title: Marginal analysis of incomplete longitudinal binary data: a cautionary note on LOCF imputation.
abstract: In recent years there has been considerable research devoted to the development of methods for the analysis of incomplete data in longitudinal studies. Despite these advances, the methods used in practice have changed relatively little, particularly in the reporting of pharmaceutical trials. In this setting, perhaps the most widely adopted strategy for dealing with incomplete longitudinal data is imputation by the "last observation carried forward" (LOCF) approach, in which values for missing responses are imputed using observations from the most recently completed assessment. We examine the asymptotic and empirical bias, the empirical type I error rate, and the empirical coverage probability associated with estimators and tests of treatment effect based on the LOCF imputation strategy. We consider a setting involving longitudinal binary data with longitudinal analyses based on generalized estimating equations, and an analysis based simply on the response at the end of the scheduled follow-up. We find that for both of these approaches, imputation by LOCF can lead to substantial biases in estimators of treatment effects, the type I error rates of associated tests can be greatly inflated, and the coverage probability can be far from the nominal level. Alternative analyses based on all available data lead to estimators with comparatively small bias, and inverse probability weighted analyses yield consistent estimators subject to correct specification of the missing data process. We illustrate the differences between various methods of dealing with drop-outs using data from a study of smoking behavior.
authors.affiliation: Department of Statistics and Actuarial Science, University of Waterloo, Ontario N2L 3G1, Canada. rjcook@uwaterloo.ca
authors.forename: Richard J
authors.initials: RJ
authors.lastname: Cook
authors.forename: Leilei
authors.initials: L
authors.lastname: Zeng
authors.forename: Grace Y
authors.initials: GY
authors.lastname: Yi
mesh_terms: D000293:Adolescent; D001519:Behavior; D015982:Bias; D001699:Biometry / Q000379:methods*; D002648:Child; D002986:Clinical Trials as Topic / Q000706:statistics & numerical data; D003627:Data Interpretation, Statistical; D005260:Female; D006801:Humans; D008137:Longitudinal Studies; D008297:Male; D015233:Models, Statistical; D010352:Patient Dropouts / Q000706:statistics & numerical data; D012907:Smoking / Q000523:psychology