Hi,
 I have just finished simulating longitudinal data with different
proportions of MAR & NINR data and trying to see which method of
analysis provides estimates with the smallest bias, and smallest MSE as
part of my doctoral dissertation. The NINR data was simulated using a
shared parameter model.  The results so far seem to suggest that Proc
Mixed performs the best  when compared to complete case analysis, and a
new method  I tried, which separated the data set into its complete
case, MAR & NINR components, estimated the parameters separately & them
combined the estimates using weights that approximate variances.
The results also indicate that depending on the parameters of the NINR
distribution, the mean slope of the overall data set gets shifted from
the simulated values. Thus, if one analyzes the data before creating the
missing values, the estimated treatment slope is not the simulated value
of 2 (in my case) but under it or over it (1.75, 2.0, or 2.25) depending
on the parameter of my drop out distribution. If I analyze the entire
data set (after creating the missing), MAR & NINR missing & complete
case combined, then my slope is closer to the value I would get if the
data were not missing, but had some data whose pdf was a product of the
normal distribution & the drop out distribution, i.e. the 1.75, 2.0 or
2.25 above but not the two. On the other hand if I analyze just the
complete case data or a data set that has a mixture of the complete case
& MAR data, then my treatment slope remains close to the simulated value
of 2.

I would like to suggest then that one way to test if the missing data
has any NINR in it, is to analyze the entire data set, missing &
complete case, using procedures such as Proc Mixed, that allow
unbalanced data sets. Then analyze only the complete cases. If the two
treatment slopes are significantly different from one another, then
there is a good chance that at least some of the missing data has a
missing data distribution that affects the parameter estimate. I tried
this on data sets with just 1/3 of missing data NINR, and those with as
much as 2/3 missing data NINR.  In all cases a simple 2 sample t test,
shows significant difference between the treatment slopes when there is
NINR data involved (p < .0001), and insignificant difference when there
is only MAR data involved (p > .25).
I hope this explanation is clear, because  I would like to know if
anyone can see a  flaw in my logic that I am not able to see?
thank you
shreelatha

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