Coarsening at Random in General Sample Spaces and Random Censoring in Continuous Time

Abstract

Heitjan and Rubin proposed a concept, "coarsening at random," generalizing Rubin's theory of missing at random. Their analysis was done in discrete sample spaces. We propose a generalization to general sample spaces. Among Heitjan and Rubin's applications was right-censoring in survival analysis. We discuss the application of the generalized theory to various censoring patterns in continuous time and connect to the modern theory of random censoring.