered semi-parametric. The proposed method is an extension of the pseudo-likelihood approach in Troxel et al. to handle binary responses and possibly missing time-varying covariates. The method is illustrated using data from the Six Cities study, a longitudinal study of the health effects of air pollution.     

A transition model for quality‐of‐life data with non‐ignorable non‐monotone missing data

In this paper, we consider a full likelihood method to analyze continuous longitudinal responses with non‐ignorable non‐monotone missing data. We consider a transition probability model for the missingness mechanism. A first‐order Markov dependence structure is assumed for both the missingness mechanism and observed data. This process fits the natural data structure in the longitudinal framework. Our main interest is in estimating the parameters of the marginal model and evaluating the missing‐at‐random assumption in the Effects of Public Information Study, a cancer‐related study recently conducted at the University of Pennsylvania. We also present a simulation study to assess the performance of the model. Copyright © 2012 John Wiley & Sons, Ltd.     

Estimating treatment effects under untestable assumptions with nonignorable missing data

Nonignorable missing data poses key challenges for estimating treatment effects because the substantive model may not be identifiable without imposing further assumptions. For example, the Heckman selection model has been widely used for handling nonignorable missing data but requires the study to make correct assumptions, both about the joint distribution of the missingness and outcome and that there is a valid exclusion restriction. Recent studies have revisited how alternative selection model approaches, for example estimated by multiple imputation (MI) and maximum likelihood, relate to Heckman-type approaches in addressing the first hurdle. However, the extent to which these different selection models rely on the exclusion restriction assumption with nonignorable missing data is unclear. Motivated by an interventional study (REFLUX) with nonignorable missing outcome data in half of the sample, this article critically examines the role of the exclusion restriction in Heckman, MI, and full-likelihood selection models when addressing nonignorability. We explore the implications of the different methodological choices concerning the exclusion restriction for relative bias and root-mean-squared error in estimating treatment effects. We find that the relative performance of the methods differs in practically important ways according to the relevance and strength of the exclusion restriction. The full-likelihood approach is less sensitive to alternative assumptions about the exclusion restriction than Heckman-type models and appears an appropriate method for handling nonignorable missing data. We illustrate the implications of method choice for inference in the REFLUX study, which evaluates the effect of laparoscopic surgery on long-term quality of life for patients with gastro-oseophageal reflux disease.     

Estimation and comparison of rates of change in longitudinal studies with informative drop-outs.

Many cohort studies and clinical trials have designs which involve repeated measurements of disease markers. One problem in such longitudinal studies, when the primary interest is to estimate and to compare the evolution of a disease marker, is that planned data are not collected because of missing data due to missing visits and/or withdrawal or attrition (for example, death). Several methods to analyse such data are available, provided that the data are missing at random. However, serious biases can occur when missingness is informative. In such cases, one needs to apply methods that simultaneously model the observed data and the missingness process. In this paper we consider the problem of estimation of the rate of change of a disease marker in longitudinal studies, in which some subjects drop out prematurely (informatively) due to attrition, while others experience a non-informative drop-out process (end of study, withdrawal). We propose a method which combines a linear random effects model for the underlying pattern of the marker with a log-normal survival model for the informative drop-out process. Joint estimates are obtained through the restricted iterative generalized least squares method which are equivalent to restricted maximum likelihood estimates. A nested EM algorithm is applied to deal with censored survival data. The advantages of this method are: it provides a unified approach to estimate all the model parameters; it can effectively deal with irregular data (that is, measured at irregular time points), a complicated covariance structure and a complex underlying profile of the response variable; it does not entail such complex computation as would be required to maximize the joint likelihood. The method is illustrated by modelling CD4 count data in a clinical trial in patients with advanced HIV infection while its performance is tested by simulation studies.     

Non‐ignorable missingness in logistic regression

Nonresponses and missing data are common in observational studies. Ignoring or inadequately handling missing data may lead to biased parameter estimation, incorrect standard errors and, as a consequence, incorrect statistical inference and conclusions. We present a strategy for modelling non‐ignorable missingness where the probability of nonresponse depends on the outcome. Using a simple case of logistic regression, we quantify the bias in regression estimates and show the observed likelihood is non‐identifiable under non‐ignorable missing data mechanism. We then adopt a selection model factorisation of the joint distribution as the basis for a sensitivity analysis to study changes in estimated parameters and the robustness of study conclusions against different assumptions. A Bayesian framework for model estimation is used as it provides a flexible approach for incorporating different missing data assumptions and conducting sensitivity analysis. Using simulated data, we explore the performance of the Bayesian selection model in correcting for bias in a logistic regression. We then implement our strategy using survey data from the 45 and Up Study to investigate factors associated with worsening health from the baseline to follow‐up survey. Our findings have practical implications for the use of the 45 and Up Study data to answer important research questions relating to health and quality‐of‐life. Copyright © 2017 John Wiley & Sons, Ltd.     

A tractable method to account for high-dimensional nonignorable missing data in intensive longitudinal data

Despite the need for sensitivity analysis to nonignorable missingness in intensive longitudinal data (ILD), such analysis is greatly hindered by novel ILD features, such as large data volume and complex nonmonotonic missing-data patterns. Likelihood of alternative models permitting nonignorable missingness often involves very high-dimensional integrals, causing curse of dimensionality and rendering solutions computationally prohibitive to obtain. We aim to overcome this challenge by developing a computationally feasible method, nonlinear indexes of local sensitivity to nonignorability (NISNI). We use linear mixed effects models for the incomplete outcome and covariates. We use Markov multinomial models to describe complex missing-data patterns and mechanisms in ILD, thereby permitting missingness probabilities to depend directly on missing data. Using a second-order Taylor series to approximate likelihood under nonignorability, we develop formulas and closed-form expressions for NISNI. Our approach permits the outcome and covariates to be missing simultaneously, as is often the case in ILD, and can capture U-shaped impact of nonignorability in the neighborhood of the missing at random model without fitting alternative models or evaluating integrals. We evaluate performance of this method using simulated data and real ILD collected by the ecological momentary assessment method.     

1996 Remington lecture: modeling multivariate longitudinal data that are incomplete

PURPOSE: We describe the impact that missing data may have on model selection for longitudinal multivariate data. METHODS: Maximum likelihood was used to fit several models to ultrasonographic measurements from the Asymptomatic Carotid Artery Progression Study (ACAPS). Graphical techniques were used to examine evidence concerning the underlying missing data mechanisms associated with each model. RESULTS: Using statistical methodology that addressed missing data substantially increased the statistical efficiency of our analysis of ultrasonographic data. Only complex models that included segment-specific parameterizations for longitudinal correlations appeared to allow missing data to be assumed to occur at random. CONCLUSION: Ignoring the nature of missing data in conducting statistical analyses can have serious consequences when missingness is not rare. It may be necessary to fit models of high dimension with maximum likelihood techniques to address missing data appropriately, however these approaches may improve statistical efficiency.     

Joint mixed‐effects models for causal inference with longitudinal data

Causal inference with observational longitudinal data and time‐varying exposures is complicated due to the potential for time‐dependent confounding and unmeasured confounding. Most causal inference methods that handle time‐dependent confounding rely on either the assumption of no unmeasured confounders or the availability of an unconfounded variable that is associated with the exposure (eg, an instrumental variable). Furthermore, when data are incomplete, validity of many methods often depends on the assumption of missing at random. We propose an approach that combines a parametric joint mixed‐effects model for the study outcome and the exposure with g‐computation to identify and estimate causal effects in the presence of time‐dependent confounding and unmeasured confounding. G‐computation can estimate participant‐specific or population‐average causal effects using parameters of the joint model. The joint model is a type of shared parameter model where the outcome and exposure‐selection models share common random effect(s). We also extend the joint model to handle missing data and truncation by death when missingness is possibly not at random. We evaluate the performance of the proposed method using simulation studies and compare the method to both linear mixed‐ and fixed‐effects models combined with g‐computation as well as to targeted maximum likelihood estimation. We apply the method to an epidemiologic study of vitamin D and depressive symptoms in older adults and include code using SAS PROC NLMIXED software to enhance the accessibility of the method to applied researchers.     

Missing data in longitudinal studies: cross-sectional multiple imputation provides similar estimates to full-information maximum likelihood

PurposeThe aim of this research was to examine, in an exploratory manner, whether cross-sectional multiple imputation generates valid parameter estimates for a latent growth curve model in a longitudinal data set with nonmonotone missingness.MethodsA simulated longitudinal data set of N = 5000 was generated and consisted of a continuous dependent variable, assessed at three measurement occasions and a categorical time-invariant independent variable. Missing data had a nonmonotone pattern and the proportion of missingness increased from the initial to the final measurement occasion (5%–20%). Three methods were considered to deal with missing data: listwise deletion, full-information maximum likelihood, and multiple imputation. A latent growth curve model was specified and analysis of variance was used to compare parameter estimates between the full data set and missing data approaches.ResultsMultiple imputation resulted in significantly lower slope variance compared with the full data set. There were no differences in any parameter estimates between the multiple imputation and full-information maximum likelihood approaches.ConclusionsThis study suggested that in longitudinal studies with nonmonotone missingness, cross-sectional imputation at each time point may be viable and produces estimates comparable with those obtained with full-information maximum likelihood. Future research pursuing the validity of this method is warranted.     

Estimation methods for marginal and association parameters for longitudinal binary data with nonignorable missing observations

In longitudinal studies, missing observations occur commonly. It has been well known that biased results could be produced if missingness is not properly handled in the analysis. Authors have developed many methods with the focus on either incomplete response or missing covariate observations, but rarely on both. The complexity of modeling and computational difficulty would be the major challenges in handling missingness in both response and covariate variables. In this paper, we develop methods using the pairwise likelihood formulation to handle longitudinal binary data with missing observations present in both response and covariate variables. We propose a unified framework to accommodate various types of missing data patterns. We evaluate the performance of the methods empirically under a variety of circumstances. In particular, we investigate issues on efficiency and robustness. We analyze longitudinal data from the National Population Health Study with the use of our methods. Copyright © 2012 John Wiley & Sons, Ltd.     

A multistate Markov chain model for longitudinal, categorical quality-of-life data subject to non-ignorable missingness

Quality-of-life (QOL) is an important outcome in clinical research, particularly in cancer clinical trials. Typically, data are collected longitudinally from patients during treatment and subsequent follow-up. Missing data are a common problem, and missingness may arise in a non-ignorable fashion. In particular, the probability that a patient misses an assessment may depend on the patient's QOL at the time of the scheduled assessment. We propose a Markov chain model for the analysis of categorical outcomes derived from QOL measures. Our model assumes that transitions between QOL states depend on covariates through generalized logit models or proportional odds models. To account for non-ignorable missingness, we incorporate logistic regression models for the conditional probabilities of observing measurements, given their actual values. The model can accommodate time-dependent covariates. Estimation is by maximum likelihood, summing over all possible values of the missing measurements. We describe options for selecting parsimonious models, and we study the finite-sample properties of the estimators by simulation. We apply the techniques to data from a breast cancer clinical trial in which QOL assessments were made longitudinally, and in which missing data frequently arose.     

Allowing for uncertainty due to missing continuous outcome data in pairwise and network meta‐analysis

Missing outcome data are commonly encountered in randomized controlled trials and hence may need to be addressed in a meta‐analysis of multiple trials. A common and simple approach to deal with missing data is to restrict analysis to individuals for whom the outcome was obtained (complete case analysis). However, estimated treatment effects from complete case analyses are potentially biased if informative missing data are ignored. We develop methods for estimating meta‐analytic summary treatment effects for continuous outcomes in the presence of missing data for some of the individuals within the trials. We build on a method previously developed for binary outcomes, which quantifies the degree of departure from a missing at random assumption via the informative missingness odds ratio. Our new model quantifies the degree of departure from missing at random using either an informative missingness difference of means or an informative missingness ratio of means, both of which relate the mean value of the missing outcome data to that of the observed data. We propose estimating the treatment effects, adjusted for informative missingness, and their standard errors by a Taylor series approximation and by a Monte Carlo method. We apply the methodology to examples of both pairwise and network meta‐analysis with multi‐arm trials. © 2014 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.     

THE ANALYSIS OF INCOMPLETE DATA IN THE THREE-PERIOD TWO-TREATMENT CROSS-OVER DESIGN FOR CLINICAL TRIALS

The additional time to complete a three-period two-treatment (3P2T) cross-over trial may cause a greater number of patient dropouts than with a two-period trial. This paper develops maximum likelihood (ML), single imputation and multiple imputation missing data analysis methods for the 3P2T cross-over designs. We use a simulation study to compare and contrast these methods with one another and with the benchmark method of missing data analysis for cross-over trials, the complete case (CC) method. Data patterns examined include those where the missingness differs between the drug types and depends on the unobserved data. Depending on the missing data mechanism and the rate of missingness of the data, one can realize substantial improvements in information recovery by using data from the partially completed patients. We recommend these approaches for the 3P2T cross-over designs.     

Bias due to missing exposure data using complete-case analysis in the proportional hazards regression model

We studied bias due to missing exposure data in the proportional hazards regression model when using complete-case analysis (CCA). Eleven missing data scenarios were considered: one with missing completely at random (MCAR), four missing at random (MAR), and six non-ignorable missingness scenarios, with a variety of hazard ratios, censoring fractions, missingness fractions and sample sizes. When missingness was MCAR or dependent only on the exposure, there was negligible bias (2-3 per cent) that was similar to the difference between the estimate in the full data set with no missing data and the true parameter. In contrast, substantial bias occurred when missingness was dependent on outcome or both outcome and exposure. For models with hazard ratio of 3.5, a sample size of 400, 20 per cent censoring and 40 per cent missing data, the relative bias for the hazard ratio ranged between 7 per cent and 64 per cent. We observed important differences in the direction and magnitude of biases under the various missing data mechanisms. For example, in scenarios where missingness was associated with longer or shorter follow-up, the biases were notably different, although both mechanisms are MAR. The hazard ratio was underestimated (with larger bias) when missingness was associated with longer follow-up and overestimated (with smaller bias) when associated with shorter follow-up. If it is known that missingness is associated with a less frequently observed outcome or with both the outcome and exposure, CCA may result in an invalid inference and other methods for handling missing data should be considered.     

A correlated random‐effects model for normal longitudinal data with nonignorable missingness

The missing data problem is common in longitudinal or hierarchical structure studies. In this paper, we propose a correlated random‐effects model to fit normal longitudinal or cluster data when the missingness mechanism is nonignorable. Computational challenges arise in the model fitting due to intractable numerical integrations. We obtain the estimates of the parameters based on an accurate approximation of the log likelihood, which has higher‐order accuracy but with less computational burden than the existing approximation. We apply the proposed method it to a real data set arising from an autism study. Copyright © 2009 John Wiley & Sons, Ltd.     

A comparison of existing methods for multiple imputation in individual participant data meta‐analysis

Multiple imputation is a popular method for addressing missing data, but its implementation is difficult when data have a multilevel structure and one or more variables are systematically missing. This systematic missing data pattern may commonly occur in meta‐analysis of individual participant data, where some variables are never observed in some studies, but are present in other hierarchical data settings. In these cases, valid imputation must account for both relationships between variables and correlation within studies. Proposed methods for multilevel imputation include specifying a full joint model and multiple imputation with chained equations (MICE). While MICE is attractive for its ease of implementation, there is little existing work describing conditions under which this is a valid alternative to specifying the full joint model. We present results showing that for multilevel normal models, MICE is rarely exactly equivalent to joint model imputation. Through a simulation study and an example using data from a traumatic brain injury study, we found that in spite of theoretical differences, MICE imputations often produce results similar to those obtained using the joint model. We also assess the influence of prior distributions in MICE imputation methods and find that when missingness is high, prior choices in MICE models tend to affect estimation of across‐study variability more than compatibility of conditional likelihoods. Copyright © 2017 John Wiley & Sons, Ltd.     

Missing data and sensitivity analysis for binary data with implications for sample size and power of randomized clinical trials

Despite our best efforts, missing outcomes are common in randomized controlled clinical trials. The National Research Council's Committee on National Statistics panel report titled The Prevention and Treatment of Missing Data in Clinical Trials noted that further research is required to assess the impact of missing data on the power of clinical trials and how to set useful target rates and acceptable rates of missing data in clinical trials. In this article, using binary responses for illustration, we establish that conclusions based on statistical analyses that include only complete cases can be seriously misleading, and that the adverse impact of missing data grows not only with increasing rates of missingness but also with increasing sample size. We illustrate how principled sensitivity analysis can be used to assess the robustness of the conclusions. Finally, we illustrate how sample sizes can be adjusted to account for expected rates of missingness. We find that when sensitivity analyses are considered as part of the primary analysis, the required adjustments to the sample size are dramatically larger than those that are traditionally used. Furthermore, in some cases, especially in large trials with small target effect sizes, it is impossible to achieve the desired power.     

Joint modeling of longitudinal and survival data with missing and left‐censored time‐varying covariates

We propose a joint model for longitudinal and survival data with time‐varying covariates subject to detection limits and intermittent missingness at random. The model is motivated by data from the Multicenter AIDS Cohort Study (MACS), in which HIV+ subjects have viral load and CD4 cell count measured at repeated visits along with survival data. We model the longitudinal component using a normal linear mixed model, modeling the trajectory of CD4 cell count by regressing on viral load, and other covariates. The viral load data are subject to both left censoring because of detection limits (17%) and intermittent missingness (27%). The survival component of the joint model is a Cox model with time‐dependent covariates for death because of AIDS. The longitudinal and survival models are linked using the trajectory function of the linear mixed model. A Bayesian analysis is conducted on the MACS data using the proposed joint model. The proposed method is shown to improve the precision of estimates when compared with alternative methods. Copyright © 2014 John Wiley & Sons, Ltd.