Longitudinal conditional models with intermittent missingness: SAS code and applications

Abstract

This work provides a set of macros performed with SAS (Statistical Analysis System) for Windows, which can be used to fit conditional models under intermittent missingness in longitudinal data. A formalized transition model, including random effects for individuals and measurement error, is presented. Model fitting is based on the missing completely at random or missing at random assumptions, and the separability condition. The problem translates to maximization of the marginal observed data density only, which for Gaussian data is again Gaussian, meaning that the likelihood can be expressed in terms of the mean and covariance matrix of the observed data vector. A simulation study is presented and misspecification issues are considered. A practical application is also given, where conditional models are fitted to the data from a clinical trial that assessed the effect of a Cuban medicine on a disease of the respiratory system.

Keywords:

• transition model
• auto-regressive sequences
• likelihood
• missing data mechanism
• macro

AMS Subject Classifications:

• 62-02
• 62-04
• 60G10
• 62J99
• 62M10

Acknowledgements

Financial support from the IAP research network #P6/03 of the Belgian Government (Belgian Science Policy) and from UICC is gratefully acknowledged.