Questions tagged [censoring]

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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KDE for censored data

I have a sample of observations where about $30\%$ of the observations are right-censored. I want to fit a kernel density estimator to this sample but I have not found a standard method to do so. Is ...
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97 views

COVID-19: Do epidemiologists use censoring methods to calculate case fatality rates with undercount?

In case of the coronavirus COVID-19 (or 2019-nCoV), it seems that there are a lot of mild cases which do not require medical intervention, see here: For every person who is sick enough to come to ...
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111 views

Censored logit transform for (ad hoc) exploratory data analysis

In my work I commonly have to analyze binary composition data, expressed as a fraction $f\in[0,1]$. The data $f[x]$ is spatially distributed ($x\in\mathbb{R}^n$, $n=1,2,3$), and typically comes in the ...
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1answer
89 views

How to fit a distribution with an “10 and more” category at the bottom?

I want to fit a distribution to some data to sample from it in a subsequent simulation. There are I got a dataset that looks somehwat like this: ...
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0answers
51 views

Censored regression but dependent variable is sum of two censored variables

Suppose we have two censored variables: $$y_1 = \begin{cases} 0, & y_1^*\leq 0\\ y_1^*, & 0< y_1^* < 1000 \\ 1000, & 1000<y_1^* \end{cases}. $$ $$y_2 = \...
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220 views

Sign and size of OLS bias for Tobit models

I have a question related to the sign and size of the OLS bias in the case of a Tobit model. Consider the following model (1) Sample of observations $\{X_i,Y_i\}_{i=1}^n$, i.i.d., $X_i$ is a vector ...
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35 views

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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0answers
77 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 3-...
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325 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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0answers
1k 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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50 views

What could be the described method for treating time-outs in algorithm benchmarks

As a computer scientist, you often face the problem to empirically analyse the improvements in run time of some algorithm. I stumbled over the following text in a paper: These run times are averages ...
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38 views

Multiple regression for left-censored independent and dependent variables

I am interested in developing a predictive multiple regression model which predicts a concentration of one compound based on the measured concentrations of several other compounds. Both the dependent ...
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27 views

variance estimator for a symmetrical two-sides censored normal distribution

Suppose to draw a sample of $n$ observations from $X \sim \mathcal{N}(0,\sigma)$, with observations outside the interval $(-c,+c)$ censored; $c$ is known and one can conveniently set $c=1$, for ...
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113 views

Likelihood with random censoring

Suppose to observe a random sample from a r.v. $Y_i=\min(T_i,C_i)$ where $T$ and $C$ are iid absolutely continuous distribution. I would like to inference about a parameter of $T$ (for example, $\...
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233 views

Variable selection with right-censored data?

I have the typical linear regression model: $$y_i = x_i^T\beta + e_i,$$ where $e_i\sim N(0,\sigma^2)$, iid. However, in my case, some (not all of them, only around 1/3 of them) response variables $...
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157 views

Likelihood function for a Weibull model

I have an assignment for my course Microeconometrics. Currently I am stuck on the following question You are asked to help out with the statistics of a medical study. We are interested in the time ...
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616 views

Right-censored independent variable in Cox/logistic regression

I have a right-censored continuous independent variable that I want to include in a Cox regression. The variable is a physiologic test which is capped at a certain time, say 120 seconds, due to safety ...
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501 views

Handling Informative Censoring in Survival Analysis

In a survival study with informative censoring (for example, studying the effects of cigarettes on mortality and smokers are more likely to be Lost to Follow Up). This causes the censored data to be ...
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882 views

Censored logistic regression

I have the following problem: We have data with a 0-1 outcome which can occur precisely once. It can occur at any time within a certain time period (say 3 years). For this data set, for some ...
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148 views

The most general definition of the Likelihood function for continuous data (including truncation and censoring)

How would you rigorously define the likelihood function for censored/truncated observations? Even in most lifetime/reliability literature (where these types of observations are frequently encountered) ...
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25 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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171 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 properly-...
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113 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 ...
3
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1answer
186 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 independent ...
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422 views

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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0answers
475 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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0answers
69 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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265 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 ...
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744 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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77 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 ...
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14 views

Is it Sufficient to Truncate a Left Censored Distribution?

A colleague explained their approach to dealing with left censored data in an analysis, and while I don't think it is the best approach, I am not sure if it is insufficient or not. My colleague has ...
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21 views

Bound on Error from Censoring

Suppose I have $N$ Gaussian random variables $X_1,...,X_N$ where $X_i \sim \mathcal{N}(0,\sigma)$. Suppose I censor each $X_i$ to lie in the range $[-t,t]$. Denote the censored values by $Z_1,...,Z_N$....
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1answer
62 views

How to impute right-censored data

I have a dataset of vectors representing movement with various characteristics. Some vectors represents the movement that was stopped by external factor and therefore, observed value for length of ...
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0answers
15 views

Parametric estimator for straightforward interval-censored data

$X_i$ is iid from some distribution, such as $N(\mu, \sigma^2)$. All I want is to estimate the parameters of the distribution. However, I don't observe $x_i$, instead, I observe $(a_i, b_i)$ such that ...
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0answers
62 views

Distribution of shifted and censored random variable

Suppose I have a non-negative random variable $X$ with finite mean $\mu$. Let's for example assume it denotes demand, and we denote by $X(t)$ demand in period $t$, demand in different periods are iid. ...
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230 views

Censored Regression/Tobit: coefficients decrease drastically when non-normal distribution is assumed

I am trying to use a Tobit/ censored regression model to estimate the effect of a certain political condition on a tax. Our dependent variable is zero-inflated because in most of our observations this ...
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41 views

Piecewise integration

I am trying to estimate residential demand for electricity in a country where electricity is sold (to all households (HH)) at an increasing two-part tariff. By choosing marginal prices as my key ...
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0answers
68 views

Which duration model to use with a fully right censored database

Currently I'm examining the duration of residence of households. I have a database at my disposal that indicates how long a specific household resides in its current home. I want to explain their ...
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0answers
31 views

How can we deal with limit of detection independent variables in regression

Suppose that you have a regression in which one or more of the independent variables has a lower limit of detection (e.g. some result of blood tests). How best to deal with this? Any pointers to the ...
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0answers
77 views

Appropriate loss function for unobservable failure time

I'm trying to construct a forecast for the failure time of a system. I have a model for this failure time built from physical understanding of the system. I'd like to be able to quantify the accuracy ...
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0answers
40 views

MCMC for model with cumulative hazard involving integrals?

Let $h(t\vert \theta, x)$ be a hazard function with parameter vector $\theta$ and covariate vector $x$, and let $H(t\vert \theta, x) = \int_0^t h(s\vert \theta, x)ds$ be the corresponding cumulative ...
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0answers
91 views

Right-censored cash flows and survival analysis

I am doing survival analysis on a disability claims dataset - each row tells me how long a person has been on claim and whether they have gone off claim yet. Ultimately I am interested in predicting ...
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0answers
124 views

Dealing with censored count data from a limited pool of potential customers

I have daily data of reservations for a restaurant with a certain capacity. I also know about the population size that will possibly visit this restaurant. I would like to do some analysis to get more ...
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0answers
245 views

Manually right-censoring (top-coding) data for survival modeling: justified?

Say we have survival-time data that has a long right tail. Does it make analytical/statistical sense to set a time limit and then manually right-censor (top-code) all times-to-event that exceed this ...
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220 views

Probability model for duration, how to write log-likelihood function for Weibull distribution to fit aggreate data

Background: I have a basic to moderate knowledge on probability and statistics. I have familiarity with R programming language and optimization routines. I'm reading an excellent article "Jobs, ...
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0answers
68 views

Censoring? Am I training my model on an event that might not have happened yet?

I'm working on a paper at the moment, and I have gone into one of those self-doubt loops/spirals. My supervisors assure me that this is the right way, but i'm sceptical. I am identifying doctors at ...
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0answers
79 views

Appropriate Model for inflated variable at non zero value

I have a question regarding the appropriate regression model for a continuous variable that ranges from zero to 10. This variable has a large concentration of observations in the "10" value (almost 50 ...
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0answers
313 views

Partly truncated and not truncated data

In some places 100 km races stop to count time if a certain time limit has been passed, for example 15 hours. It is difficult, respective, not possible to distinguish which finisher or site was ...
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0answers
698 views

Variance-Covariance matrix of Weibull Distribution for right-censored data

The probability distribution function, cumulative distribution function and survival function of Weibull distribution are given by respectively, \begin{equation} f(t;\alpha, \beta)= \dfrac{\beta}{\...
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262 views

Expected value of a censored poisson

I have the following density (it's a censored model): $$f(y) = \begin{cases} e^{-\lambda}(1+\lambda), & \text{if }y^*=0,1 \\ \frac{\lambda^{y^*}e^{-\lambda}}{y^*!}, & \text{if }y^*=2,3.... \...