Re: st: query on right-censored predictors/covariates

[Phil Schumm <pschumm@uchicago.edu>]

On Jun 24, 2010, at 10:30 AM, Richard Goldstein wrote:
> I have a data set in which the outcome is *not* censored but at  
> least 2 of the predictors (e.g., age which is "topcoded") are right  
> censored and am looking for any literature dealing with this; right  
> now I am leaning toward treating this as a missing data problem but  
> I am certainly open to other solutions also
>
> re: use of multiple imputation, I would certainly need to constrain  
> the imputed values to be at, or larger than, the current top value;  
> I see no way to do this in either -mi- or -ice-: have I missed  
> something?


WRT imputation: If you have no uncensored observations in the dataset,  
then this is difficult to handle, since you have to make an assumption  
about what the form of the distribution is beyond the cutoff.  If  
you're willing to make a distributional assumption, then you can  
handle this with -ice-, using the -interval()- option.  More  
specifically, -ice- will generate imputed values for an interval  
censored variable by assuming that the underlying distribution is  
Normal; this means that you can also use this for any variable that  
can be transformed to approximately Normal (i.e., by generating the  
imputations on the transformed scale, and then transforming back to  
the original).  Note that -ice- will even let you impose an upper  
limit on the imputed values (i.e., so that you don't generate any  
predicted ages that are unreasonably high).

Perhaps if you had another dataset with uncensored versions of the  
variables you are interested in imputing and substantial overlap with  
the other variables in your model, you might be able to do something  
else...


-- Phil

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