This was the case in a recent migraine trial, in which subjects were allowed to take a rescue medication from two hours after initial dosing. The intake of a rescue medication is generally related to a lack of response to the treatment and possibly, to safety issues. The dependence between responses and drop-out needs to be taken into account for a proper inference on treatments effect. The dependence between successive responses and between drop-out and response are also modeled using particular dependence functions, called copulas.
Copula functions create a joint distribution with given marginal distributions.
A full likelihood estimation method is available. An illustration is given with the analysis of pain severity in the clinical trial on acute migraine. The use of copulas allows a flexible modeling of the dependence structure for non-continuous responses. Exchangeable and autoregressive structures are considered in the example.