The process of censoring yields data w/ only partial information. The most common example of censoring is *right censoring* in survival analysis, where the time until the event occurred is only known to be longer than some duration because the event had not occurred when the study ended.

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Inference with only left-censored data

Suppose I have a data set that is only left-censored data, ex: <5, <5, <5, <10, <10, <10 A technique to handle left-censored data is the Kaplan Meier estimate, see page 5 of ...
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What is the diff between singly censored and progressive censored data in survival analysis?

I have a question regarding survival analysis . To my understanding, the singly censored data are those if there is one point in time, i.e, say, if the patient died (bulb is still working?) after ...
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statistical handling of lab values below limit of quantitation (BLQ)

There were several samples BLQ because of the lower limit of quantitation (LLQ) of the method, e.g. 5 ng/ml or less. Using the statistical program PRISM6 I marked these values together with the ...
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Converting a parametric survival model to a cash flow model. How do I account for aging in the population?

I'm building a survival model for time to failure of widgets. Other members of the team want to convert the model to a cost flow model. The basic idea is that we can use the functional form of the ...
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Is it possible to model BOTH censoring and truncation in BUGS?

Survival times are often right censored and left truncated. From my experience, it does not seem like OpenBUGS allows for both. Truncation is denoted as T( , ) and censoring as C( ,). For instance, a ...
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goodness of fit for censored data

How to estimate the goodness of fit of a sample containing censored values? There is some older work on the matter (here), but i'd like to know if there is anything more modern. I think a reasonable ...
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41 views

How to treat age-specific left-censored data

I would like to study how the death of a respondent's parent affects his personality (or whatever DV). I have an age of respondent, and also an age when respondent lost his parent. The problem is that ...
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Censored data prediction

I am working with the survivorship bias free database of hedge funds and trying to estimate the persistence of performance in the future performance of such funds based on the past performance. In ...
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How to include number of not-yet-decayed radioactive atoms in MLE? [duplicate]

Since this question received absolutely zero attention, here's a complete rephrase with the aim of significantly shortening it. I have a potful of $n$ radioactive atoms. I spend $t_\text{max}$ = 1 ...
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Appropriate probability distribution for censored ratio data

I have two bacterial markers, I'll just call them X and Y. X codes for virulence, whereas Y just indicates the bacteria is present. Consequently, X will not show up without Y although not all bacteria ...
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Weighted normal errors regression with censoring

I have some data which I would model via standard multiple regression except: There is censoring (left-censored, fixed but varying censoring points which are known) The errors are assumed ...
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Left-censoring in time series data

This is from a Bayesian problem I'm working on. I have worked out \begin{align} f(y_1,...,y_T|\varphi)=f(y_1|\varphi)f(y_2|y_1,\varphi)...f(y_T|y_1,y_2,...,y_{T-1},\varphi), \end{align} and all terms ...
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Factor analysis with severly skewed ordinal data and censored ordinal data

I am aiming to run initial exploratory factor analysis in one sample and then confirmatory in another sample. My indicators are ordinal and so I planned to generate a polychoric correlation matrix and ...
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47 views

Estimate of censored poisson process

I have a set of processes, each of which has number of events and the total length of time. I'm trying to model them as independent Poisson processes with there own rates. The rate of the ith process ...
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29 views

literature on small samples and parametric survival models

I have an abundance of small data sets with right-censored data. There are different groups in each data set and I'd like to get confidence intervals for the regression parameters. Each data set has ...
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Likelihood of censored data

Let $X_1,X_2,\ldots, X_{n_1}$ be IID with PDF $f(x-\theta) $, for $-\infty<x<\infty$ and $-\infty<\theta<\infty$. Denote the CDF of $X_i$ by $F(x-\theta)$. Let $Z_1,Z_2, \ldots, Z_{n_2}$ ...
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Evaluation of health care program

I'm supposed to analyse the effect of a governmental health care program on mortality (cancer vs. cardiovascular desease vs. any other cause of death). Health care program started in 1975 and is still ...
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Recovering values from an estimated Pareto distribution

Recovering values from an estimated Pareto distribution A couple of weeks ago I asked a question about the Pareto distribution, wanting to understand how the units of measurement are related in ...
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Estimating distribution from censored data

$X$ is a positive variable with known support (assume discrete support, if that simplifies solution). $Y$ is another variable with the same support. $X$ and $Y$ are independent. $Z$ is equal to $X$ ...
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Likelihood Function for Censored Structural Model

I am estimating a structural model with the following data generating process: $$x=\begin{cases}\begin{array}{c}y-\theta\\0\end{array} & \begin{array}{c}if\ y>\bar{y}(\lambda_1)\\if\ ...
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135 views

Can Kaplan Meier method be used to estimate left-censored data?

I have a set of 1000 datapoints of measured concentrations that may include up to 300 values which are censored (below the detection limit that the lab could reliably measure). The range of detection ...
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31 views

Deriving the distribution of the sum of censored variables

I want to be able to calculate the distribution of $$Y = \sum_{i=1}^n\max\{0,X_i\}$$ where the random variable $X_i\sim N(\mu_i,\sigma_i)$. Is the calculation of $f_Y(y)$ possible and if so what is ...
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Joint pdf of a continuous and a discrete rv

Let us consider a manufacturing system. It involves 2 independent components. If one of these components fails then the entire system fails. Let $Y_j$ be distributed $\exp(Q_j)$ where $j=1, 2$. If ...
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44 views

Comparison of cell counts with a right censoring

I have cell counts related to the action of different microorganisms and I want to compare their distribution. It's supposed they follow a normal distribution after a log transformation, but I can't ...
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Estimate the parameters of beta exponential distribution via L-Moments

Estimate 3 parameters of beta exponential distribution in the case of censored type 1 samples via L-moments
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197 views

Right-censored survival fit with JAGS

Update: I got the JAGS model running and this eliminates the distracting part of my question. It's really about the proper preparation of data for dinterval() and inits. I can't find a concrete ...
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Top-coded survey data

Top-coded income data are often modeled with a Pareto distribution, but that is controversial. What would be wrong with declaring those values as missing and then using multiple imputation (MI) to ...
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611 views

Difference between independent and non-informative censoring

I was wondering if I could get a third opinion to settle a discussion on the distinction between independent and non-informative censoring. My definitions: 1) In independent censoring, the event ...
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480 views

Get a desired percentage of censored observations in a simulation of Cox PH Model

This question comes from: How to simulate a Cox proportional hazards model with change point and code it in R (See answer) I want to generate a censoring variable $C=Exponential(\theta)$ that create ...
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left-censored dependent variables and prediction

I'm coding up a monte-carlo analysis; I've got a deterministic model that depends on parameters that are uncertain. One of those uncertain parameters is a partially-observed vector of prices by ...
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108 views

Estimating a distribution from above/below observations

Let $P$ be an unknown distribution on $(-\infty,\infty)$. Let $X_1,\ldots,X_n$ be an iid sample from $P$. Let $c_1,\ldots,c_n\in(-\infty,\infty)$ be a known set of constants. We observe ...
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275 views

High censoring rate in survival analysis

I have some data which I've analyzed using Kaplan Meier estimation. However, I have a gut feeling that this estimator is biased due to the high censoring rate in my data (nearly 50% censored at later ...
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Name of phenomenon on estimated CDF plots of censored data

My dataset contains two (rather strongly correlated) variables $t$ (runtime of algorithm) and $n$ (number of examined nodes, whatever). Both are strongly correlated by design, because the algorithm ...
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120 views

Left Censoring Data for Survival Analysis

I am trying to analyze a data set what contains survival times that are left censored by creating an interval for each subject. I have the time that the treatment was administered, and also the time ...
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78 views

Estimating right-censored data

I am VERY new to stats. I have a large amount of life-time data (delay in arrival since start of experiment) from repeat experiments. Some data is missing, but essentially represents a delay longer ...
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224 views

Finite mixture models with bounded data

I am trying to fit a finite mixture model to a dependent variable which is bounded (practically) between -0.594 and 1 (theoretically, the latent variable is bounded between -Inf - 1). The data are ...
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Accelerated Failure Time scale parameter excessively large when data is right censored

I am using an accelerated failure time model with the Weibull distribution to predict failure times. My failure times range from 1 - 365, with many (80%) data points that are right censored (no ...
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286 views

How to model a bounded lognormal dependent variable with many zeros

I try to analyze firms´ investment decisions. In my dataset 70% of the firms choose to invest 0 $ . 30% invest more than 0. (continuous variable). The data of the 30 % is log normally distributed. ...
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372 views

Tobit model with corner solution and selection problem

How would you estimate a model with a log transformed dependent variable with a corner at zero and a continuous distribution for strictly positive values AND an additional selection problem due to ...
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794 views

How should I handle a left censored predictor variable in multiple regression?

I have a dataset (N=350) for which I would like to regress a neuropsychological test score (continuous) on age, education, symptom severity (continuous), and diagnosis (binary). Symptom severity is ...
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536 views

Heckman selection model with difference-in-differences specification

Following my question on Tobit with DiD specification I am wondering if it is possible to estimate a heckman sample selection model with a Difference in Differences specification? For example in ...
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EM for truncated/censored data, how do those CDF's cancel?

I am practicing basic EM problems for qualifying exams. I am having trouble with truncated/censored data problems. There is something I don't understand about the complete-data likelihood. Consider ...
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223 views

Survival analysis for nested, censored and dependent data

I have to analyse the effects of different treatments on the survival of individuals for 1 week. But: the data are 'grouped': individuals were grouped by 10, and the survival probability is ...
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176 views

Problem with multiple group CFA with censored variables using Mplus

I'm having problems running a multigroup CFA in Mplus for my dissertation, based on the established 4-factor model of the Hamilton Depression Scale (21 items). My dataset includes 4 left censored ...
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Imputation of a censored variable

I have a medical dataset with approx 200 variables. One of the variables is a bio-marker (concentration of a particular enzyme). It's distribution is right skew, and the problem is that values above a ...
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189 views

Statistics for rounded data

I wonder about the existence of "standard" statistical procedures for rounded (log)normal data. Indeed, in my work I often encounter rounded data which potentially cause some problems: "awful" ...
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55 views

Analyzing categorical data where the last category is unbounded

This is a bit of a long-winded data vis question. We're gathering data from a water quality test measuring fecal contamination. The test measures fluorescence in 11 discrete chambers. The water is ...
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265 views

Broken Tobit regressions

I have a dataset with 43,422 observations and a left-censored (at 0) dependent variable. Of the $n$ observations, 42,536 are left-censored and 886 are not. I plan on analyzing this with a Tobit ...
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Regression when your dependent variable is the difference between two doubly censored variables

Suppose you have a sample of $n$ outcomes and for subject $i$ you observe $Y_{i1}$ and $Y_{i2}$, which are 'before' and 'after' measurements on subject $i$. You have a single continuous independent ...
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Problem with informative censoring

I am reading "Monte Carlo Statistical Methods" by Robert and Cassella, and problem 1.3 asks In example 1.1, the distribution of the random variable $Z=\min(X,Y)$ was of interest. Derive the ...