Past exam of the mathematics course of the University of Cambridge 2003 iii Paper 38 5 ii a Solution Created 2026-10-03 Updated 2026-10-14
For a population question use a population-averaged logistic model for repeated binary outcomes. Code for the new treatment and for the control, with visit times months for . Let , , andDifferent subjects are independent. Each response has a Bernoulli distribution with this marginal mean, but no independence of a subject's three responses is assumed. The linear time effect and absence of treatment-by-time interaction are substantive mean assumptions; if inappropriate they can be replaced by time indicators and interaction terms.
For complete data, set , , and , where has rows . A working exchangeable correlation matrix has unit diagonal and off-diagonal value ; set . The generalized estimating equation isWith correct means and independent subjects, a positive-definite working covariance matrix and regularity give consistency even if the working correlation is wrong. Write and . The fitted subject-level sandwich covariance matrix isevaluated at the estimates. This inference is asymptotic in the number of independent subjects, not the number of visits.
For the actual incomplete data, define if visit is observed, with and monotone dropout. Let contain treatment, baseline covariates and responses observed before visit . Under sequential missing at random, specifyThe assumption is that the retention decision, conditional on this history, does not additionally depend on unseen current or future outcomes. Fit the , for example by visit-specific logistic regressions. A simple valid choice uses working independence and the inverse-observation-weighted estimating equations for longitudinal dropout:Terms with are zero and require no missing response. Given the full response vector, sequential missing at random makes . Consequently the weighted score has the same expectation as the complete-data score, proving its mean-zero property. Correct retention probabilities, positivity and a correctly specified marginal mean are required. Use cluster-robust uncertainty, accounting for fitted retention-model coefficients, or resample entire subjects and refit both models. Under missing completely at random, the simpler unweighted observed-response GEE can suffice; ordinary unweighted GEE is not valid under arbitrary history-dependent missing at random.
The treatment coefficient gives a population conditional-on-baseline odds ratio at each visit. To communicate an absolute population treatment benefit, standardize predicted probabilities over the full baseline population, rather than only completers:A causal reading additionally uses the randomized controlled trial assignment, consistency of the treatment definition, no interference and the dropout assumptions; the statistical model alone does not supply those conditions.
Past exam of the mathematics course of the University of Cambridge 2003 iii Paper 38 5 iii Solution Created 2026-10-03 Updated 2026-10-14
The population-averaged logistic regression describes after averaging over unmeasured individual heterogeneity. Its intercept is a marginal log odds at reference baseline values and time zero, its treatment coefficient is a population conditional-on-baseline log odds ratio, and its time coefficient is the change in that marginal log odds per month. Time zero is an extrapolation here because the recorded visits begin later; centring time at the first visit would give a more interpretable intercept.
In the random-intercept logistic model, the intercept is instead the conditional log odds for a subject with . The treatment and time coefficients apply at fixed ; the subject's actual intercept is . Even with a treatment-independent random intercept, the conditional and marginal coefficients generally differ through noncollapsibility of the odds ratio. Indeed, if , marginalization giveswhich is not generally a logistic curve with the same linear coefficients. To quantify random-intercept attenuation of marginal logistic slopes, let . ThenFor a nondegenerate finite random intercept this derivative lies strictly between zero and one and usually varies with . Thus the marginal treatment contrast is an integrated, attenuated version of the conditional contrast, and the marginal time slope need not be constant. One should not equate the two sets of coefficients, even in a randomized controlled trial without treatment confounding.
For missing completely at random, an unweighted observed-response GEE with cluster-robust standard errors can consistently fit the marginal mean, and a correctly specified integrated GLMM likelihood is valid as well. Under missing at random depending on previous observed outcomes, ordinary unweighted GEE is generally biased because the remaining responses are selected by informative observed history. Correct inverse-observation-weighted estimating equations for longitudinal dropout recover the marginal target under the sequential MAR and positivity assumptions already stated. Covariate-only observation mechanisms are a simpler special case in which correctly conditioned unweighted mean equations can remain valid.
A correctly specified joint response GLMM, fitted by observed-data likelihood, is valid under ignorable missing at random with distinct parameters, including dependence of missingness on observed response history. This is a likelihood property, not a claim that every mixed model automatically fixes missingness. Under missing not at random, neither ordinary GEE, MAR-based weights nor a response-only GLMM is generally valid; the unseen-outcome dependence requires further modelling and sensitivity assumptions.