Reversible jump MCMC to identify dropout mechanism in longitudinal data

Abstract

Existence of missing values is an inseparable part of longitudinal studies in epidemiology, medical and clinical studies. Usually researchers, for simplicity, ignore the missingness mechanism while, ignoring a not at random mechanism may lead to misleading results. In this paper, we use a Bayesian paradigm for fitting selection model of Heckman, which allows the non-ignorable missingness for longitudinal data. Also, we use reversible-jump Markov chain Monte Carlo to allow the model to choose between non-ignorable and ignorable structures for missingness mechanism, and show how the selection can be incorporated. Some simulation studies are performed for illustration of the proposed approach. The approach is also used for analyzing two real data sets.

Keywords:

• Bayesian approach
• dropout mechanism
• longitudinal data
• marginal model
• reversible jump MCMC