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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16 views

Comparing empirical and theoretical estimates of the number of right-censored values

Suppose I have right-censored data, so that observations are still present but are top-coded. In my case this is income data for, let’s say, individual people, and associated & probability weights....
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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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31 views

Marginal log likelihood for Tobit model heteroskedasticity link function

I am using a Tobit estimator for a demand model left censored at 0. To account for heteroskedasticity, I specify the standard error as follows (using the crch function in the R package crch): $log(\...
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108 views

Right truncation and right censoring

Is is possible for a survival data to be **right truncated and right censored **. If so, please leave an example for better understanding. Thanks in advance!
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99 views

Variance-covariance matrix of multivariate response, with censored values: MCMCglmm alternatives?

I have a dataset I need to analyze in which I'm interested in the relationships among several variables, after accounting for covariates that may affect some of those variables. More specifically, I ...
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109 views

How to find the mean lifetime of right-censored data?

Suppose I have a group of patients (the following are their lifetime, * means this individual is censored): 30,67,79*,82*,95,148,170,171,176,193,200,221,243,261,262,263,399,414,446,446*,464,777 The ...
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34 views

EM algorithm for lognormal with time right censored data

Is there any literature out there that discusses this problem mentioned? I know that it is apparent in survival analysis but I could not find any resources relating to this topic EDIT: using the EM ...
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74 views

How to manually calculate the standard errors of autoregressive terms and sigma in regression equation?

I have fitted a censored regression model in R which whose outputs look like this ...
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126 views

Hurdle model vs left censored model

When dealing with response variables that have lots and lots of zeros, is there a clear argument for when hurdle models are preferred and when left censored or tobit models are preferred?
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Multidimensional scaling with censored and missing distances

I would like to apply MDS to a high-dimensional distance matrix but the difficulty is than the distance matrix contains many missing and censored values (i.e. distances like >8). Does anyone know of ...
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49 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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48 views

Picking from Logistic vs Survival Model

I have a health data set for measuring the effectiveness of a drug. (Age, Gender(0,1), Morbidity(1,2,3), Dosage(0,1), Group (a,b), Effect (Not effective =0, effective = 1), and Time (days needed for ...
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Right censored or right truncation and Cox model?

Suppose, a list of targeted population is invited to participate in a health program. Invitation date could vary for every individual based on eligible criteria (this criterion is the same for all). ...
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42 views

Censoring linearly splined predictor in regression

I'm developing a logistic regression where one of the independent variables has a non-linear relationship to the probability of the event occurring. I have created linear splines based on this ...
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174 views

Can censored data act as the dependent variable for a logistic regression?

I need to do the research about the risk factors that contribute to heart failure. The data I have just the censored data with some risk factors of heart failure. And I need to use logistic ...
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63 views

How to do “partial” survival analysis on randomly censored data?

Suppose that we monitor a population of devices over an interval $[a,b]$. Some devices are added before $a$ and some are added during $[a,b]$. Furthermore, some devices fail during $[a,b]$ and some ...
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90 views

Censored regression with Poisson distribution

I am trying to fit a Poisson distribution for left censored data. Let $x_1,x_2,...x_n$ be the observations with the first $r$ observations being less than the threshold of $c$ and hence censored. The ...
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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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55 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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3answers
96 views

Can left-censored data be normal distributed?

Very often I read that the distribution of IQ-test results is normal. However, the IQ-scale is left-censored, i.e. test results cannot be lower than zero. The normal distribution, however, is usually ...
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73 views

Effect of continuous variable with many repeated values on Random Forest

I am trying to build a random forest regression model in R using all continuous panel data. There is a large amount of data relative to the number of predictors. Say 500,000 rows and about 40 ...
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46 views

multivariate truncated survival analysis

I have many short time series (1-5 data points) that document the development of morphological traits (length and pigmentation) of some lab critters in response to different dietary supplement. I ...
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76 views

Calculate E[X] from incomplete data?

The exercise I'm doing describes the random variable $X$ as the following ...
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280 views

Are cancer studies cases always left-censored?

I'm used to traditionnal studies with plain old Cox PH models and right censoring. But lately I was wondering about the outcome date in cancer studies. Indeed, the date we usually use as outcome ...
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65 views

5-year EFS > 5-year OS

I had a data of 24 cancer patients; their 5-year overall survival (i.e. event as death) was around 57%, however, when I calculated 5-year event-free survival for the same cohort, defining the event as ...
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55 views

Equivalence of Kaplan-Meier estimator and EM algorithm

For right-censored failure time data, in a non-parametric setting, is there an equivalence between using the EM algorithm (i.e. calculating the expected log-likelihood and maximizing) and the Kaplan-...
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96 views

Survival Analysis - Account for heterogeneous time of entry with administrative censoring at year=T

I am new to survival analysis, although in the past weeks I have done my share of reading, hence this might be a non-problem. I have marriage and divorce data, spanning many years. I'm trying to model ...
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221 views

Exclude observations with measurements below limit of detection?

I am analysing a dataset for the relationship between an exposure variable x and a response y (in my case, these are urinary ...
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1answer
82 views

First passage time distribution via Monte Carlo simulation

The problem: I want to assess the first passage time distribution via Monte Carlo Simulation, where the first passage time is defined as: $$\tau=\inf\left\{t: X_t > l\right\}$$ where $l$ is the ...
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1answer
49 views

Using survival analysis in hockey analytics- Period 1 vs Period 2 as Treatment variable

In my article on hockey analytics, I answer how different are the rates of goals, shots, or hits from the NHL regular season to the playoffs (Playoffs are games played by the top 16 teams in the ...
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1answer
295 views

Simulation censored data in R

I am trying to simulate a data set of interval censored data(finite interval censored data, right censored data ,and left censored data). In fact, I created two monitoring times in R and I have the ...
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1answer
77 views

Inverting data for Zero-inflated mixed effects models

I am looking for some advice on my analyses, I have been going back and forth between co-authors about the validity of my approach and would appreciate some external input. My data are derived from ...
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195 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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32 views

How do we maximise power for observational proportional hazards model?

This question relates to the optimal study design when looking at survival to event based on observational data (i.e. the precise time of event will be unobserved but we can observe status at times ...
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83 views

In survival analysis, is all censored data weighted the same?

I am working on a survival analysis problem and I am having trouble wrapping my head around the weighting on right censored data. If I have a group of right censored data where the time is longer ...
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55 views

regression approach for missing data (left censoring?)

I have a regression problem where I want to predict actuals (dependent variable) of some process where I only have values for a small number of independent variables at the beginning of the process ...
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136 views

Censored regression with right censored data

I'm kind of new to Stats and R in general and I'm looking to clear some doubts. I'm trying to use Censored regression models to do the analysis of my qPCR data. The response variable is continuous (Ct ...
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140 views

Tobit model: Left and right censoring

In my data, my outcome variable days.to.event is conceptually left censored at 0 days and right censored at 30 days. However, since the ...
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1answer
133 views

Tobit model with flexible censoring point in R

I am currently writing my MSc thesis and I am using a Tobit model. My data consists of fleet and sales data. The censored dependent variable is quantity and this quantity is higher than the fleet ...
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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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1answer
94 views

Is data censored if it's “still alive”?

Let's say I'm observing the mortality of flies. Say I have 100 flies that are born throughout the year. And also say I am recording the alive/dead status of a fly every single day, without fail. So ...
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1answer
272 views

Mean of a censored Poisson random variable

Consider a real demand estimation problem of a retailer where matrix $Y$ (contains Poisson random variables) is the real demand and its mean need to be estimated by using sales data (matrix) $X$ which ...
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1answer
124 views

Help with Right Censoring for survival analysis

Hi all I would like to do some survival analysis. The most difficult part for me is setting up the censoring data correctly and I would appreciated if someone can help confirm if I'm doing this ...
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93 views

Estimator of (left-)censored normal distribution when mean>>std

Suppose there is a left-censored normal distribution, and we know there is a total of $m$ samples, for which we know $n$ of them. I am trying to estimate the mean and variance of the underlying normal ...
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218 views

What is the distribution of min{0,X} when X follows some general normal distribution?

What is the distribution of $\min\{0, X\}$ when $X$ follows some general normal distribution?
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68 views

Linear regression: how to treat an explanatory variable that is discrete but does not have a natural zero

Background/study system: One of my MS students is studying the biomechanics of strand breakage in Spanish moss (an epiphyte--or plant that lives on other plants). Spanish moss has strands that can ...
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1answer
31 views

Calculating censoring proportion in recurrent event time data

My question pertains to how to calculate censoring proportion in the perspective of recurrent event data in which an individual subject can have multiple survival times related to repeated occurrences ...
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71 views

Survival model - sample with only censored observations

I have a question related to survival models: for instance, the survival probability of people that have a disease. In all examples I've seen so far, the data used to estimate those models sometimes ...
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36 views

survival analysis with varying follow-up time

I have a retrospectively enrolled cohort of patients with aortic disease. The endpoint is aortic enlargement at or after postoperative 6 months. Patients experiencing aortic enlargement within 6 ...
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Estimate the conditional probability given contaminated output?

I have a dataset with exam grades and for each student an indicator variable that is equal to $y=1$ if the student was cribbing and $y=0$ otherwise. As a result of the crib the grade is expected to be ...

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