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Generalized linear mixed models with informative dropouts and missing covariates

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Abstract

Generalized linear mixed models (GLMM) are useful in many longitudinal data analyses. In the presence of informative dropouts and missing covariates, however, standard complete-data methods may not be applicable. In this article, we consider a likelihood method and an approximate method for GLMM with informative dropouts and missing covariates. The methods are implemented by Monte–Carlo EM algorithms combined with Gibbs sampler. The approximate method may lead to inconsistent estimators but is computationally more efficient than the likelihood method. The two methods are evaluated via a simulation study for longitudinal binary data, and appear to perform reasonably well. A dataset on mental distress is analyzed in details.

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Correspondence to Lang Wu.

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Wu, K., Wu, L. Generalized linear mixed models with informative dropouts and missing covariates. Metrika 66, 1–18 (2007). https://doi.org/10.1007/s00184-006-0083-6

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  • DOI: https://doi.org/10.1007/s00184-006-0083-6

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