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.
Informative censoring Created 2026-10-06 Updated 2026-10-25
Informative censoring occurs when censoring carries information about the future event time beyond the variables conditioned on in the analysis. It can invalidate ordinary Kaplan–Meier estimator and survival-model residual interpretations.
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.
For the population identity, write , , and . Assume independent censoring, with . Then
while the Tonelli theorem and the cumulative hazard function give
This is mean accumulated hazard under independent censoring, proving . For the fitted martingale residual ,
Hence its expectation is approximately zero when the fitted hazard error at the observed time is small in mean. This spells out the required sense of a good estimate; pointwise consistency alone does not control a divergent tail. In particular, a Kaplan–Meier estimator with zero final survival gives infinite transformed times there and cannot supply finite residuals without a tail restriction. Neither exact finite-sample zero mean nor validity under informative censoring is being assumed.
To check an omitted explanatory variable , plot the martingale residuals against or compare groupwise mean residuals, using a smooth trend or appropriate uncertainty intervals. Under a correct conditional survival model and conditionally independent censoring, should be approximately zero. A systematic positive trend indicates more observed failures than the fitted accumulated hazard predicts; a negative trend indicates fewer. Such patterns suggest adding , a nonlinear term or an interaction and reassessing the fit. The bounded-above, often long negative tail of martingale residuals means that the diagnostic is a mean-pattern check, not a requirement for symmetric Gaussian residuals.
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 is
Censored 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 gives
Treating all durations as failures instead gives
Relabelling 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 . Since
it 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.
Choose a common endpoint for the eight-month analysis and ascertain every student's status through that endpoint. With a complete event register, record each departure at its event time and right-censor every remaining student at the same administrative cutoff. Otherwise obtain a confirmation for all students at the cutoff, not just the most recent quarterly list, and verify intervening departure dates consistently.
A second coherent design is to analyse only up to the last common verified quarterly date, postponing a longer analysis until a further complete follow-up round is available. Extra event reports after that date cannot be combined with earlier censoring of all nonfailures as though the resulting risk set were independently censored. Genuine losses to follow-up should be recorded separately and their possible informative censoring assessed. Use a common observation rule for failures and nonfailures, independent of their subsequent outcome.
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.
Assume independent individuals and independent censoring: conditional on any modelled covariates, the censoring mechanism gives no additional information about the latent event time and has no parameter shared with its survival distribution. An observed event at contributes the probability density function . A right-censored observation contributes the survivor function , since it establishes only .
More formally, let be an independent censoring time with density and survivor function . The observed pair , has a parameter-dependent factor if and if . The factors involving only the censoring distribution can be omitted from the event-time likelihood. Thus
Using also gives the useful survival likelihood form
Every individual therefore contributes survival exposure, whether or not an event is observed. These formulas do not justify ignoring informative censoring; that situation requires a model for the observation mechanism as well.
A standard sufficient non-informative censoring assumption is independent censoring: and are independent, or conditionally independent given the covariates used in the analysis. Their distributions need not be equal, have the same shape, or have proportional hazards. In a likelihood analysis the censoring distribution should also carry no information about the survival parameters being estimated, allowing its factor to be omitted. In the more general risk-set formulation, the censoring history must not alter the subsequent failure hazard conditional on the observed history used by the model. Informative censoring can arise if worsening unrecorded health causes withdrawal.
The command cox.zph checks the proportional hazards assumption test through time dependence of scaled Schoenfeld residuals. Under constant coefficients, their expected trend against transformed event time should be flat. A significant covariate-specific test would suggest that its coefficient varies with time; the global test checks the coefficients jointly.
The p-values are for age, for gender and for group, with global . Thus these tests find no evidence against proportional hazards. They do not prove the assumption, establish the correct age functional form, or test the censoring mechanism.
The separate diagnostic plot targets the broader fitted survival distribution. The code evaluates a fitted cumulative hazard function at each observed time and multiplies by the subject's fitted hazard multiplier, forming Cox–Snell residuals:
The curve returned without newdata by survfit is a reference-profile curve, not necessarily the all-zero-covariate baseline. The multiplier must use the same centering as that reference curve; the fitted linear predictors use the model's reference convention. With this consistency, times the multiplier is the fitted subject-specific cumulative hazard.
Part (a) shows why complete transformed event times should be approximately unit exponential if the Cox proportional-hazards model is correct. The Q–Q plot compares ordered fitted residuals with an independent random exponential sample. Most points are near the diagonal, with some upper-tail departures, so it gives no obvious indication of a gross distributional failure. A random reference sample adds simulation noise, and estimated parameters and tied recorded times prevent this from being an exact distribution-free test.
Importantly, four observed times are censored. Their transformed times retain the censoring indicators and are not complete exponential observations. Simply plotting all residuals as uncensored therefore gives only a rough visual check. A more appropriate Cox–Snell residual survival diagnostic fits a Kaplan–Meier estimator or Nelson–Aalen estimator to , retains the censoring flags, and checks whether the estimated cumulative hazard is close to , equivalently whether estimated survival is close to . Taken together, the supplied checks are broadly compatible with the fitted model, while none resolves potentially informative censoring from giving up.
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.