Lu Kaifeng, Jiang Liqiu, Tsiatis Anastasios A
Clinical Biostatistics, Merck Research Laboratories, Rahway, New Jersey 07065, USA.
Biometrics. 2010 Dec;66(4):1202-8. doi: 10.1111/j.1541-0420.2010.01405.x.
Often a binary variable is generated by dichotomizing an underlying continuous variable measured at a specific time point according to a prespecified threshold value. In the event that the underlying continuous measurements are from a longitudinal study, one can use the repeated-measures model to impute missing data on responder status as a result of subject dropout and apply the logistic regression model on the observed or otherwise imputed responder status. Standard Bayesian multiple imputation techniques (Rubin, 1987, in Multiple Imputation for Nonresponse in Surveys) that draw the parameters for the imputation model from the posterior distribution and construct the variance of parameter estimates for the analysis model as a combination of within- and between-imputation variances are found to be conservative. The frequentist multiple imputation approach that fixes the parameters for the imputation model at the maximum likelihood estimates and construct the variance of parameter estimates for the analysis model using the results of Robins and Wang (2000, Biometrika 87, 113-124) is shown to be more efficient. We propose to apply (Kenward and Roger, 1997, Biometrics 53, 983-997) degrees of freedom to account for the uncertainty associated with variance-covariance parameter estimates for the repeated measures model.
通常,二元变量是通过在特定时间点根据预先指定的阈值对潜在的连续变量进行二分法生成的。如果潜在的连续测量来自纵向研究,那么由于受试者失访导致应答者状态的缺失数据可以使用重复测量模型进行插补,并对观察到的或插补后的应答者状态应用逻辑回归模型。标准的贝叶斯多重插补技术(鲁宾,1987年,《调查中无应答的多重插补》),即从后验分布中提取插补模型的参数,并将分析模型的参数估计方差构建为插补内方差和插补间方差的组合,被发现是保守的。将插补模型的参数固定在最大似然估计值,并使用罗宾斯和王(2000年,《生物统计学》87卷,第113 - 124页)的结果构建分析模型的参数估计方差的频率主义多重插补方法被证明更有效。我们建议应用(肯沃德和罗杰,1997年,《生物统计学》53卷,第983 - 997页)自由度来考虑与重复测量模型的方差 - 协方差参数估计相关的不确定性。