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From |
"Austin Nichols" <austinnichols@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: right censoring of dependent and independent variable |

Date |
Fri, 30 May 2008 10:21:41 -0400 |

Oh, okay. Now it makes sense. But if you were running a parametric model, you would want to exclude topcoded cases (X=M observed), right? On Fri, May 30, 2008 at 10:12 AM, Steven Samuels <sjhsamuels@earthlink.net> wrote: > No, I meant that you can estimate the median of Y for that part of the X,Y > population with X > M. That's not much. > > On May 30, 2008, at 9:56 AM, Austin Nichols wrote: > >> Steven Samuels <sjhsamuels@earthlink.net>: >> >> I'm afraid I don't understand this claim, since I don't agree with it. >> Are you saying that if you observe X=M (so X>=M but the true value is >> not observed) and more than 50% of observations on Y are uncensored at >> X=M, you can estimate the conditional median of Y given true >> (unobserved) X? >> >> On Fri, May 30, 2008 at 8:55 AM, Steven Samuels >> <sjhsamuels@earthlink.net> wrote: >>> >>> 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/ >>> >> * >> * 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/

**Follow-Ups**:**Re: st: right censoring of dependent and independent variable***From:*Steven Samuels <sjhsamuels@earthlink.net>

**References**:**st: right censoring of dependent and independent variable***From:*Garry Anderson <g.anderson@unimelb.edu.au>

**Re: st: right censoring of dependent and independent variable***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**RE: st: right censoring of dependent and independent variable***From:*Garry Anderson <g.anderson@unimelb.edu.au>

**Re: st: right censoring of dependent and independent variable***From:*Steven Samuels <sjhsamuels@earthlink.net>

**Re: st: right censoring of dependent and independent variable***From:*"Austin Nichols" <austinnichols@gmail.com>

**Re: st: right censoring of dependent and independent variable***From:*Steven Samuels <sjhsamuels@earthlink.net>

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