A. Rotnitzky et al., Methods for conducting sensitivity analysis of trials with potentially nonignorable competing causes of censoring, BIOMETRICS, 57(1), 2001, pp. 103-113
We consider inference for the treatment-arm mean difference of an outcome t
hat would have been measured at the end of a randomized follow-up study if,
during the course of the study, patients had not initiated a nonrandomized
therapy or dropped out. We argue that the treatment-arm mean difference is
not identified unless unverifiable assumptions are made. We describe ident
ifying assumptions that are tantamount to postulating relationships between
the components of a pattern-mixture model but that can also be interpreted
as imposing restrictions on the cause-specific censoring probabilities of
a selection model. We then argue that, although sufficient for identificati
on, these assumptions are insufficient for inference due to the curse of di
mensionality. We propose reducing dimensionality by specifying semiparametr
ic cause-specific selection models. These models are useful for conducting
a sensitivity analysis to examine how inference for the treatment-arm mean
difference changes as one varies the magnitude of the cause-specific select
ion bias over a plausible range. We provide methodology for conducting such
sensitivity analysis and illustrate our methods with an analysis of data f
rom the AIDS Clinical Trial Group (ACTG) study 002.