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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Imposing follow-up time cutoffs on censored data for cox regression

When fitting cox regression models, is it valid to impose a cutoff for censored samples to have been followed for at least a given stretch of time for inclusion in the analysis?
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23 views

What model fit / predictive accuracy measure can be used to cross validate a Cox PH model with censored data?

How would you go about validating a Cox PH model with censored data? I am trying to run a Cox PH model on a dataset with observations that failed, and observations that are censored. Normally, I use ...
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11 views

Correlation of scores, when most scores are the highest

Let's say we have 10,000 observations of two kinds of scores for each item, i.e. each observation has two scores reported. The scores are from 0 to 100. Within each kind of score 9,900 observations ...
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107 views

How should I model a continuous dependent variable in the $[0, \infty]$ range?

I have a dependent variable that can range from 0 to infinity, with 0s actually being correct observations. I understand censoring and Tobit models only apply when the actual value of $Y$ is partially ...
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5 views

Examples of random censoring where it is unknown if there was censoring or an event

I am wondering if there are any (standard) examples of random censoring where it is unknown if there was censoring or an event occurred. To be specific say the time to event is the random variable ...
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43 views

Determining sample size for proportional hazard

I am in the design phase for a longitudinal study examining the effect of a predictor (neighborhood risk score) on time to an outcome (re-arrest), as well as whether or not the variation explained by ...
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8 views

Multinomial Heckman Models

I'm interested in modeling left censored data with a tobit model using R. Mine is a two step, as I want to generally predict probablity, and then quantity, so I'm planning on using a heckman. The ...
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1answer
32 views

Parametric distribution for time to event data - where event is 'uncertain'

Is there a canonical approach to deal with the modeling of time to event ($A$) where $P(A) \ne 1$. For instance, assume the marriage rate is 50%. The study is a set of times (ages) until marriage ...
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1answer
23 views

Interpreting tobit coefficients of 0

I'm using a tobit model for a left censored dataset in R, and including both continuous and categorical predictor variables. I've converted the factors to indicator coding for each level. I was ...
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16 views

estimate the pdf from mutually censored (competing) observations

Imagine we have three independent random variables, distributed according to pdfs $a(t), b(t), c(t)$, with cdfs $A(t), B(t), C(t)$. In my case the distributions are lognormal. However, our ...
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Inferences about a distribution given running maximum values

Here is a question inspired by this question from StackOverflow. Suppose you have observations of a variable which is measured once a minute, but the values are only recorded if they are greater than ...
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1answer
28 views

Person-time still contributed after censorship? (Stata)

I feel like I might be going a little crazy here, so I'd appreciate some advice. I have a multiple-record-per-subject dataset that goes something like this: id | day | failure ----+------+-------- ...
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Clarify terminology regarding truncated and censored distributions [duplicate]

I'm looking for clarification on the definition of truncated distributions and on terminology for censored distributions and truncated distributions. I recently had a [dialog on SO][1] regarding [a ...
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1answer
50 views

What is “Targeted Maximum Likelihood Expectation”?

I'm trying to understand some papers by Mark van der Laan. He's a theoretical statistician at Berkeley working on problems overlap significantly with machine learning. One problem for me (besides ...
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1answer
91 views

ML estimate of exponential distribution (with censored data)

In Survival Analysis, you assume the survival time of a r.v. $X_i$ to be exponentially distributed. Considering now that I have $x_1,\dots,x_n$ "outcomes" of i.i.d r.v.'s $X_i$. Only some proportion ...
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1answer
16 views

Max fraction of censored values for Cox regression?

I'm not sure whether there's an exact answer to this, but I'm wondering in the simplest case of doing Cox Regression with censoring on one variable, if we have N measurement values, what number (k) of ...
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67 views

fitting a model for time series data

Folks, I am working on time series traffic data where the waiting times are indexed over time, with 288 observations for 24 hour time period (interval of 5 minutes). I am trying to cleanse the data, ...
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27 views

Evaluating survival models in the presence of covariate-dependent censoring

I have a censored survival analysis problem with the following characteristics: Failure times are discretized The censorship distribution depends on certain covariates I don't have a ...
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19 views

Incomplete inhibition curve fitting with Graphpad Prism6

One of my data set shows incomplete inhibition (for high concentrations points, inhibition response goes up to 45%-50% (of control). I am fitting my data using log(inhibitor) vs response -Variable ...
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60 views

Censored data from a truncated distribution (Stan)

I'm trying to write a survival model of fossil species durations. In this case, the minimal possible duration for a species is 1. Also, the general idea in paleontology is that we are only observing a ...
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21 views

Expectation maximisation for right-censored iid data from Normal

This is the data (which are length of ropes), $\textrm{Data}=\{99, 70, o ,89, 88, o, 88,70, o ,o\}$, where $o$ are censored data with value above $100$. Assume that data are from $\textrm{iid} \sim ...
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1answer
216 views

Tobit versus OLS

There is a dependent variable which is measured in £ and can take the form of £0-£100,000. It is effectively the value of the payment made. If it takes the form of £0 it means a payment was not made ...
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309 views

What exactly are censored data?

I have read different descriptions of censored data: A) As explained in this thread, unquantified data below or above a certain threshold is censored. Unquantified means data is above or below a ...
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39 views

Run Tobit with missing values (from linear prediction) or change them to zeros - STATA “practical” question

I want to run a Tobit linear regression in order to especify a labor-supply curve (linear-linear). As dependent variables I have personal characteristics, enviromental ones, and wages (predicted using ...
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36 views

Error using “cengaussian” family with MCMCglmm

I'm trying to run a model using a cengaussian family distribution with the function MCMCglmm. The model is: ...
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42 views

Using standard machine learning tools on left-censored data

I'm developing a forecasting application whose purpose is to allow an importer to forecast demand for its products from its customer network of distributors. Sales figures are a pretty good proxy for ...
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2answers
329 views

Mean value of truncated normal distribution

I have a bunch of data where each observation represents an error $\in [0,1]$ (computed error between a variable and it's ground truth). Extra info: These are the results of the difference between a ...
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74 views

Why are these MLE estimates biased?

I estimate the parameters of survival data with censoring which is simulated from Weibull distribution. The mean time to event was set to 10 by choosing the combinations of shape and scale ...
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38 views

Any reliability conclusion from many duplicate data points?

I'm trying to draw reliability conclusion about a material under a tensile test. All of my data max out the sensor. The spec is 8 lbf and I'm maxing out a 50 lbf load cell. "Get a bigger sensor" ...
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1answer
152 views

LASSO or other regularized regression with censored (missing) data

Here is my problem. I am looking at various time series curves. Let's call them total spend aggregated over all customers on various products versus time. At any given time, I want to predict the ...
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2answers
236 views

High Censoring Rate in Survival Analysis; Much higher survival time among censored patients

I am trying to understand censoring in survival analysis and wondering about how to tell when standard use of censoring breaks down. In one case, the number of censored patients is fairly high (low ...
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2answers
130 views

How to cope with missing data in logistic regression?

I'm investigating optimal bidding in auctions, and am using logistic regression to predict the probability of winning an auction given a set of explanatory variables (e.g. the price I bid, number of ...
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26 views

which regression model: nested, censored data

I have the following data structures and would like to know your opinion which regression models are most suitable (and available in R) model 1: - 20,000 cases - nested in 500 spatial units (only ...
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195 views

Random Effects Tobit Model

I'm studying the effect of various criminal case and court district characteristics on sentence lengths. I was planning on running xttobit in Stata because I have individual defendants/cases within ...
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40 views

Censored data when censoring time is uneven

I have a data set relating to credit defaults. The data set contains around 100 predictors (some categorical and some numeric). I am interested in predicting the time to default, if the person ever ...
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1answer
51 views

How can I estimate the tail of a distribution with a truncated distribution?

The broadband speed data I'm working with have all values over 30Mbps placed into a >30 category. The distribution is thus truncated. This leads to the final column in the histogram below being a ...
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42 views

R package to handle gene expression and proportional hazards model

I have survival data with RNA expression. A lot of the data is censored. Is there an R package that does a proportional hazards model where the number of covariates is much larger than the number of ...
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16 views

Peformance measure in the case of interval censored data

I am working with real world data which is interval censored data and also with the case of mixed exact observation with right censored data. I would like to know what is the formula of the Hellinger ...
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203 views

If $Z_i =\min \{k_i, X_i\}$, $X_i \sim U[a_i, b_i]$, what is the distribution of $\sum_iZ_i$?

Assume the following set up: Let $Z_i = \min\{k_i, X_i\}, i=1,...,n$. Also $X_i \sim U[a_i, b_i], \; a_i, b_i >0$. Moreover $k_i = ca_i + (1-c)b_i,\;\; 0<c<1$ i.e. $k_i$ is a convex ...
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2answers
303 views

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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25 views

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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1answer
257 views

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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0answers
140 views

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 ...
2
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0answers
50 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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64 views

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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0answers
26 views

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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0answers
35 views

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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39 views

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 ...