Pseudo-likelihood for combined selection and pattern-mixture models for incomplete data

Abstract

In this paper we develop pseudo-likelihood methods for the estimation of parameters in a model that is specified in terms of both selection modelling and pattern-mixture modelling quantities. Two cases are considered: (1) the model is specified directly from a joint model for the measurement and dropout processes; (2) conditional models for the measurement process given dropout and vice versa are specified directly. In the latter case, compatibility constraints to ensure the existence of a joint density are derived. The method is applied to data from a psychiatric study, where a bivariate therapeutic outcome is supplemented with covariate information.