Robust inference using hierarchical likelihood approach for heavy-tailed longitudinal outcomes with missing data: An alternative to inverse probability weighted generalized estimating equations
Lee, Donghwan;
Lee, Youngjo;
Paik, Myunghee Cho;
Kenward, Michael G;
(2013)
Robust inference using hierarchical likelihood approach for heavy-tailed longitudinal outcomes with missing data: An alternative to inverse probability weighted generalized estimating equations.
Computational statistics & data analysis, 59.
pp. 171-179.
ISSN 0167-9473
DOI: https://doi.org/10.1016/j.csda.2012.10.013
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We examine methods appropriate for heavy-tailed longitudinal outcomes with possibly missing data. Generalized estimating equations (GEEs) have been widely used in longitudinal studies when data are not heavy-tailed and, in general, are valid only when data are missing completely at random. Robins et al. (1995) showed how inverse probability weighting in such settings (IPW-GEE) can extend validity to data that are missing at random. When data are completely observed, Preisser and Qaqish (1999) proposed the use of robust GEE methods to handle outliers. A natural extension of this to the setting with missing data is to combine these two methods. One alternative for the same setting is to use hierarchical (h-) likelihood (Lee et al., 2006). Here we compare this approach with that of IPW-GEE for heavy-tailed data in the missing data context. (C) 2012 Elsevier B.V. All rights reserved.