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35
votes
4answers
1k views

Do we have a problem of “pity upvotes”?

I know, this may sound like it is off-topic, but hear me out. At Stack Overflow and here we get votes on posts, this is all stored in a tabular form. E.g.: post id voter id vote type ...
13
votes
3answers
725 views

Unbiased estimation of covariance matrix for multiply censored data

Chemical analyses of environmental samples are often censored below at reporting limits or various detection/quantitation limits. The latter can vary, usually in proportion to the values of other ...
7
votes
2answers
181 views

Informative censoring caused by cesarean section

I study labor and delivery as an epidemiologist. It is well established that a large fetus has a higher risk of causing maternal birth trauma. But a large baby is also likely to be delivered by ...
5
votes
2answers
672 views

Censoring/Truncation in JAGS

I have a question on how to fit a censoring problem in JAGS. I observe a bivariate mixture normal where the X values have measurement error. I would like to model the true underlying 'means' of the ...
5
votes
2answers
740 views

How to fit a negative binomial distribution in R while incorporating censoring

I need to fit $Y_{ij} \sim NegBin(m_{ij},k)$, i.e. a negative binomial distribution to count data. However, the data I have observed are censored - I know the value of $y_{ij}$, but it could be more ...
5
votes
1answer
147 views

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 ...
5
votes
5answers
429 views

How can I estimate the time at which 50% of a binomial variable will have transitioned?

I have the following data, representing the binary state of four subjects at four times, note that it is only possible for each subject to transition $0\to 1$ but not $1\to 0$: ...
4
votes
2answers
98 views

Averages of random subsets of variables

Consider data where each observation was generated as follows. We draw $Z_1,...,Z_m$ from some distribution. (Possibly they're independent or related in some other simple way.) Next, based on the ...
3
votes
1answer
303 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 ...
3
votes
1answer
265 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 ...
3
votes
1answer
100 views

Simple case of MNAR missing data

I believe I have a very simple problem with missing data, but I'm a bit lost because all the materials I read seem to be focused on much more complicated cases. I have a random variable $X$ which has ...
3
votes
1answer
141 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 ...
3
votes
1answer
183 views

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 ...
3
votes
0answers
46 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 ...
2
votes
1answer
91 views

A random censored regression problem?

Assume I have random variables $X$ and $Y$. $X$ is observable; $Y$ is not. We also know that, if $X \leq Y$, $Z = f(X,Y)$ where $Z$ is a third random variable and $f(\cdot)$ is a known function; ...
2
votes
1answer
252 views

What is the magnitude of bias in censored regression when OLS is applied?

If my dataset comprises few censored variables (<1%) and I fit the OLS regression using a heteroscedastic resistant estimator (the residuals are not terribly heteroscedastic to begin with)- are the ...
2
votes
1answer
154 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. ...
2
votes
2answers
102 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 ...
2
votes
1answer
266 views

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 ...
2
votes
0answers
55 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 ...
2
votes
0answers
176 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 ...
2
votes
0answers
48 views

Is a snapshot of last login times a type of censored data?

I have a database of users with a field of the last time they logged in. Would this kind of data be considered "censored", and if so is there anything I can do with it beyond a histogram/density of ...
1
vote
1answer
397 views

How do you calculate simple statistics for left censored data in R?

I have left censored data where the distribution is known (it's near enough lognormal, at least in theory). I'd like to calculate some simple summary stats: geometric mean and standard deviation in ...
1
vote
1answer
54 views

Can I account for an unknown starting period while estimating reliability?

I have been going through this article on how to estimate the reliability of a device using Weibull Analysis. The article clearly states that in order to do this, I need to have information in the ...
1
vote
1answer
114 views

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 ...
1
vote
0answers
36 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 ...
1
vote
0answers
40 views

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 ...
1
vote
0answers
196 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 ...
1
vote
0answers
78 views

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 ...
1
vote
0answers
146 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" ...
1
vote
0answers
62 views

Testing a model with truncated data

This is probably a simple question. I'm studying events which have N outcomes, of which exactly one is correct. N is very large, more than a billion (and is known). There are many possible events, ...
0
votes
1answer
115 views

How do I deal with datasets that have many values out of range / over threshold?

I have a dataset of genomic information which I'm going to be comparing with various biochemical markers. Unfortunately a lot of the biochemical markers have limited ranges in their assays, so I have ...
0
votes
0answers
30 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 ...
0
votes
0answers
31 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 ...
0
votes
0answers
25 views

regression of paired left-censored data

I am trying to analyse data which is left-censored (i.e. has values below the detection limit). I have been using the NADA package of R to derive summary statistics and do some regression, which ...
0
votes
0answers
15 views

Are there any fitting function like fitdistcens from fitdistplus but also works for binned data?

I have a set of binned data and I would like to fit to some distributions. As I cannot find any package which is able to deal with binned data, I instead use ...
0
votes
0answers
75 views

bootstrap function for left-censored data in R

Does anyone know how to program bootstrap method for left-censored data in R? I found the censboot function the library(boot) but it is for right-censored data. I am wondering if anyone knows how to ...
0
votes
0answers
106 views

OLS bias with censored dependent variable

I have a dataset of 353 people and my dependent variable is censored at 0.The use of the Tobit model, with 83 left-censored people ( 83 zeros in the whole sample), has given me very few significant ...
0
votes
0answers
98 views

Time series with unusual censoring

A sequence of symbols is produced as follows: Some unknown mechanism mimics sequential drawns are made from a set of $N$ distinct symbols. So we have a series $\{a_j\}$ with $a_j\in \{1,2,\dots N\}$. ...