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.