Abstract: When the nature of a data set comes from a skew distribution, the use of usual Gaussian mixed effect model can be unreliable. In recent years, skew-normal mixed effect models have been used frequently for longitudinal data modeling in many biomedical studies. These models are flexible for considering skewness of the longitudinal data. In this paper, a shared parameter model is considered for simultaneously analysing nonignorable missingness and skew longitudinal outcomes. A Bayesian approach using Markov Chain Monte Carlo is adopted for parameter estimation. Some simulation studies are performed to investigate the performance of the proposed methods. The proposed methods are applied for analyzing an AIDS data set, where CD4 count measurements are gathered as longitudinal outcomes. In these data CD4 counts measurements are severely skew. In application section, different structures of skew-normal distribution assumptions for random effects and errors are considered where deviance informationcriterion is used for model comparison.

Keywords: Bayesian approach, Longitudinal data, Markov Chain Monte Carlo, Missingness mechanism, Nonignorable missing data, Random effects model.