Under the Bayesian framework, this study proposes a Tweedie compound Poisson partial linear mixed model on the basis of Bayesian P-spline approximation to nonparametric function for longitudinal semicontinuous data in the presence of nonignorable missing covariates and responses. The logistic regression model is simultaneously used to specify the missing response and covariate mechanisms. A hybrid algorithm combining the Gibbs sampler and the Metropolis–Hastings algorithm is employed to produce the joint Bayesian estimates of unknown parameters and random effects as well as nonparametric function. Several simulation studies and a real example relating to the osteoarthritis initiative data are presented to illustrate the proposed methodologies.

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