I have a survival data set with left-, right- and interval-censoring and left- and right-truncation. Now I want to fit a Cox proportional hazard and an AFT model to these data. What is the best way to do that?

Are there functions that can handle data with all of these types of censorings and truncations? I found the icenReg package in R, but I am not sure how to fit the model.

  • $\begingroup$ It seems very unlikely that any single data set has all of those forms of censoring and truncation. Please edit your question to provide more details about your data. It's easy, for example, to confuse truncations and censoring; for example, what appears to be left truncation can sometimes be right censoring. You can get help on that here. Questions specific to R are off-topic on this site. Once it's clear just what type of censoring/truncation is at issue, an answer can describe the best statistical approach along with ways to implement the approach (often in R). $\endgroup$ – EdM 2 days ago
  • $\begingroup$ @EdM This is a simulated data set. $\endgroup$ – Tino 2 days ago
  • $\begingroup$ I wanted to simulate all the possible censoring and truncation types, which can appear in survival data sets. $\endgroup$ – Tino 2 days ago
  • $\begingroup$ That's fine, but you are unlikely to have all of those together in the same real-world data set. If your interest is in learning how to handle these different situations, it's best to use the realistic datasets and examples provided by software packages designed for different contexts. Those illustrate realistic combinations of censorings/truncations in the corresponding context. $\endgroup$ – EdM 2 days ago
  • $\begingroup$ @EdM Which combinations are most likely? $\endgroup$ – Tino 2 days ago

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