Hi. I was wondering (hoping?) if anyone had come across a censored mutlinomial model? In particular, the issue is this:

For each timestep t, I have a vector y_t = (y^t_1,y^t_2,\ldots, y^t_K) where \sum\limits_{i=1}^K y^t_i = N_t. I know the individual y^t_i and N_t at each timestep. Furthermore, I also know that there are specific y^t_i that are censored. That is, the true value of \hat{y}^t_i >= y^t_i where the hat notation denotes “true.”

Has anyone ever encountered a model like this? Any hints would be most welcome!

Dan