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Published on: September 5, 2019
A particular diffusion model for incomplete longitudinal data: application to the multicenter AIDS cohort study
Cyntha A Struthers1, Donald L McLeish
1Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, Ontario N2L 3G1, Canada. castruth@uwaterloo.ca
Abstract:
Longitudinal studies, in which individuals are measured repeatedly in time, are often incomplete. We model continuous-time longitudinal data from the Multicenter AIDS Cohort Study using a diffusion model in which the diffusion parameters are functions of the covariates. These data are jointly modeled with the process of time-to-death due to AIDS. We show that, even for large data sets with a large number of missing variables, a Bayesian analysis is feasible using Gibbs sampling and compare a complete case analysis with a Bayesian treatment of missing values.
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