Adjusting for Nonignorable Drop-Out Using Semiparametric Nonresponse Models

Abstract Consider a study whose design calls for the study subjects to be followed from enrollment (time t = 0) to time t = T, at which point a primary endpoint of interest Y is to be measured. The design of the study also calls for measurements on a vector V t) of covariates to be made at one or more times t during the interval [0, T). We are interested in making inferences about the marginal mean μ0 of Y when some subjects drop out of the study at random times Q prior to the common fixed end of follow-up time T. The purpose of this article is to show how to make inferences about μ0 when the continuous drop-out time Q is modeled semiparametrically and no restrictions are placed on the joint distribution of the outcome and other measured variables. In particular, we consider two models for the conditional hazard of drop-out given (V(T), Y), where V(t) denotes the history of the process V t) through time t, t ∈ [0, T). In the first model, we assume that λQ(t|V(T), Y) exp(α0 Y), where α0 is a scalar paramet...

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