The R Journal: article published in 2021, volume 13:1

The R Package smicd: Statistical Methods for Interval-Censored Data PDF download
Paul Walter , The R Journal (2021) 13:1, pages 396-412.

Abstract The package allows the use of two new statistical methods for the analysis of interval censored data: 1) direct estimation/prediction of statistical indicators and 2) linear (mixed) regression analysis. Direct estimation of statistical indicators, for instance, poverty and inequality indicators, is facilitated by a non parametric kernel density algorithm. The algorithm is able to account for weights in the estimation of statistical indicators. The standard errors of the statistical indicators are estimated with a non parametric bootstrap. Furthermore, the package offers statistical methods for the estimation of linear and linear mixed regression models with an interval-censored dependent variable, particularly random slope and random intercept models. Parameter estimates are obtained through a stochastic expectation-maximization algorithm. Standard errors are estimated using a non parametric bootstrap in the linear regression model and by a parametric bootstrap in the linear mixed regression model. To handle departures from the model assumptions, fixed (logarithmic) and data-driven (Box-Cox) transformations are incorporated into the algorithm.

Received: 2020-07-23; online 2021-06-08
CRAN packages: actuar, fitdistrplus, smicd, stats, MASS, survival, lme4, nlme, ordinal, laeken, mlmRev
CRAN Task Views implied by cited CRAN packages: Econometrics, Psychometrics, SocialSciences, Distributions, Environmetrics, OfficialStatistics, Finance, SpatioTemporal, Survival, ChemPhys, ClinicalTrials, Multivariate, NumericalMathematics, Robust, Spatial, TeachingStatistics

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This article is licensed under a Creative Commons Attribution 4.0 International license.

  author = {Paul Walter},
  title = {{The R Package smicd: Statistical Methods for Interval-
          Censored Data}},
  year = {2021},
  journal = {{The R Journal}},
  doi = {10.32614/RJ-2021-045},
  url = {},
  pages = {396--412},
  volume = {13},
  number = {1}