Estimating dynamic signals from trial data with censored values
Dougherty, Darin D.
Eskandar, Emad N.
Widge, Alik S.
Eden, Uri T.
MetadataShow full item record
Citation (published version)Ali Yousefi, Darin D Dougherty, Emad N Eskandar, Alik S Widge, Uri T Eden. 2017. "Estimating Dynamic Signals From Trial Data With Censored Values.." Comput Psychiatr, Volume 1, pp. 58 - 81. https://doi.org/10.1162/CPSY_a_00003
Censored data occur commonly in trial-structured behavioral experiments and many other forms of longitudinal data. They can lead to severe bias and reduction of statistical power in subsequent analyses. Principled approaches for dealing with censored data, such as data imputation and methods based on the complete data's likelihood, work well for estimating fixed features of statistical models but have not been extended to dynamic measures, such as serial estimates of an underlying latent variable over time. Here we propose an approach to the censored-data problem for dynamic behavioral signals. We developed a state-space modeling framework with a censored observation process at the trial timescale. We then developed a filter algorithm to compute the posterior distribution of the state process using the available data. We showed that special cases of this framework can incorporate the three most common approaches to censored observations: ignoring trials with censored data, imputing the censored data values, or using the full information available in the data likelihood. Finally, we derived a computationally efficient approximate Gaussian filter that is similar in structure to a Kalman filter, but that efficiently accounts for censored data. We compared the performances of these methods in a simulation study and provide recommendations of approaches to use, based on the expected amount of censored data in an experiment. These new techniques can broadly be applied in many research domains in which censored data interfere with estimation, including survival analysis and other clinical trial applications.
RightsAttribution 4.0 International