Impact of nonignorable coarsening on Bayesian inference.
The coarse data model of Heitjan and Rubin (1991) generalizes the missing data model of Rubin (1976) to cover other forms of incompleteness such as censoring and grouping. The model has 2 components: an ideal data model describing the distribution of the quantity of interest and a coarsening mechanism that describes a distribution over degrees of coarsening given the ideal data. The coarsening mechanism is said to be nonignorable when the degree of coarsening depends on an incompletely observed ideal outcome, in which case failure to properly account for it can spoil inferences. A theme in recent research is to measure sensitivity to nonignorability by evaluating the effect of a small departure from ignorability on the maximum likelihood estimate (MLE) of a parameter of the ideal data model. One such construct is the "index of local sensitivity to nonignorability" (ISNI) (Troxel and others, 2004), which is the derivative of the MLE with respect to a nonignorability parameter evaluated at the ignorable model. In this paper, we adapt ISNI to Bayesian modeling by instead defining it as the derivative of the posterior expectation. We propose the application of ISNI as a first step in judging the robustness of a Bayesian analysis to nonignorable coarsening. We derive formulas for a range of models and apply the method to evaluate sensitivity to nonignorable coarsening in 2 real data examples, one involving missing CD4 counts in an HIV trial and the other involving potentially informatively censored relapse times in a leukemia trial.
Zhang
Jiameng
J
Genentech, Inc., South San Francisco, CA 94080, USA. zhang.jiameng@gene.com
Heitjan
Daniel F
DF
D001499:Bayes Theorem; D001699:Biometry; D016026:Bone Marrow Transplantation; D018791:CD4 Lymphocyte Count; D002986:Clinical Trials as Topic / Q000706:statistics & numerical data; D003627:Data Interpretation, Statistical; D015658:HIV Infections / Q000188:drug therapy / Q000276:immunology; D006801:Humans; D007938:Leukemia / Q000601:surgery; D016013:Likelihood Functions; D012008:Recurrence; D012680:Sensitivity and Specificity; D016896:Treatment Outcome