Lipsitz Stuart R, Fitzmaurice Garrett M, Ibrahim Joseph G, Sinha Debajyoti, Parzen Michael, Lipshultz Steven
Harvard Medical School, Boston, U.S.A.
J R Stat Soc Ser A Stat Soc. 2009 Jan;172(1):3-20. doi: 10.1111/j.1467-985X.2008.00564.x.
In a large, prospective longitudinal study designed to monitor cardiac abnormalities in children born to HIV-infected women, instead of a single outcome variable, there are multiple binary outcomes (e.g., abnormal heart rate, abnormal blood pressure, abnormal heart wall thickness) considered as joint measures of heart function over time. In the presence of missing responses at some time points, longitudinal marginal models for these multiple outcomes can be estimated using generalized estimating equations (GEE) (Liang and Zeger, 1986), and consistent estimates can be obtained under the assumption of a missing completely at random (MCAR) mechanism. When the missing data mechanism is missing at random (MAR), that is the probability of missing a particular outcome at a time-point depends on observed values of that outcome and the remaining outcomes at other time points, we propose joint estimation of the marginal models using a single modified GEE based on an EM-type algorithm. The proposed method is motivated by the longitudinal study of cardiac abnormalities in children born to HIV-infected women and analyses of these data are presented to illustrate the application of the method. Further, in an asymptotic study of bias, we show that under an MAR mechanism in which missingness depends on all observed outcome variables, our joint estimation via the modified GEE produces almost unbiased estimates, provided the correlation model has been correctly specified, whereas estimates from standard GEE can lead to substantial bias.
在一项旨在监测感染艾滋病毒妇女所生孩子心脏异常情况的大型前瞻性纵向研究中,这里考虑的不是单一结果变量,而是多个二元结果(例如,心率异常、血压异常、心脏壁厚度异常),将其作为一段时间内心脏功能的联合测量指标。在某些时间点存在缺失响应的情况下,可以使用广义估计方程(GEE)(Liang和Zeger,1986)来估计这些多个结果的纵向边际模型,并且在完全随机缺失(MCAR)机制的假设下可以获得一致估计。当缺失数据机制是随机缺失(MAR)时,即某个时间点缺失特定结果的概率取决于该结果的观测值以及其他时间点的其余结果,我们基于EM型算法提出使用单个修正的GEE对边际模型进行联合估计。所提出的方法是受感染艾滋病毒妇女所生孩子心脏异常情况的纵向研究启发,并给出了对这些数据的分析以说明该方法的应用。此外,在一项偏差的渐近研究中,我们表明,在MAR机制下,即缺失取决于所有观测到的结果变量时,只要相关模型已正确设定,我们通过修正的GEE进行的联合估计会产生几乎无偏差的估计,而标准GEE的估计可能会导致相当大的偏差。