Re: st: Independent variable censoring

[Maarten Buis <maartenlbuis@gmail.com>]

On Sun, Mar 3, 2013 at 9:48 PM, Nikos Kakouros wrote:
> This may be a silly question (I should prefix all my stata posts with
> that) but what is the best way to handle a heavily left-censored
> predictor (independent) variable in a linear regression model?

The reason for that is that the distribution of the independent
variables is even less relevant than the distribution of the dependent
variable. What you need to take care of is whether the effect of your
independent variable is linear. It may make sense to add your variable
linearly together with an indicator variable for whether that variable
was censored or not. In essence this adds a "jump" in your regression
line at the point of censoring.

Hope this helps,
Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
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