Pattern-mixture models for categorical outcomes with non-monotone missingness

Abstract

Although most models for incomplete longitudinal data are formulated within the selection model framework, pattern-mixture models have gained considerable interest in recent years [R.J.A. Little, Pattern-mixture models for multivariate incomplete data, J. Am. Stat. Assoc. 88 (1993), pp. 125–134; R.J.A. Lrittle, A class of pattern-mixture models for normal incomplete data, Biometrika 81 (1994), pp. 471–483], since it is often argued that selection models, although many are identifiable, should be approached with caution, especially in the context of MNAR models [R.J. Glynn, N.M. Laird, and D.B. Rubin, Selection modeling versus mixture modeling with nonignorable nonresponse, in Drawing Inferences from Self-selected Samples, H. Wainer, ed., Springer-Verlag, New York, 1986, pp. 115–142]. In this paper, the focus is on several strategies to fit pattern-mixture models for non-monotone categorical outcomes. The issue of under-identification in pattern-mixture models is addressed through identifying restrictions. Attention will be given to the derivation of the marginal covariate effect in pattern-mixture models for non-monotone categorical data, which is less straightforward than in the case of linear models for continuous data. The techniques developed will be used to analyse data from a clinical study in psychiatry.