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

页码：204 / 209

页数：6

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