American Journal of Applied Mathematics and Statistics
ISSN (Print): 2328-7306 ISSN (Online): 2328-7292 Website: http://www.sciepub.com/journal/ajams Editor-in-chief: Mohamed Seddeek
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American Journal of Applied Mathematics and Statistics. 2013, 1(2), 30-35
DOI: 10.12691/ajams-1-2-3
Open AccessArticle

A Shared Parameter Model for Longitudinal Data with Missing Values

Ahmed M. Gad1, and Nesma M. M. Darwish1

1Department of Statistics, Faculty of Economics and Political Science, Cairo University, Cairo, Egypt

Pub. Date: April 26, 2013

Cite this paper:
Ahmed M. Gad and Nesma M. M. Darwish. A Shared Parameter Model for Longitudinal Data with Missing Values. American Journal of Applied Mathematics and Statistics. 2013; 1(2):30-35. doi: 10.12691/ajams-1-2-3

Abstract

Longitudinal studies represent one of the principal research strategies employed in medical and social research. These studies are the most appropriate for studying individual change over time. The prematurely withdrawal of some subjects from the study (dropout) is termed nonrandom when the probability of missingness depends on the missing value. Nonrandom dropout is common phenomenon associated with longitudinal data and it complicates statistical inference. The shared parameter model is used to fit longitudinal data in the presence of nonrandom dropout. The stochastic EM algorithm is developed to obtain the model parameter estimates. Also, parameter estimates of the dropout model have been obtained. Standard errors of estimates have been calculated using the developed Monte Carlo method. The proposed approach performance is evaluated through a simulation study. Also, the proposed approach is applied to a real data set.

Keywords:
longitudinal data missing data Monte Carlo nonrandom missing repeated measures shared parameters standard errors stochastic EM

Creative CommonsThis work is licensed under a Creative Commons Attribution 4.0 International License. To view a copy of this license, visit http://creativecommons.org/licenses/by/4.0/

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