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Multiple imputation and posterior simulation for multivariate missing data in longitudinal studies.

Abstract

This paper outlines a multiple imputation method for handling missing data in designed longitudinal studies. A random coefficients model is developed to accommodate incomplete multivariate continuous longitudinal data. Multivariate repeated measures are jointly modeled; specifically, an i.i.d. normal model is assumed for time-independent variables and a hierarchical random coefficients model is assumed for time-dependent variables in a regression model conditional on the time-independent variables and time, with heterogeneous error variances across variables and time points. Gibbs sampling is used to draw model parameters and for imputations of missing observations. An application to data from a study of startle reactions illustrates the model. A simulation study compares the multiple imputation procedure to the weighting approach of Robins, Rotnitzky, and Zhao (1995, Journal of the American Statistical Association 90, 106-121) that can be used to address similar data structures.

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BibTeXRIS

M Liu, J M Taylor, T R Belin. 2000. Multiple imputation and posterior simulation for multivariate missing data in longitudinal studies.. https://doi.org/10.1111/j.0006-341x.2000.01157.x

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