Profile Likelihood Estimation of the Correlation Coefficient in the Presence of Left, Right or Interval Censoring and Missing Data Article Swipe
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· 2019
· Open Access
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· DOI: https://doi.org/10.32614/rj-2018-040
· OA: W2897553709
We discuss implementation of a profile likelihood method for estimating a Pearson correlation coefficient from bivariate data with censoring and/or missing values.The method is implemented in an R package clikcorr which calculates maximum likelihood estimates of the correlation coefficient when the data are modeled with either a Gaussian or a Student t-distribution, in the presence of left, right, or interval censored and/or missing data.The R package includes functions for conducting inference and also provides graphical functions for visualizing the censored data scatter plot and profile log likelihood function.The performance of clikcorr in a variety of circumstances is evaluated through extensive simulation studies.We illustrate the package using two dioxin exposure datasets.