Missing data due to non-participation and death are two common problems in longitudinal studies of the elderly. The effect of socio-demographic variables on the decline in cognitive function after adjusting for non-participation and truncation due to death has not been well studied. This study is based on 6,105 subjects enrolled in the Chicago Health and Aging Project (CHAP), followed over four cycles of data collection approximately three years apart. Cognitive function was based on a standardized measure of mini-mental state examination. We will study the impact of non-participation and death on the decline in cognitive function with socio-demographic variables as risk factors, using four different modeling approaches: 1) a linear mixed effects model ignoring the missing data, 2) a pattern-mixture model using multiple imputation (MI) stratified by patterns of non-participation and death, 3) MI for non-participation stratified by patterns of non-participation and a pattern-mixture model stratified by the time of death, and 4) MI for non-participation stratified by patterns of non-participation and a pattern-mixture model with a categorical variable for time of death. The baseline association of socio-demographic variables with cognitive function was mostly unchanged among Blacks and Whites. However, the decline in cognitive function over a 10-year period had decreased by approximately 50% (Blacks coefficient changed from -0.544 to -0.285; Whites coefficient changed from -0.682 to -0.339) after accounting for non-participation and death. The effect of age on the change in cognitive function over a 10-year period had reduced by about 30% (Blacks coefficient changed from -0.033 to -0.010; Whites coefficient changed from -0.049 to -0.016). The trajectory of cognitive function for White males had reduced by approximately 45% (changed from 0.12 to 0.055) over a 10-year period. Education was significantly associated with the change in cognitive function among Blacks but not among Whites. Moreover, females showed a significant change in cognitive function among Whites, but not among Blacks. We found significant differences on the change in cognitive function between models that did not adjust for non-participation and death, and models that adjusted for them.