A new multiple imputation method for bounded missing values

被引：5
|
作者：
Kwon, Tae Yeon [1 ]
Park, Yousung [2 ]
机构：
[1] Korea Univ, Inst Econ Res, Seoul, South Korea
[2] Korea Univ, Dept Stat, Seoul, South Korea
来源：
STATISTICS & PROBABILITY LETTERS | 2015年 / 107卷
关键词：
Multiple imputation; Boundary condition; Hot-deck; Proportioned residuals; Boundary information matching;
D O I：
10.1016/j.spl.2015.08.028
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A proportioned residual draw method is introduced to impute bounded missing values. It is shown that this new regression-based imputation method is least biased and robust for heavy-tailed and skewed error distributions, regardless of number of boundaries and missing mechanisms. (C) 2015 Elsevier B.V. All rights reserved.
引用
收藏
页码：204 / 209
页数：6
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