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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8 views

Flip the sign of covariates in Cox model

I am just curious what will happen to beta (the coefficients) and its confidence interval when I flip the sign of the covariate (multiply all elements to -1) in Cox model for right censored data.
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Censored data - When does it matter

In survival analysis, one may arrive at a series of samples $X_1,...,X_n$, for which the outcome of a given $X$ may not be "observed" within the experiment. For instance, if the $X_i$'s are failure ...
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34 views

Cox model appropriate for my time to event problem?

I am trying to estimate the factors associated with delay in implementation of a policy. I am analyzing the delay, measured by number of days, it took an entity to implement one of three policies, ...
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23 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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How to do a Cox regression with progressive type I censoring?

I'm working with a problem where I have a progressive type I censoring. A batch of rats is censored after 7 days and another batch is censored after 14 days (the study ends after 14 days). The event ...
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138 views

Generating censoring times for the cox proportional hazards model

I am trying to understand the different ways of simulating survival times in a cox proportional hazards model. A simple example consists in simulating the event times following a Weibull distribution. ...
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2answers
104 views

Survival analysis - dealing with highly censored data with computationally expensive covariates

I have approximately 1000 run-life examples (time to fail data) for equipment. However, the number of failures is quite low relative to the number of units that are censored (95% are right - censored, ...
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102 views

Maximum Likelihood Estimator for Censored Data

Let $X^n=(X_1,X_2,...,X_n)$ denote a sample where (1) $X_i=\mathbf 1_{(\epsilon_i + \mu \geq 0)}(\mu+\epsilon_i)+\mathbf 1_{(\epsilon_i + \mu \leq 1)}(\mu+\epsilon_i)+\mathbf 1_{(\epsilon_i + \mu &...
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82 views

Measuring the risk of an event among hospital patients in survival analysis: should you censor patients who do not have the event?

I am trying to plot the risk of self-discharge from hospital over time ('self-discharge' means leaving hospital against the wishes of your doctor). In my data, hospital patients have a duration of ...
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23 views

Can you illustrate the following with the help of a graph?

Can you please help me visualise the following situation using a graph or anything? Also, where does the "life time" start from and where does it end? The data set may contain both left and right ...
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35 views

Constrained Nonparametric Density Estimation with Right Censoring

Is anyone aware if there is any available open source R (or other language) code which implements non-parametric estimation of the failure time density function subject to a monotonicity constraint on ...
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Independence of censoring time $C$ and event time $T$ for randomised entry to a study

While reading through the textbook 'Modern Applied Statistics With S' by Venables and Ripley, I came across the following paragraph detailing the different types of censoring possible when dealing ...
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Exposure onset unknown in time to event analyses

If I want to model the time to an event (cancer) in a group of patients exposed to e.g. a cancerous substance. I now have some people where I do not know if they were already exposed to the substance ...
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Why should the right-censored observation be excluded from demonimator in KM estimation

It is well acknowledged that we cannot extrapolate the lifespan T of the censored observation. In the Kaplan-Meier estimation, the estimated $s(t)$ for $t∈[t_j,t_{j+1}]$ is estimated using: $$\hat{S}(...
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161 views

Using a logistic regression on censored data

I am interested in modeling the probability of default (PD) of a loan product. Data I have a dataset going back several years. Most of the loans have reached their terminal state (paid off or ...
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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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What exactly is meant by bias in this context?

I'm working through an example of survival-time analysis with censored and un-censored data. We're given the survival times of 94 patients. Some of these survival times are censored i.e.in this ...
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152 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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71 views

Manually predict lognormal survreg model considering parameters uncertainty

I'm analyzing environmental data using the "NADA" R library, which relies heavily on the "survival" package. I am dealing with left-censored data, which are nonetheless strictly positive. To deal with ...
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1answer
75 views

multivariate Cox proportional hazards

in my study we have a prospective cohort, and we collect several biological samples, say n different samples. Most of the samples are collected at recruitment except for 1 which is collected at ...
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139 views

A workaround for using linear models (rather than Tobit) with censored data?

I have a left censored dependent variable where many of the observations have a value of zero. The data is clustered (multiple measurements over time for each person). I initially decided to use a ...
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55 views

Truncation versus censoring with Kaplan-Meier

I am trying to run Kaplan-Meier on a rather odd dataset and am having difficulty determining whether I should be truncating or censoring my data. I have looked at the other feeds, including this very ...
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34 views

How to include out-of-limit measurements (such as negatives) in regressions

I am trying to compare two diagnostic measurement techniques using Deming regression. Both of these techniques have their own lower limits of detection, and my data include both numeric values as well ...
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Estimation of censored regression model

I am refreshing my knowledge with respect to econometric modelling in general. I came across page 201 of the book 'Enjoyable Econometrics by Philip Franses' and I had some difficulties interpreting ...
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91 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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50 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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45 views

Mixed Effects Model Using Censored Data

I am attempting to analyze left-censored hormone data collected in a repeated measures design, and am having some difficulty employing an appropriate method to account for the censored nature of the ...
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103 views

Is there a way to compute the Kaplan-Meier mean for left censored data using lifelines in python? [closed]

I am using the lifelines python package to fit Kaplan-Meirer models to left-censored environmental data. I am computing the mean using lifelines.utils.restricted_mean_survival_time(m,t) where m is ...
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Unbiased estimation of regression coefficients conditional on a range of the dependent variable

I am interested in the relationship between a set of explanatory variables and a particular outcome variable for values of the outcome above a certain cutoff. Can I simply regress the outcome on the ...
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1answer
42 views

Null Target Variable

I am trying to predict - Number of days it takes for a customer to make the second purchase. Sometimes the customer comes back in 2,5,6,10.... days and sometimes the customer does not come back which ...
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29 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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242 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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190 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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128 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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234 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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90 views

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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59 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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1answer
33 views

Trying to compute a correlation between two variables where one variable has NaN values

I'm trying to see if there's a relationship between age of onset of substance use and another variable. However, I have participants that have never tried any substances (~10%) of my dataset for whom ...
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1answer
80 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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64 views

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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1answer
44 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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547 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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81 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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120 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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18 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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72 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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132 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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128 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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1answer
58 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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2answers
77 views

Calculate E[X] from incomplete data?

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

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