Re: st: right censoring of dependent and independent variable

[Steven Samuels <sjhsamuels@earthlink.net>]

 There is -some- information.  If for X > M (censoring value), P% of  
observations on Y are uncensored, you can estimate up to the P-th  
quantile of Y for X>M.  For anything more, you need very strong  
assumptions about the distribution of X for X>M, about E(Y|X) for  
X>M, or both.


-Steve

On May 30, 2008, at 4:52 AM, Garry Anderson wrote:


> I was using fractional polynomials and so non-linearities are  
> likely. It
> seems unfortunate that observations of predictors with right censored
> values need to be deleted from the analysis because I would think  
> there
> is at least some information in the censored value.
>
> Best wishes, Garry
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten  
> buis
> Sent: Thursday, May 29, 2008 10:44 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: right censoring of dependent and independent variable
>
> --- Garry Anderson <g.anderson@unimelb.edu.au> wrote:
>
> > I have data where both the dependent and independent variable are
> > right censored and continuous. Although intreg, cnreg or tobit can
> > handle censoring of the dependent variable, they do not seem to allow
> > censoring of the independent variable. Both the instruments can only
> > measure to a maximum value, 30% of values are right censored on the Y
> > variable and 15% on the X variable.
> >
> > I would welcome suggestions as to how to incorporate right censoring
> > of the independent variable?
> In the graph below you can see that selection on the x variable is  
> much
> less of a problem than selection on the y variable. A part of the data
> is turned into influential outliers, by selecting on the y. In the
> example it is the upper right part of the observed values that pull  
> the
> regression line down. However, the same does not happen when you  
> select
> on x. With regression you model the mean of y conditional on x, the  
> fact
> that you don't observe all values of x, is unfortunate (loss of
> power) but not disastrous. Things become obviously more complicated  
> when
> you are interested in any non-linearities in the effect of x.
>
> Hope this helps,
> Maarten
>
> *----------------------- begin example ------------------------ clear
> set seed 12345 matrix C = (1, .5 \ .5, 1) drawnorm x y, n(1000) corr 
> (C)
> twoway scatter y x if x < 1, aspect(1) xline(1) || ///
>        scatter y x if x >= 1, msymbol(oh) mcolor(gs10) || ///
>        lfit y x , lpattern(solid) lcolor(green) || ///
>        lfit y x if x < 1, lpattern(solid) lcolor(red) ///
>        title(selection on x) name(x, replace) ///
>        legend(order( 1 "observed" ///
>                      2 "censored" ///
>                      3 "true"     ///
>                      4 "estimated") ///
>               rows(2))
>
>
>
> twoway scatter y x if y < 1, aspect(1) yline(1) || ///
>        scatter y x if y >= 1, msymbol(oh) mcolor(gs10) || ///
>        lfit y x , lpattern(solid) lcolor(green) || ///
>        lfit y x if y < 1, lpattern(solid) lcolor(red) ///
>        title(selection on y) name(y, replace) ///
>        legend(order( 1 "observed" ///
>                      2 "censored" ///
>                      3 "true"     ///
>                      4 "estimated") ///
>               rows(2) colfirst)
>
>
> grc1leg y x
> *------------------------ end example --------------------------- (For
> more on how to use examples I sent to the Statalist, see
> http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )
>
> For this example to run you need to download the -grc1leg- package,
> see: -findit grc1leg-.
>
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room Z434
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>       __________________________________________________________
> Sent from Yahoo! Mail.
> A Smarter Email http://uk.docs.yahoo.com/nowyoucan.html
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/