Multivariate Data Imputation using Trees

María Jesús Bárcena Ruiz and Fernando Jorge Tusell Palmer
Authors registered in the RePEc Author Service: Fernando TUSELL-PALMER

No 1134-8984, BILTOKI from Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística)

Abstract: We address the problem of completing two files with records containing a fully observed common subset of variables. The tecnique investigated involves the use of regression and/or classification trees. An extension of current methodology (the intersection-seeking or "forest-climbing" algorithm) is proposed to deal with multivariate response variables. The method is demonstrated and shown to be feasible and have some desirable properties.

Keywords: file completion; data imputation; regression trees (search for similar items in EconPapers)
Date: 2002
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Dpto. de Econometría y Estadística, Facultad de CC. Económicas y Empresariales, Universidad del País Vasco, Avda. Lehendakari Aguirre 83, 48015 Bilbao, Spain

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