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R中的双面删失模型（类似于Zeligs Tobit）？

[英]two-sided censored model in R (similar to Zeligs Tobit)?

原文 2010-11-15 16:00:45 8 2 r/ statistics/ r-zelig

Is there a model for dependent variables that are censored on both sides? 是否存在双方都受到审查的因变量的模型？ And if so is there an implementation in R? 如果是这样，R中有一个实现？ I am only aware of tobit models (eg in Zelig package), but they´re obviously only censored on the left side... I wonder if it even makes sense to truncate on both sides... 我只知道tobit模型（例如在Zelig包中），但它们显然只在左侧进行审查......我想知道在双方截断它是否有意义...

2 个解决方案

There's a difference between truncation and censoring. 截断和审查之间存在差异。 You need to be aware of which is the case before you start modeling. 在开始建模之前，您需要了解情况。 (in a nutshell: Censoring means events can be detected, but the measurements are not known completely (ie in your case you neither know the exact beginning nor the exact end of the time interval subjects were under risk for the event you're considering). Truncation means events can be observed only if another condition is fullfilled: a popular example is survival in a retirement home that only accepts people over 65 to take up residence - entry into the study population is then truncated at age 65.) （简而言之：截尾意味着可以检测到事件，但测量结果并不完全已知（例如，在您的情况下，您既不知道确切的开始也不知道时间间隔的确切结束，主体对您正在考虑的事件存在风险）截断意味着只有在满足另一个条件时才能观察事件：一个流行的例子是退休之家的生存，只接受65岁以上的人居住 - 进入研究人群后，在65岁时被截断。）
if you have both left- and right censored data or data that are simultaneously right- and left-censored, the techncal term you are looking for is interval censored. 如果您同时拥有左右删失数据或同时进行右侧和左侧审查的数据，那么您要查找的技术术语是间隔删失。 ?Surv in package survival will show you how to define interval censored observations for modelling time-to-event in that case. ?Surv包survival ?Surv将向您展示如何定义区间删失观察，以便在该情况下建模时间。

In a very real sense most of the observational studies on "free-range human" populations are doubly censored... ie we do not observe the individuals over all of their lifespans. 在一个非常真实的意义上，大多数关于“自由放养人类”人口的观察性研究都受到了双重审查......即我们没有观察到他们所有生命中的个体。 Here is a citation to a PhD thesis that seems to lay out the statistical terminology well. 这是对博士论文的引用，似乎很好地列出了统计术语。 Furthermore, several of the packages in R will function properly when set up for interval censoring or left-censoring, including packages survival, NADA, sand (from their DOE website ) and several others for which you can search at Baron's website with appropriate search strategies in this link that sets up that page to get both functions and r-help entries. 此外，R中的一些软件包在设置间隔审查或左侧审查时将正常运行，包括包裹生存，NADA，沙子（来自他们的DOE网站）以及其他几个可以在Baron的网站上使用适当的搜索策略进行搜索的其他软件包在此链接中设置该页面以获取功能和r-help条目。

Edit: Adding comments to address the clarification that this is about truncation rather than censoring. 编辑：添加注释以解决这是关于截断而不是审查的说明。

If one is looking to fit to truncated distributions then look at the gamlss package , or create a suitable density for a doubly-truncated distribution and use fitdistr in the MASS package. 如果有人希望适合截断的分布，那么查看gamlss包，或者为双截断分布创建合适的密度，并在MASS包中使用fitdistr。