Independent censoring Created 2026-09-28 Updated 2026-10-14
A simple sufficient independent censoring assumption is that the potential observation-ending time and survival time are independent random variables. More generally, appropriate conditional independence given the covariates used in the analysis can suffice for analysis within those conditions. The requirement concerns the potential times, rather than independence of the observed duration and event indicator : those recorded quantities ordinarily depend on each other.
For an ordinary pooled Kaplan–Meier estimator, the observed risk set must represent the future event experience of everyone still event-free at each time. Conditional independence given a covariate does not alone justify ignoring that covariate in a pooled calculation. Also, there must be a positive probability of remaining observed through the horizons being estimated. If follow-up ends at a common closing time, it supplies no observations to identify the later survival function. Independent subjects with a common survival distribution and independent censoring form the basic model in Lu Tian's STAT331 notes, Unit 3, pages 1–4.
For example, subjects who stop attending because their condition is deteriorating can produce informative censoring. A predetermined common closing date can instead give administrative censoring, provided calendar entry and other relevant conditions do not select future survival times. The reason for stopping observation must be justified from study design and context; the recorded event indicators alone cannot verify independent censoring.
If a cohort is periodically confirmed event-free but exact event reports update only those who fail, censoring the remaining subjects at their last scheduled confirmation creates informative censoring. Between confirmations the nominal risk set retains future observed failures and removes nonfailures. An apparent final failure may therefore empty the recorded risk set even though other cohort members remain event-free. Use a common verified cutoff or a complete event register with a common administrative censoring date.
Past exam of the mathematics course of the University of Cambridge 2002 iii Paper 37 1 Solution Created 2026-10-03 Updated 2026-10-14
Let be an event time and a potential censoring time. Under independent censoring, observe and . For an exponential distribution of rate , an observed failure contributes to the survival likelihood, whereas a right-censored observation contributes . The censoring-law factors may be discarded when they are independent of . Thus, writing and for total observed person-time,For the unique maximum-likelihood estimate isCensored times belong in : they record time during which failure was not observed. With and , the likelihood decreases with , so the supremum is at the boundary ; there is no positive interior estimate. This is exponential-rate estimation from censored exposure.
Uninformative censoring means that the potential censoring time supplies no information about the latent failure time after conditioning on the modeled variables. A study ending at a fixed follow-up duration independent of prognosis is an example of administrative censoring. Informative censoring occurs, for example, when a seriously deteriorating patient withdraws because of that deterioration and the prognostic information is omitted from the model. Under informative censoring, those remaining in the risk set are selected by their future failure propensity, so the ordinary survival likelihood and its estimate need not target the true rate.
Using the reported durations and flags as though they were valid right-censored records givesTreating all durations as failures instead givesRelabelling has halved the event count without shortening any observed follow-up. The resulting estimate is therefore exactly half the complete-data estimate.
This is not a simulation of uninformative ordinary right-censoring. For a record declared censored at , ordinary right censoring requires ; the construction instead took to be the simulated failure time itself. Keeping a failure time and hiding only its flag does not produce the minimum of that time and an independent earlier censoring time. Even choosing labels at random does not fix this: independence of a flag from the recorded duration is different from independent censoring of a latent event time. Indeed the labelled durations still have mean one while the failure fraction is one half, so their ordinary censored estimate converges to , not the generating rate one. Thus it is not a valid uninformative censoring scheme for the intended failure distribution; strictly, it has not implemented ordinary right-censoring of those simulated failure times at all. One could reproduce the randomly labelled record distribution with independent latent event and censoring times both of rate , but that would be a different failure model, not the claimed rate-one model. Calling the flags random is therefore insufficient to justify the target distribution or its censored likelihood. This is the random relabelling is not independent right censoring issue.
A valid simulation draws independently and , and records . Sinceit gives independent censoring with the requested probability. Equivalently generate and from independent uniform random numbers. Another valid choice is fixed censoring at , since . These give a random censored fraction with expectation one half; they do not promise exactly 500 censored records. For the independent-exponential scheme, observed durations have rate two and mean one half, so correctly converges to one.
Past exam of the mathematics course of the University of Cambridge 2003 iii Paper 40 1 b i Solution Created 2026-10-03 Updated 2026-10-14
Write and for the right-censored survival time and observed-failure indicator. Since the exponential distribution is continuous, including or excluding equality at makes no difference. Using the tail-integral expression for an expectation,Consequently the expected integrated hazard at the observed endpoint satisfiesAdministrative censoring therefore stops both the accumulated exposure and the opportunity to record a failure.
Past exam of the mathematics course of the University of Cambridge 2003 iii Paper 40 1 b iv Solution Created 2026-10-03 Updated 2026-10-14
For independent individuals under fixed administrative censoring, an observed failure contributes the probability density function , while a censored observation contributes the survivor function . Hence the survival likelihood and log-likelihood areFor , the score function vanishes at , and . This is the unique maximum over :Thus maximum likelihood estimation agrees with the observed-exposure estimating equation. If there are no failures, the likelihood decreases with : its supremum is approached as , or attained at zero if that boundary is admitted.
Past exam of the mathematics course of the University of Cambridge 2004 iii Paper 38 1 Solution 2026-10-14
A censoring observation means an event time is not observed exactly: the information supplies a bound or interval instead. Under right censoring, one observes and the event indicator ; if , one knows only . Left censoring gives an upper bound, while interval censoring locates the event between two observations.
Uninformative censoring means that, conditional on the covariates used in the analysis, the censoring mechanism supplies no additional information about the event time. Independence within those covariate strata is a sufficient formulation: subjects remaining in the observed risk set have the same future hazard as the corresponding event-free population. A fixed study cutoff unrelated to prognosis is an example of administrative censoring.
Informative censoring occurs when that condition fails. For example, students at high risk of leaving may also become harder to contact before their departure is formally recorded; censoring at loss of contact selectively removes high-risk students. Ordinary Kaplan–Meier estimator and Nelson–Aalen estimator calculations then use an unrepresentative risk set. The distinction determines whether ordinary survival estimates can be interpreted as population survival. Merely knowing that an observation is censored does not establish independence.
Past exam of the mathematics course of the University of Cambridge 2008 iii Paper 46 4 b i Solution Created 2026-10-03 Updated 2026-10-14
Use time since enrolment, and assume the cohorts share a common survival distribution with independent administrative censoring. The PDF starts cohort A in 2006, not the corrupted 2000 date in the TeX aid. During the first follow-up year the pooled sample begins with 200 subjects and has deaths, with no earlier censoring. By part (a),At one year, the 69 remaining cohort-B subjects are administratively censored. Cohort A supplies 72 subjects at risk for the second follow-up year, with 24 deaths and 48 survivors. ThereforeThe given grouped totals suffice because there is no censoring inside either follow-up interval; no assumption about the ordering or ties of its deaths is needed.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 207 6 b Created 2026-10-03 Updated 2026-10-06
This is administrative censoring. Under the usual assumption that entry calendar time is independent of the subsequent event time, it is an example of independent censoring, not informative censoring: the planned study closure, rather than a patient's prognosis, determines the available follow-up. Uniform entry by itself does not prove that assumption; if entry date is associated with prognosis, independence must instead be justified conditionally on the relevant covariates. The calculations below use independence.