Asymptotic bias in the linear mixed effects model under non‐ignorable missing data mechanisms

Chandan Saha and Michael P. Jones

Journal of the Royal Statistical Society Series B, 2005, vol. 67, issue 1, 167-182

Abstract: Summary. In longitudinal studies, missingness of data is often an unavoidable problem. Estimators from the linear mixed effects model assume that missing data are missing at random. However, estimators are biased when this assumption is not met. In the paper, theoretical results for the asymptotic bias are established under non‐ignorable drop‐out, drop‐in and other missing data patterns. The asymptotic bias is large when the drop‐out subjects have only one or no observation, especially for slope‐related parameters of the linear mixed effects model. In the drop‐in case, intercept‐related parameter estimators show substantial asymptotic bias when subjects enter late in the study. Eight other missing data patterns are considered and these produce asymptotic biases of a variety of magnitudes.

Date: 2005
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