Nonidentifiability in the presence of factorization for truncated data.

ABSTRACT

A time to event, [Formula see text], is left-truncated by [Formula see text] if [Formula see text] can be observed only if [Formula see text]. This often results in oversampling of large values of [Formula see text], and necessitates adjustment of estimation procedures to avoid bias. Simple risk-set adjustments can be made to standard risk-set-based estimators to accommodate left truncation when [Formula see text] and [Formula see text] are quasi-independent. We derive a weaker factorization condition for the conditional distribution of [Formula see text] given [Formula see text] in the observable region that permits risk-set adjustment for estimation of the distribution of [Formula see text], but not of the distribution of [Formula see text]. Quasi-independence results when the analogous factorization condition for [Formula see text] given [Formula see text] holds also, in which case the distributions of [Formula see text] and [Formula see text] are easily estimated. While we can test for factorization, if the test does not reject, we cannot identify which factorization condition holds, or whether quasi-independence holds. Hence we require an unverifiable assumption in order to estimate the distribution of [Formula see text] or [Formula see text] based on truncated data. This contrasts with the common understanding that truncation is different from censoring in requiring no unverifiable assumptions for estimation. We illustrate these concepts through a simulation of left-truncated and right-censored data.