Electronic Journal of Statistics
- Electron. J. Statist.
- Volume 10, Number 1 (2016), 1155-1180.
On last observation carried forward and asynchronous longitudinal regression analysis
Hongyuan Cao, Jialiang Li, and Jason P. Fine
Abstract
In many longitudinal studies, the covariates and response are often intermittently observed at irregular, mismatched and subject-specific times. Last observation carried forward (LOCF) is one of the most commonly used methods to deal with such data when covariates and response are observed asynchronously. However, this can lead to considerable bias. In this paper, we propose a weighted LOCF estimation using asynchronous longitudinal data for the generalized linear model. We further generalize this approach to utilize previously observed covariates in addition to the most recent observation. In comparison to earlier methods, the current methods are valid under weaker assumptions on the covariate process and allow informative observation times which may depend on response even conditional on covariates. Extensive simulation studies provide numerical support for the theoretical findings. Data from an HIV study is used to illustrate our methodology.
Article information
Source
Electron. J. Statist., Volume 10, Number 1 (2016), 1155-1180.
Dates
Received: November 2015
First available in Project Euclid: 3 May 2016
Permanent link to this document
https://projecteuclid.org/euclid.ejs/1462297865
Digital Object Identifier
doi:10.1214/16-EJS1141
Mathematical Reviews number (MathSciNet)
MR3499524
Zentralblatt MATH identifier
1349.62544
Subjects
Primary: 60G20: Generalized stochastic processes
Secondary: 60G05: Foundations of stochastic processes
Keywords
Asynchronous longitudinal data Kernel weighted estimation last observation carried forward nonparametric regression
Citation
Cao, Hongyuan; Li, Jialiang; Fine, Jason P. On last observation carried forward and asynchronous longitudinal regression analysis. Electron. J. Statist. 10 (2016), no. 1, 1155--1180. doi:10.1214/16-EJS1141. https://projecteuclid.org/euclid.ejs/1462297865

