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Re: st: censored regressors


From   "maartenbuis" <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: censored regressors
Date   Tue, 06 Sep 2005 21:06:56 -0000

---Chris Rohlfs <car@u...> wrote:
> Does anyone out there know of a way to deal with censored covariates 
> in Stata ?  (i.e., something like cnreg, but where it's a regressor 
> that's censored)

Chris:
If you can assume that the probability of being censored is
independent from the (obviously unobserved) value of the censored
variable itself, than you can use standard missing data techniques
like multiple imputation using the -mvis- command or multiple hotdeck
imputation using the -hotdeck- command. If you can not, than you can
ignore the censored cases (with loss of efficiency, but without bias)
if the probability of being censored is independent of dependent
variable (the y, or explained variable), since regression will produce
unbiased estimates as long as the probability of being censored is
independent from the dependent variable. To my best knowledge you are
out of luck (with Stata or any other statistical package) if the
probability of being censored is dependent on both the censored
variable itself and the dependent variable.

Hope this helps,
Maarten


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