Multiple imputation and posterior simulation for multivariate missing data in longitudinal studies (pp

SUMMARY. This paper outlines a multiple imputation method for handling missing data in designed lon-gitudinal studies. A random coefficients model is developed to accommodate incomplete multivariate con-tinuous longitudinal data. Multivariate repeated measures are jointly modeled; specifically, an i.i.d. normal model is assumed for time-independent variables and a hierarchical random coefficients model is assumed for time-dependent variables in a regression model conditional on the time-independent variables and time, with heterogeneous error variances across variables and time points. Gibbs sampling is used to draw model parameters and for imputations of missing observations. An application to data from a study of startle reactions illustrates the model. A simulation study compares the multiple imputation procedure to the weighting approach of Robins, Rotnitzky, and Zhao (1995, Journal of the American Statistical Association 90, 106-121) that can be used to address similar data structures. KEY WORDS: Gibbs sampling; Missing data; Multiple imputation; Multivariate longitudinal data 1. Background In designed longitudinal studies, missing data often occur be-cause subjects miss visits during the study, because some vari-ables may not be measured at particular visits, or becaus