Predictors of dropout in concurrent treatment of posttraumatic stress disorder and alcohol dependence: Rate of improvement matters

•We examine predictors of dropout among patients with PTSD and alcohol dependence.•Trauma type and rates of improvement accounted for 76% of the variance in dropout.•Faster PTSD improvement predicted higher dropout when initial severity was low.•Both slow and fast PTSD change predicted dropout when initial severity was high.•In prolonged exposure groups, faster reductions in drinking predicted higher dropout.