A tractable method to account for high‐dimensional nonignorable missing data in intensive longitudinal data. (5th May 2020)

• Record Type: Journal Article
• Authors: Yuan, Chengbo; Hedeker, Donald; Mermelstein, Robin; Xie, Hui
• Is Part Of: Statistics in medicine. Volume 39:Number 20(2020)
• Page Start: 2589
• Page End: 2605
• Publication Date: 2020-05-05
• Subjects: linear mixed effects model -- missing data -- nonignorability -- nonlinear sensitivity index -- sensitivity analysis; Medical statistics -- Periodicals; Statistique médicale -- Périodiques; Statistiques médicales -- Périodiques; 610.727
• DOI: 10.1002/sim.8560
• Languages: English
• ISSNs: 0277-6715

Abstract

Abstract: 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.