How can I perform a linear Regression including censored data using the Maximum Likelihood?
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Is there an already defined function to perform a linear regression including censored data using the Maximum Likelihood?
Assume that I have these vectors
X=[2.423 2.423 2.423 2.305 2.305 2.305 2.143 2.143 2.033 2.033 2.033 2.033 2.033 1.869 1.869]
Y=[4.623 4.845 4.898 5.029 5.274 5.310 5.730 5.776 5.903 6.032 6.699 6.716 6.732 6.699 6.716]
d=[0 0 0 0 0 0 0 0 0 0 1 1 1 1 1]
where the vector d describes the censoring (see mle command). Moreover, for a fixed value of X, Y follows a Normal distribution. How can I derive the curve related to the 0.05 percentile?
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