Division of Epidemiology and Biostatistics, School of Public Health, University of Illinois at Chicago, Chicago, Illinois, USA.
Department of Public Health Sciences, The University of Chicago, Chicago, Illinois, USA.
Stat Med. 2020 Sep 10;39(20):2589-2605. doi: 10.1002/sim.8560. Epub 2020 May 5.
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.
尽管需要对密集纵向数据 (ILD) 中的不可忽略缺失进行敏感性分析,但这种分析受到新颖的 ILD 特征的极大阻碍,例如大数据量和复杂的非单调缺失数据模式。允许不可忽略缺失的替代模型的可能性通常涉及非常高维的积分,从而导致维度诅咒,并使求解在计算上变得非常困难。我们旨在通过开发一种计算上可行的方法来克服这一挑战,即不可忽略缺失的非线性局部敏感性指标 (NISNI)。我们使用不完全结果和协变量的线性混合效应模型。我们使用马尔可夫多项式模型来描述 ILD 中的复杂缺失数据模式和机制,从而允许缺失概率直接依赖于缺失数据。使用二阶泰勒级数近似不可忽略性下的似然,我们为 NISNI 开发了公式和闭式表达式。我们的方法允许同时缺失结果和协变量,这在 ILD 中经常发生,并且可以在随机缺失模型附近捕获不可忽略性的 U 形影响,而无需拟合替代模型或评估积分。我们使用模拟数据和通过生态瞬间评估方法收集的真实 ILD 来评估该方法的性能。