Analysis of Longitudinal Data with Missing Values in the Response and Covariates Using the Stochastic EM Algorithm

作     者：Gad, Ahmed M. Darwish, Nesma M. 

作者机构：Business Administration Department Faculty of Business Administration Economics and Political Science The British University in Egypt Cairo Egypt Management and information system Department Higher Institute of computer and information technology El_Shrouk Academy Cairo Egypt 

出 版 物：《arXiv》 (arXiv)

年 卷 期：2022年

核心收录：

主　　题：Monte Carlo methods 

摘      要：In longitudinal data a response variable is measured over time, or under different conditions, for a cohort of individuals. In many situations all intended measurements are not available which results in missing values. If the missing value is never followed by an observed measurement, this leads to dropout pattern. The missing values could be in the response variable, the covariates or in both. The missingness mechanism is termed non-random when the probability of missingness depends on the missing value and may be on the observed values. In this case the missing values should be considered in the analysis to avoid any potential bias. The aim of this article is to employ multiple imputations (MI) to handle missing values in covariates using. The selection model is used to model longitudinal data in the presence of nonrandom dropout. The stochastic EM algorithm (SEM) is developed to obtain the model parameter estimates in addition to the estimates of the dropout model. The SEM algorithm does not provide standard errors of the estimates. We developed a Monte Carlo method to obtain the standard errors. The proposed approach performance is evaluated through a simulation study. Also, the proposed approach is applied to a real data set. Copyright © 2022, The Authors. All rights reserved.