Statistical Modelling 2 (2002), 39–62
The Common Structure of Several Models for Non-ignorable Dropout
Rob Crouchley
Centre for Applied Statistics, Fylde College,
University of Lancaster, Lancaster,
LA1 4YF, U.K.
eMail: r.crouchley@lancaster.ac.uk
Mojtaba Ganjali
Dept. of Statistics, College of Mathematical Sciences,
Shahid Beheshti University, Evin,
Tehran, Iran.
Abstract:
This paper presents
a multivariate generalization of the classical Heckman selection model and
applies it to non-ignorable dropout in repeated continuous responses. Many of
the recent models for dropout in repeated continuous responses can be written
as special forms of this generalized Heckman model. To illustrate this, we
present the parameterisations needed to obtain the form of dropout model that
occurs when (1) the separate models for the response and dropout are linked by
common random parameters, (2) the dropout model is an explicit function of the
previous responses and the possibly unobserved current response, (3) the
dropout model is both a function of the current response and a common random
parameter, and (4) there is a covariance between the stochastic disturbances of
the response and dropout processes. We present the joint likelihood of the
generalised Heckman model and a residual for the responses. We contrast two of
the dropout models in a simulation study. We compare the results obtained from
several dropout models on the well known mastitis data.
Keywords:
Continuous responses; Ignorable dropout; Latent variables; Longitudinal data;
Mastitis; Missing data; Multivariate normal distribution; Unstructured
covariance matrix.
Downloads:
Data and software in
zipped
archive
back