Is there a standard way to treat events with unknown times (missing time data)?
$begingroup$
Suppose we are studying some event and the observations are the pairs: time and indicator whether the event has already happened at this time. We have one observation per subject. No events happen before time 0. The event may happen only once for a subject. In other words, we have the data as pairs (time, event), where event is a binary variable indicating whether the event has happened on the interval [0,time].
Is there a standard way to treat such data? If so then what libraries am I to use in R?
survival
asked 12 hours ago
ViktorViktor
537516
$endgroup$
add a comment |
$begingroup$
Suppose we are studying some event and the observations are the pairs: time and indicator whether the event has already happened at this time. We have one observation per subject. No events happen before time 0. The event may happen only once for a subject. In other words, we have the data as pairs (time, event), where event is a binary variable indicating whether the event has happened on the interval [0,time].
Is there a standard way to treat such data? If so then what libraries am I to use in R?
survival
asked 12 hours ago
ViktorViktor
537516
$endgroup$
1
$begingroup$
@AdamO that would seem to be the answer (i.e. that the poster has interval censored survival data), and perhaps you should post it as such.
$endgroup$
– Weiwen Ng
11 hours ago
add a comment |
$begingroup$
Suppose we are studying some event and the observations are the pairs: time and indicator whether the event has already happened at this time. We have one observation per subject. No events happen before time 0. The event may happen only once for a subject. In other words, we have the data as pairs (time, event), where event is a binary variable indicating whether the event has happened on the interval [0,time].
Is there a standard way to treat such data? If so then what libraries am I to use in R?
survival
asked 12 hours ago
ViktorViktor
537516
$endgroup$
Suppose we are studying some event and the observations are the pairs: time and indicator whether the event has already happened at this time. We have one observation per subject. No events happen before time 0. The event may happen only once for a subject. In other words, we have the data as pairs (time, event), where event is a binary variable indicating whether the event has happened on the interval [0,time].
Is there a standard way to treat such data? If so then what libraries am I to use in R?
survival
survival
asked 12 hours ago
ViktorViktor
537516
asked 12 hours ago
ViktorViktor
537516
edited 46 mins ago
Viktor
asked 12 hours ago
ViktorViktor
537516
asked 12 hours ago
ViktorViktor
537516
asked 12 hours ago
ViktorViktor
537516
537516
1
$begingroup$
@AdamO that would seem to be the answer (i.e. that the poster has interval censored survival data), and perhaps you should post it as such.
$endgroup$
– Weiwen Ng
11 hours ago
add a comment |
1
$begingroup$
@AdamO that would seem to be the answer (i.e. that the poster has interval censored survival data), and perhaps you should post it as such.
$endgroup$
– Weiwen Ng
11 hours ago
1
1
$begingroup$
@AdamO that would seem to be the answer (i.e. that the poster has interval censored survival data), and perhaps you should post it as such.
$endgroup$
– Weiwen Ng
11 hours ago
$begingroup$
@AdamO that would seem to be the answer (i.e. that the poster has interval censored survival data), and perhaps you should post it as such.
$endgroup$
– Weiwen Ng
11 hours ago
add a comment |
2 Answers
2
active
oldest
votes
$begingroup$
Survival analysis will meet your needs. It has the added benefit of managing left-, right-, and interval-censored events. Not everyone has to die on your watch. Not everyone has to be alive at the beginning. And some mysterious unrecorded deaths can occur, which you only discover long after the fact. All such semi problematic data will be used. The result of the analysis is a properly-modeled (Weibull family of distributions) and optimized (MLE) hazard function which then has predictive power.
If you want to implement this yourself, you can follow the excellent Wikipedia page https://en.m.wikipedia.org/wiki/Survival_analysis,
which includes a full loss function if you want to implement the log-likelihood optimization yourself (with $optim$ in R) AND it includes a brief tutorial on R’s $survival$ package, which I have found more difficult to use than the loss functions, but that may say more about me than the $survival$ package.
answered 12 hours ago
Peter LeopoldPeter Leopold
622115
$endgroup$
$begingroup$
Thank you for the answer. Could you mention R libraries that can be used for such data?
$endgroup$
– Viktor
11 hours ago
1
$begingroup$
@Viktor so ordered.
$endgroup$
– Peter Leopold
10 hours ago
$begingroup$
What has been your difficulty with thesurvivalpackage?
$endgroup$
– AdamO
9 hours ago
1
$begingroup$
I was never sure how to specify mixture data: left- and right- and interval-censored in the same data set. The documentation isn't at all clear. It seems you can pick one, but not all three. The Surv object uses a "type" attribute which is a string, not an array. I never did find the work-around in the documentation or the package, but I'm sure there has to be one. I can't debug someone else's functional spec, and I can't debug someone else's documentation, but I can debug my own implementation, so the decision to write from scratch was very, very, very easy.
$endgroup$
– Peter Leopold
9 hours ago
1
$begingroup$
@PeterLeopold transpose data from long to wide, one row per each observation event. If subject is left, interval, and right censored then two rows needed: one from start to end of first period of observation, one from start to end of second period of observation.
$endgroup$
– AdamO
3 hours ago
|
show 1 more comment
$begingroup$
When the time variable indicates the event has happened exactly at that time, the dyad of time and event yes/no is called a survival observation. Censoring occurs when a subject is not under observation for a period of time when they are at risk for the event: if the event happened you wouldn't know. For cases like death or non-recurrent events, you cannot have left or interval censored data, because the subject is never at risk for death again.
Censored data can be included in a survival analysis using a parametric or Cox proportional hazards model. In the Cox model, a semiparametric likelihood is used. One inspects only the distribution of people at risk at any event time. This set is called a risk set. If 1 person dies at time 10, everyone who is alive at time 10 comprises the risk set for that time. Censored observations are merely omitted from risk sets.
It is a different thing to say that a subject enters a study or re-enters a study at a point in time and you know that the event has happened exactly once (assuming no reoccurrence of event). This is missing survival data.
You can use typical methods of missing data, like trying to impute the event time. You can also discretize the intervals which leads to a logistic regression model with an offset for the log of time under observation and a 0/1 response for whether the event occurred.
answered 10 hours ago
AdamOAdamO
33.7k263140
$endgroup$
$begingroup$
Ok, I have the case of missing survival data. The event may happen only once for a subject. The problem is that all the time data is missing. Are there methods other than imputation to treat such data? May be some likelihood approach?
$endgroup$
– Viktor
9 hours ago
1
$begingroup$
@Viktor there is the EM algorithm if you use parametric survival.
$endgroup$
– AdamO
9 hours ago
add a comment |
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2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
Survival analysis will meet your needs. It has the added benefit of managing left-, right-, and interval-censored events. Not everyone has to die on your watch. Not everyone has to be alive at the beginning. And some mysterious unrecorded deaths can occur, which you only discover long after the fact. All such semi problematic data will be used. The result of the analysis is a properly-modeled (Weibull family of distributions) and optimized (MLE) hazard function which then has predictive power.
If you want to implement this yourself, you can follow the excellent Wikipedia page https://en.m.wikipedia.org/wiki/Survival_analysis,
which includes a full loss function if you want to implement the log-likelihood optimization yourself (with $optim$ in R) AND it includes a brief tutorial on R’s $survival$ package, which I have found more difficult to use than the loss functions, but that may say more about me than the $survival$ package.
answered 12 hours ago
Peter LeopoldPeter Leopold
622115
$endgroup$
$begingroup$
Thank you for the answer. Could you mention R libraries that can be used for such data?
$endgroup$
– Viktor
11 hours ago
1
$begingroup$
@Viktor so ordered.
$endgroup$
– Peter Leopold
10 hours ago
$begingroup$
What has been your difficulty with thesurvivalpackage?
$endgroup$
– AdamO
9 hours ago
1
$begingroup$
I was never sure how to specify mixture data: left- and right- and interval-censored in the same data set. The documentation isn't at all clear. It seems you can pick one, but not all three. The Surv object uses a "type" attribute which is a string, not an array. I never did find the work-around in the documentation or the package, but I'm sure there has to be one. I can't debug someone else's functional spec, and I can't debug someone else's documentation, but I can debug my own implementation, so the decision to write from scratch was very, very, very easy.
$endgroup$
– Peter Leopold
9 hours ago
1
$begingroup$
@PeterLeopold transpose data from long to wide, one row per each observation event. If subject is left, interval, and right censored then two rows needed: one from start to end of first period of observation, one from start to end of second period of observation.
$endgroup$
– AdamO
3 hours ago
|
show 1 more comment
$begingroup$
Survival analysis will meet your needs. It has the added benefit of managing left-, right-, and interval-censored events. Not everyone has to die on your watch. Not everyone has to be alive at the beginning. And some mysterious unrecorded deaths can occur, which you only discover long after the fact. All such semi problematic data will be used. The result of the analysis is a properly-modeled (Weibull family of distributions) and optimized (MLE) hazard function which then has predictive power.
If you want to implement this yourself, you can follow the excellent Wikipedia page https://en.m.wikipedia.org/wiki/Survival_analysis,
which includes a full loss function if you want to implement the log-likelihood optimization yourself (with $optim$ in R) AND it includes a brief tutorial on R’s $survival$ package, which I have found more difficult to use than the loss functions, but that may say more about me than the $survival$ package.
answered 12 hours ago
Peter LeopoldPeter Leopold
622115
$endgroup$
$begingroup$
Thank you for the answer. Could you mention R libraries that can be used for such data?
$endgroup$
– Viktor
11 hours ago
1
$begingroup$
@Viktor so ordered.
$endgroup$
– Peter Leopold
10 hours ago
$begingroup$
What has been your difficulty with thesurvivalpackage?
$endgroup$
– AdamO
9 hours ago
1
$begingroup$
I was never sure how to specify mixture data: left- and right- and interval-censored in the same data set. The documentation isn't at all clear. It seems you can pick one, but not all three. The Surv object uses a "type" attribute which is a string, not an array. I never did find the work-around in the documentation or the package, but I'm sure there has to be one. I can't debug someone else's functional spec, and I can't debug someone else's documentation, but I can debug my own implementation, so the decision to write from scratch was very, very, very easy.
$endgroup$
– Peter Leopold
9 hours ago
1
$begingroup$
@PeterLeopold transpose data from long to wide, one row per each observation event. If subject is left, interval, and right censored then two rows needed: one from start to end of first period of observation, one from start to end of second period of observation.
$endgroup$
– AdamO
3 hours ago
|
show 1 more comment
$begingroup$
Survival analysis will meet your needs. It has the added benefit of managing left-, right-, and interval-censored events. Not everyone has to die on your watch. Not everyone has to be alive at the beginning. And some mysterious unrecorded deaths can occur, which you only discover long after the fact. All such semi problematic data will be used. The result of the analysis is a properly-modeled (Weibull family of distributions) and optimized (MLE) hazard function which then has predictive power.
If you want to implement this yourself, you can follow the excellent Wikipedia page https://en.m.wikipedia.org/wiki/Survival_analysis,
which includes a full loss function if you want to implement the log-likelihood optimization yourself (with $optim$ in R) AND it includes a brief tutorial on R’s $survival$ package, which I have found more difficult to use than the loss functions, but that may say more about me than the $survival$ package.
answered 12 hours ago
Peter LeopoldPeter Leopold
622115
$endgroup$
Survival analysis will meet your needs. It has the added benefit of managing left-, right-, and interval-censored events. Not everyone has to die on your watch. Not everyone has to be alive at the beginning. And some mysterious unrecorded deaths can occur, which you only discover long after the fact. All such semi problematic data will be used. The result of the analysis is a properly-modeled (Weibull family of distributions) and optimized (MLE) hazard function which then has predictive power.
If you want to implement this yourself, you can follow the excellent Wikipedia page https://en.m.wikipedia.org/wiki/Survival_analysis,
which includes a full loss function if you want to implement the log-likelihood optimization yourself (with $optim$ in R) AND it includes a brief tutorial on R’s $survival$ package, which I have found more difficult to use than the loss functions, but that may say more about me than the $survival$ package.
answered 12 hours ago
Peter LeopoldPeter Leopold
622115
edited 10 hours ago
answered 12 hours ago
Peter LeopoldPeter Leopold
622115
answered 12 hours ago
Peter LeopoldPeter Leopold
622115
answered 12 hours ago
Peter LeopoldPeter Leopold
622115
622115
$begingroup$
Thank you for the answer. Could you mention R libraries that can be used for such data?
$endgroup$
– Viktor
11 hours ago
1
$begingroup$
@Viktor so ordered.
$endgroup$
– Peter Leopold
10 hours ago
$begingroup$
What has been your difficulty with thesurvivalpackage?
$endgroup$
– AdamO
9 hours ago
1
$begingroup$
I was never sure how to specify mixture data: left- and right- and interval-censored in the same data set. The documentation isn't at all clear. It seems you can pick one, but not all three. The Surv object uses a "type" attribute which is a string, not an array. I never did find the work-around in the documentation or the package, but I'm sure there has to be one. I can't debug someone else's functional spec, and I can't debug someone else's documentation, but I can debug my own implementation, so the decision to write from scratch was very, very, very easy.
$endgroup$
– Peter Leopold
9 hours ago
1
$begingroup$
@PeterLeopold transpose data from long to wide, one row per each observation event. If subject is left, interval, and right censored then two rows needed: one from start to end of first period of observation, one from start to end of second period of observation.
$endgroup$
– AdamO
3 hours ago
|
show 1 more comment
$begingroup$
Thank you for the answer. Could you mention R libraries that can be used for such data?
$endgroup$
– Viktor
11 hours ago
1
$begingroup$
@Viktor so ordered.
$endgroup$
– Peter Leopold
10 hours ago
$begingroup$
What has been your difficulty with thesurvivalpackage?
$endgroup$
– AdamO
9 hours ago
1
$begingroup$
I was never sure how to specify mixture data: left- and right- and interval-censored in the same data set. The documentation isn't at all clear. It seems you can pick one, but not all three. The Surv object uses a "type" attribute which is a string, not an array. I never did find the work-around in the documentation or the package, but I'm sure there has to be one. I can't debug someone else's functional spec, and I can't debug someone else's documentation, but I can debug my own implementation, so the decision to write from scratch was very, very, very easy.
$endgroup$
– Peter Leopold
9 hours ago
1
$begingroup$
@PeterLeopold transpose data from long to wide, one row per each observation event. If subject is left, interval, and right censored then two rows needed: one from start to end of first period of observation, one from start to end of second period of observation.
$endgroup$
– AdamO
3 hours ago
$begingroup$
Thank you for the answer. Could you mention R libraries that can be used for such data?
$endgroup$
– Viktor
11 hours ago
$begingroup$
Thank you for the answer. Could you mention R libraries that can be used for such data?
$endgroup$
– Viktor
11 hours ago
1
1
$begingroup$
@Viktor so ordered.
$endgroup$
– Peter Leopold
10 hours ago
$begingroup$
@Viktor so ordered.
$endgroup$
– Peter Leopold
10 hours ago
$begingroup$
What has been your difficulty with the
survival package?$endgroup$
– AdamO
9 hours ago
$begingroup$
What has been your difficulty with the
survival package?$endgroup$
– AdamO
9 hours ago
1
1
$begingroup$
I was never sure how to specify mixture data: left- and right- and interval-censored in the same data set. The documentation isn't at all clear. It seems you can pick one, but not all three. The Surv object uses a "type" attribute which is a string, not an array. I never did find the work-around in the documentation or the package, but I'm sure there has to be one. I can't debug someone else's functional spec, and I can't debug someone else's documentation, but I can debug my own implementation, so the decision to write from scratch was very, very, very easy.
$endgroup$
– Peter Leopold
9 hours ago
$begingroup$
I was never sure how to specify mixture data: left- and right- and interval-censored in the same data set. The documentation isn't at all clear. It seems you can pick one, but not all three. The Surv object uses a "type" attribute which is a string, not an array. I never did find the work-around in the documentation or the package, but I'm sure there has to be one. I can't debug someone else's functional spec, and I can't debug someone else's documentation, but I can debug my own implementation, so the decision to write from scratch was very, very, very easy.
$endgroup$
– Peter Leopold
9 hours ago
1
1
$begingroup$
@PeterLeopold transpose data from long to wide, one row per each observation event. If subject is left, interval, and right censored then two rows needed: one from start to end of first period of observation, one from start to end of second period of observation.
$endgroup$
– AdamO
3 hours ago
$begingroup$
@PeterLeopold transpose data from long to wide, one row per each observation event. If subject is left, interval, and right censored then two rows needed: one from start to end of first period of observation, one from start to end of second period of observation.
$endgroup$
– AdamO
3 hours ago
|
show 1 more comment
$begingroup$
When the time variable indicates the event has happened exactly at that time, the dyad of time and event yes/no is called a survival observation. Censoring occurs when a subject is not under observation for a period of time when they are at risk for the event: if the event happened you wouldn't know. For cases like death or non-recurrent events, you cannot have left or interval censored data, because the subject is never at risk for death again.
Censored data can be included in a survival analysis using a parametric or Cox proportional hazards model. In the Cox model, a semiparametric likelihood is used. One inspects only the distribution of people at risk at any event time. This set is called a risk set. If 1 person dies at time 10, everyone who is alive at time 10 comprises the risk set for that time. Censored observations are merely omitted from risk sets.
It is a different thing to say that a subject enters a study or re-enters a study at a point in time and you know that the event has happened exactly once (assuming no reoccurrence of event). This is missing survival data.
You can use typical methods of missing data, like trying to impute the event time. You can also discretize the intervals which leads to a logistic regression model with an offset for the log of time under observation and a 0/1 response for whether the event occurred.
answered 10 hours ago
AdamOAdamO
33.7k263140
$endgroup$
$begingroup$
Ok, I have the case of missing survival data. The event may happen only once for a subject. The problem is that all the time data is missing. Are there methods other than imputation to treat such data? May be some likelihood approach?
$endgroup$
– Viktor
9 hours ago
1
$begingroup$
@Viktor there is the EM algorithm if you use parametric survival.
$endgroup$
– AdamO
9 hours ago
add a comment |
$begingroup$
When the time variable indicates the event has happened exactly at that time, the dyad of time and event yes/no is called a survival observation. Censoring occurs when a subject is not under observation for a period of time when they are at risk for the event: if the event happened you wouldn't know. For cases like death or non-recurrent events, you cannot have left or interval censored data, because the subject is never at risk for death again.
Censored data can be included in a survival analysis using a parametric or Cox proportional hazards model. In the Cox model, a semiparametric likelihood is used. One inspects only the distribution of people at risk at any event time. This set is called a risk set. If 1 person dies at time 10, everyone who is alive at time 10 comprises the risk set for that time. Censored observations are merely omitted from risk sets.
It is a different thing to say that a subject enters a study or re-enters a study at a point in time and you know that the event has happened exactly once (assuming no reoccurrence of event). This is missing survival data.
You can use typical methods of missing data, like trying to impute the event time. You can also discretize the intervals which leads to a logistic regression model with an offset for the log of time under observation and a 0/1 response for whether the event occurred.
answered 10 hours ago
AdamOAdamO
33.7k263140
$endgroup$
$begingroup$
Ok, I have the case of missing survival data. The event may happen only once for a subject. The problem is that all the time data is missing. Are there methods other than imputation to treat such data? May be some likelihood approach?
$endgroup$
– Viktor
9 hours ago
1
$begingroup$
@Viktor there is the EM algorithm if you use parametric survival.
$endgroup$
– AdamO
9 hours ago
add a comment |
$begingroup$
When the time variable indicates the event has happened exactly at that time, the dyad of time and event yes/no is called a survival observation. Censoring occurs when a subject is not under observation for a period of time when they are at risk for the event: if the event happened you wouldn't know. For cases like death or non-recurrent events, you cannot have left or interval censored data, because the subject is never at risk for death again.
Censored data can be included in a survival analysis using a parametric or Cox proportional hazards model. In the Cox model, a semiparametric likelihood is used. One inspects only the distribution of people at risk at any event time. This set is called a risk set. If 1 person dies at time 10, everyone who is alive at time 10 comprises the risk set for that time. Censored observations are merely omitted from risk sets.
It is a different thing to say that a subject enters a study or re-enters a study at a point in time and you know that the event has happened exactly once (assuming no reoccurrence of event). This is missing survival data.
You can use typical methods of missing data, like trying to impute the event time. You can also discretize the intervals which leads to a logistic regression model with an offset for the log of time under observation and a 0/1 response for whether the event occurred.
answered 10 hours ago
AdamOAdamO
33.7k263140
$endgroup$
When the time variable indicates the event has happened exactly at that time, the dyad of time and event yes/no is called a survival observation. Censoring occurs when a subject is not under observation for a period of time when they are at risk for the event: if the event happened you wouldn't know. For cases like death or non-recurrent events, you cannot have left or interval censored data, because the subject is never at risk for death again.
Censored data can be included in a survival analysis using a parametric or Cox proportional hazards model. In the Cox model, a semiparametric likelihood is used. One inspects only the distribution of people at risk at any event time. This set is called a risk set. If 1 person dies at time 10, everyone who is alive at time 10 comprises the risk set for that time. Censored observations are merely omitted from risk sets.
It is a different thing to say that a subject enters a study or re-enters a study at a point in time and you know that the event has happened exactly once (assuming no reoccurrence of event). This is missing survival data.
You can use typical methods of missing data, like trying to impute the event time. You can also discretize the intervals which leads to a logistic regression model with an offset for the log of time under observation and a 0/1 response for whether the event occurred.
answered 10 hours ago
AdamOAdamO
33.7k263140
answered 10 hours ago
AdamOAdamO
33.7k263140
answered 10 hours ago
AdamOAdamO
33.7k263140
answered 10 hours ago
AdamOAdamO
33.7k263140
33.7k263140
$begingroup$
Ok, I have the case of missing survival data. The event may happen only once for a subject. The problem is that all the time data is missing. Are there methods other than imputation to treat such data? May be some likelihood approach?
$endgroup$
– Viktor
9 hours ago
1
$begingroup$
@Viktor there is the EM algorithm if you use parametric survival.
$endgroup$
– AdamO
9 hours ago
add a comment |
$begingroup$
Ok, I have the case of missing survival data. The event may happen only once for a subject. The problem is that all the time data is missing. Are there methods other than imputation to treat such data? May be some likelihood approach?
$endgroup$
– Viktor
9 hours ago
1
$begingroup$
@Viktor there is the EM algorithm if you use parametric survival.
$endgroup$
– AdamO
9 hours ago
$begingroup$
Ok, I have the case of missing survival data. The event may happen only once for a subject. The problem is that all the time data is missing. Are there methods other than imputation to treat such data? May be some likelihood approach?
$endgroup$
– Viktor
9 hours ago
$begingroup$
Ok, I have the case of missing survival data. The event may happen only once for a subject. The problem is that all the time data is missing. Are there methods other than imputation to treat such data? May be some likelihood approach?
$endgroup$
– Viktor
9 hours ago
1
1
$begingroup$
@Viktor there is the EM algorithm if you use parametric survival.
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– AdamO
9 hours ago
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@Viktor there is the EM algorithm if you use parametric survival.
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– AdamO
9 hours ago
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@AdamO that would seem to be the answer (i.e. that the poster has interval censored survival data), and perhaps you should post it as such.
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– Weiwen Ng
11 hours ago