MISSING-VALUES ADJUSTMENT FOR MIXED-TYPE DATA

Agostino Tarsitano () and Marianna Falcone ()
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Marianna Falcone: Dipartimento di Economia e Statistica, Università della Calabria

No 201015, Working Papers from Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF

Abstract: In this paper we propose a new method of single imputation, reconstruction, and estimation of non-reported, incorrect or excluded values both in the target and in the auxiliary variables where the first is on ratio or interval scale and the last are heterogeneous in measurement scale. Our technique is a variation of the popular nearest neighbor hot deck imputation (NNHDI) where "nearest" is defined in terms of a global distance obtained as a convex combination of the partial distance matrices computed for the various types of variables. In particular, we address the problem of proper weighting the partial distance matrices in order to reflect their significance, reliability and statistical adequacy. Performance of several weighting schemes is compared under a variety of settings in coordination with imputation of the least power mean. We have demonstrated, through analysis of simulated and actual data sets, the appropriateness of this approach. Our main contribution has been to show that mixed data may optimally be combined to allow accurate reconstruction of missing values in the target variable even in the absence of some data in the other fields of the record.

Keywords: hot-deck imputation; nearest neighbor; general distance coefficient; least power mean (search for similar items in EconPapers)
JEL-codes: C13 C63 C83 (search for similar items in EconPapers)
Pages: 38 pages
Date: 2010-08
New Economics Papers: this item is included in nep-ecm
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Published in Journal of Probability and Statistics, Volume 2011 (2011), Article ID 290380, 20 pages

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http://www.hindawi.com/journals/jps/2011/290380/ First version, 2010-08 (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:clb:wpaper:201015

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