A Semiparametric Bayesian Approach to Dropout in Longitudinal Studies With Auxiliary Covariates

We develop a semiparametric Bayesian approach to missing outcome data in longitudinal studies in the presence of auxiliary covariates. We consider a joint model for the full data response, missingness, and auxiliary covariates. We include auxiliary covariates to “move” the missingness “closer” to missing at random. In particular, we specify a semiparametric Bayesian model for the observed data via Gaussian process priors and Bayesian additive regression trees. These model specifications allow us to capture nonlinear and nonadditive effects, in contrast to existing parametric methods. We then separately specify the conditional distribution of the missing data response given the observed data response, missingness, and auxiliary covariates (i.e., the extrapolation distribution) using identifying restrictions. We introduce meaningful sensitivity parameters that allow for a simple sensitivity analysis. Informative priors on those sensitivity parameters can be elicited from subject-matter experts. We use Monte Carlo integration to compute the full data estimands. Performance of our approach is assessed using simulated datasets. Our methodology is motivated by, and applied to, data from a clinical trial on treatments for schizophrenia. Supplementary materials for this article are available online.