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Linear increments with non-monotone missing data and measurement error

Seaman, Shaun R., Farewell, Daniel and White, Ian R. 2016. Linear increments with non-monotone missing data and measurement error. Scandinavian Journal of Statistics 43 (4) , 996 -1018. 10.1111/sjos.12225

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Linear increments (LI) are used to analyse repeated outcome data with missing values. Previously, two LI methods have been proposed, one allowing non-monotone missingness but not independent measurement error and one allowing independent measurement error but only monotone missingness. In both, it was suggested that the expected increment could depend on current outcome. We show that LI can allow non-monotone missingness and either independent measurement error of unknown variance or dependence of expected increment on current outcome but not both. A popular alternative to LI is a multivariate normal model ignoring the missingness pattern. This gives consistent estimation when data are normally distributed and missing at random (MAR). We clarify the relation between MAR and the assumptions of LI and show that for continuous outcomes multivariate normal estimators are also consistent under (non-MAR and non-normal) assumptions not much stronger than those of LI. Moreover, when missingness is non-monotone, they are typically more efficient.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Medicine
Subjects: R Medicine > R Medicine (General)
Uncontrolled Keywords: ignorability; imputation; missing not at random; mortal cohort inference; non-ignorable missing data; partly conditional inference
Publisher: Wiley
ISSN: 0303-6898
Funders: MRC
Date of First Compliant Deposit: 20 May 2016
Date of Acceptance: 10 February 2016
Last Modified: 04 Jun 2017 09:09

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