Regression with censored input data

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Hi all,

I have a situation where my response variable but also one of the independent variables are censored. I’ve found a lot online on the topic of a censored response variable but not much on the case of censored input variables. Is it safe to just remove the data points for which the value of the independent variable is censored? Or are there better ways to deal with this?

I’ve been using the censored function in bambi also on the independent variable and I can fit the model but I don’t know if the output is meaningful (probably not?). I’m also wondering about truncated input data. If anyone can point me to some online ressources on this topic that would be helpful, too.

Thanks!

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I have not thought about this previously. But I do know it’s not possible to handle your situation (at least straightforwardly) with Bambi.

All models you create with Bambi assume covariates are fixed. However, if one of those is censored, I think you will need to model it as random, assigning a proper probability distribution. According to Benjamin Trueman: Regression models with censored predictors, treating the censored values as a missing data problem with the relevant lower or upper bound is a valid approach to your problem. If that is the case, PyMC should have you covered.

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Okay, thanks a lot!

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