A new multiple imputation method for bounded missing values

Tae Yeon Kwon and Yousung Park

Statistics & Probability Letters, 2015, vol. 107, issue C, 204-209

Abstract: 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.

Keywords: Multiple imputation; Boundary condition; Hot-deck; Proportioned residuals; Boundary information matching (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2015.08.028

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