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Re: st: Censored variables

From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: Censored variables
Date   Thu, 17 Jan 2008 10:39:53 +0000 (GMT)

--- Andreas Drichoutis <[email protected]> wrote:
> Assume you have a vector of binary censored variables at zero, X, and
> that you need to create a new variable that will be the sum of the
> (e.g. V=X1+X2+.). What will be the problem if one uses V as a
> dependent variable in an OLS or count data model? How do you go about
> it in Stata?

Depends on the nature of the problem:

o What do you mean with binary censored variable?
  - a binary variable that is sometimes censored, or
  - a continuous variable that is censored (and binary refers to your
    are either censored or not)

o What is the process that leads to censoring? (is it censoring at all)
  - Is it a variable cut off at 0, e.g. a propensity to give to a
    charity measured in euros could be negative (if one really dislikes
    that charity) but is by law restricted to remain positive or zero.
  - Is the censoring a two step process, e.g. one first decides whether
    or not to given, and if one decides to give than one decides the
  - are the variables counts (with or without an excessive amount of

o How severe is the censoring?
  - What is the proportion of censored cases in each variable?
  - The sum of sencored variables is itself censored, but now the
    process is a bit more complicated (and thus more difficult to
    model). This censoring is more severe if the variables are
    strongly correlated, so if one is censored, the others are likely
    to be censored too. If you are interested in the sum of the
    variables, than they are probably strongly correlated, otherwise
    it would not make sense to combine them in a single variable.

o What is the substantive interpretation of the sum of the censored 
o What is the aim of your analysis?
o How puritan are you/the reviewers in you discipline/your advisor with
  respect to these kinds or issues?

On a more general note: these kinds of open question are much better
suited to a face to face discussion with a local specialist than a
discussion over e-mail. In my experience the most fruitfull way of
tackling such open questions is asking a lot of questions in return
(like the ones I have just asked), and in the process of answering
those question, you and the consultant can pin down the real problem.
All this presumes you have access to a local specialist...

-- Maarten

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

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