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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What are the mean and variance of a 0-censored multivariate normal?

Let $Z \sim \mathcal N(\mu, \Sigma)$ be in $\mathbb R^d$. What are the mean and covariance matrix of $Z_+ = \max(0, Z)$ (with the max computed elementwise)? This comes up e.g. because, if we use the ...
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what is a censoring hazard ratio?

I saw the following expression in paper [1] (equation 1) \begin{equation} \Pi_{i=1}^{n} \left[\frac{HR(t_i,x_{\sigma(i)})}{\sum_{j=1}^{n}Y_j(t_i)HR(t_i,x_{j})}\right]^{\delta_i}\left[\frac{HR^C(t_i,...
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1 vote
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365 views

simulation of non-homogeneous poisson processes

When simulating non-homogeneous (time-dependent hazard $\lambda(t)$) Poisson processes, we can use thinning [1] to generate jump times $t \in [0,t^0]$: initialize $t = 0$ generate $u_1 \stackrel{d}{\...
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1 vote
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258 views

Principal component analysis with censored data

I would like to estimate an underlying linear relationship between two variables x and y. There is significant error in both the x and y measurements, making linear regression inappropriate. However, ...
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How do you account for suppressed values in a time series regression?

I'm analysing time series data of monthly traffic fatalities in several US states, but have come upon a problem with suppressed values. The data come from CDC WONDER, and cells with any value less ...
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6 votes
1 answer
4k views

Fit a Weibull distribution to...right-censored data?

Premise: I know next to nothing about survival analysis, I just started. I have a vector of failure times for some machines. Most of the machines (3362 vs 2694) are still running today, so I know they ...
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4 votes
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Handling null values in linear regression, which are suppose to be higher than the non-null values

I am currently doing a linear regression, where i try to predict the housing prices based on different variables that describe the house's spatial features (such as the distance to the closest city, ...
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Censoring in survival analysis - when should I be concerned that too many patients are censored?

I review a lot of papers using observational datasets (think large secondary national databases) and many report survival. Risk tables often show substantial censoring (e.g. out of 10,000 patients, ...
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3 votes
1 answer
494 views

Truncated/Censored Regression in the Multivariate Normal Case

Assume that a $n$-dimensional vector of real valued variables $\mathbf{Y}=(Y_1,...,Y_n)^T$ is given. We know that they are jointly normal which expectation vector $\boldsymbol{\mu}=(\mu_1,...,\mu_n)^T$...
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3 votes
3 answers
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Methods for censored covariates

I am facing the situation that I have different data sources that in principle it makes sense to combine. The outcome (independent) variable is defined the same way, but the (likely) most important ...
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Right, Left, Interval, Delayed, and truncted data

I have a medical data set that has all the following cases: Right-censored Left-censored ...
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Censoring based on dependent variables of other subjects

I understand that the Heckman approach can be used if the observation rule is static and thus can be estimated easily. However, I have a panel where simply the largest $y$ among all individuals in ...
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Censored Logistic Regression?

I'm trying to run a logistic regression with a dependent variable $y \in \{0,1\}$ and one independent variable $x$. I'm trying to find the coefficient $\beta$ in the equation $Prob(y=1)=\frac{e^{\...
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Censoring or Measurement Error?

I have a satellite-recorded variable $X_{it}$ that is supposed to act as a proxy for some socio-economic variable $Y_{it}$. However, due to limitations of the recording device, $X_{it}$ is censored ...
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1 answer
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Two types of left censoring in a time-to-event model

I have (population) survey data where I know one of three things about each respondent's experience of an event (A): The event A occurred at an age specified by the respondent. The event A is a ...
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3 votes
1 answer
139 views

Survival analysis: Excluding cases of trivial follow-up time?

I am finishing up the data collection for my retrospective cohort study, which I have designed with the intention of conducting survival analysis. Our outcomes of interest are recurrence, metastasis, ...
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0 answers
322 views

How to compare values between groups if data is left censored

Data I have a measurement with a detection threshold. I can see that one group has more succesfull measurements (larger number) and also have more higher measurements (longer tail). Comparing the ...
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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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0 votes
1 answer
117 views

imputing censored data when marginal sums are known

Let's say I have a large dataset of counts of all the fruits stored in the U.S. by State for a certain snapshot in time. ...
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how to choose a transformation for left heavy tailed data due to arbitrary upper limit imposed by experimenter?

I have two vectors that look like this: I would like to make a significance test on the paired differences between the two vectors, as well as measure association. The process of data generation is "...
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1 answer
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Normal copula vs Survival copula

Can someone tell me the actual differences between the Survival copula and Normal copula model in terms of the programming aspects in R. Am working on bivariate dataset with censored observations and ...
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Survivor analysis when longest-term patient dies?

I have been given some data that has date of admission, date of disposition, disposition (death or live discharge), and some biomarker levels. I would like to model this, but here is the rub: The ...
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Do I have Left Truncation or Right Censoring in my Survival/Event History Analysis?

I am doing study that starts at a specific date, January 1st 2015, and ends on a specific date, December 31st 2015. My overarching research question revolves around modeling time between orders of ...
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1 answer
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Which Kaplan Meier Estimator to use?

I do have two data-sets and I am not shure which version of the KM estimator to use. Both datasets contain the following columns: ID | Issue Date | Last Recorded Date | Status Wheras the Status can ...
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63 views

censored data estimation

Suppose $X_1, \cdots ,X_n$ are independent and identically distributed random variables with probability density function $$f(x|θ) = θ\, \exp(−θx),\quad \text{ for } x ≥ 0\,.$$ Each variable is ...
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3 votes
1 answer
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Poisson regression on devices that fail during observation period?

I am observing N devices over a period of time $[0,T]$ and counting the number of certain events $y_j$, for each device, during that period of time. I also have some specifications $x_j$ for each ...
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Some concerns about using survival analysis in non-prospective designed study

I'm doing survival analysis using medical record, so the design is non-prospective. Is it alright to do so and is there any specifics I should concern? Suppose we are focusing on how long it takes for ...
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3 votes
1 answer
140 views

Training on censored data with varying sequence length

I have a sequence of daily events, along with times between events. Each such sequence is labeled by $i$ and consists of $n_i$ events. For every $i$, each event $j$ has a list of features $x_{ij}$, ...
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2 votes
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106 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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2 votes
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130 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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1 answer
307 views

Skewness, Kurtosis and Box-Cox for Censored Data?

I am currently working on a classification plus regression problem on a dataset with over 500 predictors. Each predictor has on average 15% in-range values (above a defined threshold of signal ...
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1 vote
0 answers
26 views

Dealing with censored dates as regressors

I'm estimating a linear model, with one of the independent variables being a date of appearance. I consider the date to be a minimum date of appearance, not an obeserved one. Thus it is censored. What ...
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2 votes
1 answer
272 views

Censored Regression with different limits for some observations

I'm attempting to model some data using regression analysis that has different upper limits for different observations, i.e. there is no universal limit for the entire data set. However I do have ...
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6 votes
1 answer
177 views

Probability one Weibull is less than another, given upper-bound

I have two random variables $X$ and $Y$, representing times-to-event, drawn from Weibull distributions. When $Y$ occurs, then $X$ cannot occur after that. Aside from this, we can assume independence. ...
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39 views

Expected ratio of right-censored to non-censored waiting times in Poisson proces

I am trying to calculate the expected value of $Y = \frac{\sum_{i=1}^n min(x, X_i)}{\sum_{i=1}^n X_i}$, where $X_i$ are independent random variables of exponential distribution of ratio $\lambda$. I ...
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  • 353
4 votes
1 answer
986 views

How to estimate parameters of a distribution with left-truncated and right-censored data?

I have been trying to find the best way of estimating parameters for a known pdf from a data-set that is left-truncated and right-censored. More precisely, I have lifetimes for a system where there ...
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0 votes
2 answers
51 views

Mean calculation

I have a situation where I have to calculate a mean in a group of N=80. But 7 participants have a score of the measured variable <3. It's a medial measure and I don't have the exact numeric value ...
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2 votes
0 answers
268 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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Does deleting right censoring data make it to be left truncated?

If data have right censoring and complete data, I delete the right censored ones. Does it make the data to be left truncated? And why?
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209 views

Zero inflated model for censored data

I have a zero-inflated model with censored data Is there a package in R that can combine zero- inflated model with right-censored data? Alternatively, is there a general way to model right-censored ...
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2 votes
0 answers
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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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1 vote
1 answer
1k views

Kaplan-Meier Estimate with no censoring

Let $T_i$ is the survival time for individual $i$ $(i=1,2,\ldots, n)$ and $C_i$ be the time to censoring. Let $U_i=\min(T_i,C_i)$. And $\hat S(U_i)$ is the Kaplan-Meier estimator for the censoring ...
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0 answers
36 views

Normalise customer lifetime

We want to correlate customer lifetime (dependent variable) with feedback rating the customers leave (independent variable) to determine whether we can use the feedback as a prediction for customer ...
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  • 111
1 vote
0 answers
33 views

Non-parametric estimator of the joint distribution of two random variables where one is right-censored

I have 2-D samples of two continuous, correlated random variables where one of them is right-censored. I would like to estimate their joint distribution function using some non-parametric estimator. ...
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  • 701
0 votes
0 answers
242 views

Survival Analysis vs. Classification for High Dimensional Dataset

I started learning about survival analysis only recently, so I am not sure if this question fits in survival analysis. If you think I lack the background to do what I am trying to do, please point me ...
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11 votes
2 answers
642 views

Bias in average age for grandmaster title qualification by age groups?

It has been known for quite some time that the youngest age at which chess players managed to qualify for the grandmaster title has significantly decreased since the 1950s, and there are currently ...
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  • 237
1 vote
1 answer
1k views

independent censoring

Independent censoring is one of the fundamental assumptions in the survival analysis. However, I cannot find any test for it or any paper which discusses how real that assumption is. I would be ...
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6 votes
1 answer
1k views

interval censored survival analysis with time dependent covariates

I'm working on a long-term, large tree data set from Africa. I have data on the same set of individuals from year 2006, 2008, 2011 and 2015. The data consist of tree status (alive/dead) at each time ...
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0 votes
0 answers
81 views

Likelihood formulation in linear regression with right censored data [duplicate]

I want to formulate the likelihood function in a linear regression problem in which I have censored observations. Considering the dataset $(x_i,y_i)$, I suppose that the dependent variable is normally ...
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  • 123
0 votes
1 answer
486 views

Simulating survival times following a Weibull (or lognormal) distribution with ?% of right-censored observation [duplicate]

I'm trying to simulate survival times from Weibull(or lognormal) distribution with parameters (shape,scale) including (?%) of right-censored observations.I need to obtain observations of a variable, ...
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