Imputation techniques in regression analysis: looking closely at their implementation

作者: A.L. Bello

DOI: 10.1016/0167-9473(94)00024-D

关键词:

摘要: A problem which frequently arises in regression analysis is the presence of missing values on explanatory variables. Imputation a time-honoured approach to tackling it, since graphical exploration properties statistical model requires complete data matrix. This article examines performance five imputation techniques two used implementation procedures. Specifically, imputed based both response and variables (type I) are contrasted with those only II). Monte Carlo results indicate that type I procedure may give spurious impression high precision especially as proportion increases. But II, overestimation residual mean square error arise. Several matrices correlation coefficients an illustrative real example given.

参考文章(17)
Roderick JA Little, None, Robust Estimation of the Mean and Covariance Matrix from Data with Missing Values Journal of The Royal Statistical Society Series C-applied Statistics. ,vol. 37, pp. 23- 38 ,(1988) , 10.2307/2347491
James H. Goodnight, A Tutorial on the SWEEP Operator The American Statistician. ,vol. 33, pp. 149- 158 ,(1979) , 10.1080/00031305.1979.10482685
Abdul Lateef Bello, Choosing among imputation techniques for incomplete multivariate data: a simulation study Communications in Statistics-theory and Methods. ,vol. 22, pp. 853- 877 ,(1993) , 10.1080/03610929308831061
Jae-On Kim, James Curry, The Treatment of Missing Data in Multivariate Analysis Sociological Methods & Research. ,vol. 6, pp. 215- 240 ,(1977) , 10.1177/004912417700600206
A. A. Afifi, R. M. Elashoff, Missing Observations in Multivariate Statistics I. Review of the Literature Journal of the American Statistical Association. ,vol. 61, pp. 595- 604 ,(1966) , 10.1080/01621459.1966.10480891
Linda S. Chan, Olive Jean Dunn, The Treatment of Missing Values in Discriminant Analysis—I. The Sampling Experiment Journal of the American Statistical Association. ,vol. 67, pp. 473- 477 ,(1972) , 10.1080/01621459.1972.10482414
Roderick JA Little, Donald B Rubin, None, Statistical Analysis with Missing Data ,(1987)
John R. Huseby, Neil C. Schwertman, John. Van Ryzin, Computation of the mean vector and dispersion matrix for incomplete multivariate data Communications in Statistics - Simulation and Computation. ,vol. 9, pp. 301- 309 ,(1980) , 10.1080/03610918008812155
James S. Hodges, A. C. Atkinson, Plots, transformations, and regression : an introduction to graphical methods of diagnostic regression analysis Journal of the American Statistical Association. ,vol. 82, pp. 689- ,(1987) , 10.2307/2289498