“…To avoid bias, we must apply regression with all incomplete data up to time t . Similar conclusions were obtained by Zhou and Kim () and Han et al () for the case of ignorable dropout. To derive an asymptotically unbiased regression estimator, we have to consider t working regression models at each time point t : where ϑ t s is an unknown parameter vector and m t s is a known continuous function with bounded second‐order derivative.…”