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.