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


From   Phil Schumm <pschumm@uchicago.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: query on right-censored predictors/covariates
Date   Thu, 24 Jun 2010 11:46:11 -0500

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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