Related papers: Correlation visualization under missing values: a …
Advancements in data collection techniques and the heterogeneity of data resources can yield high percentages of missing observations on variables, such as block-wise missing data. Under missing-data scenarios, traditional methods such as…
Observational studies of treatment effects require adjustment for confounding variables. However, causal inference methods typically cannot deliver perfect adjustment on all measured baseline variables, and there is often ambiguity about…
Missing data theory deals with the statistical methods in the occurrence of missing data. Missing data occurs when some values are not stored or observed for variables of interest. However, most of the statistical theory assumes that data…
We propose a new method to impute missing values in mixed datasets. It is based on a principal components method, the factorial analysis for mixed data, which balances the influence of all the variables that are continuous and categorical…
Multiple linear regression is a basic statistical tool, yielding a prediction formula with the input variables, slopes, and an intercept. But is it really easy to see which terms have the largest effect, or to explain why the prediction of…
Data assimilation involves estimating the state of a system by combining observations from various sources with a background estimate of the state. The weights given to the observations and background state depend on their specified error…
In some multivariate problems with missing data, pairs of variables exist that are never observed together. For example, some modern biological tools can produce data of this form. As a result of this structure, the covariance matrix is…
Estimation of the covariance matrix of asset returns is crucial to portfolio construction. As suggested by economic theories, the correlation structure among assets differs between emerging markets and developed countries. It is therefore…
Imputing missing values is an important preprocessing step in data analysis, but the literature offers little guidance on how to choose between different imputation models. This letter suggests adopting the imputation model that generates a…
This research deals with the estimation and imputation of missing data in longitudinal models with a Poisson response variable inflated with zeros. A methodology is proposed that is based on the use of maximum likelihood, assuming that data…
Machine learning often needs to model density from a multidimensional data sample, including correlations between coordinates. Additionally, we often have missing data case: that data points can miss values for some of coordinates. This…
Distance covariance is a widely used statistical methodology for testing the dependency between two groups of variables. Despite the appealing properties of consistency and superior testing power, the testing results of distance covariance…
This paper proposes an imputation procedure that uses the factors estimated from a tall block along with the re-rotated loadings estimated from a wide block to impute missing values in a panel of data. Assuming that a strong factor…
In this paper we study covariance estimation with missing data. We consider missing data mechanisms that can be independent of the data, or have a time varying dependency. Additionally, observed variables may have arbitrary (non uniform)…
Scatter plots are widely recognized as fundamental tools for illustrating the relationship between two numerical variables. Despite this, based on solid theoretical foundations, scatter plots generated from pairs of continuous random…
Scatter plots carry an implicit if subtle message about causality. Whether we look at functions of one variable in pure mathematics, plots of experimental measurements as a function of the experimental conditions, or scatter plots of…
Pattern-mixture models provide a transparent approach for handling missing data, where the full-data distribution is factorized in a way that explicitly shows the parts that can be estimated from observed data alone, and the parts that…
This paper develops the inferential theory for latent factor models estimated from large dimensional panel data with missing observations. We propose an easy-to-use all-purpose estimator for a latent factor model by applying principal…
Sensitivity analysis is an important tool used in many domains of computational science to either gain insight into the mathematical model and interaction of its parameters or study the uncertainty propagation through the input-output…
Predictive mean matching (PMM) is a popular imputation strategy that imputes missing values by borrowing observed values from other cases with similar expectations. We show that, unlike other imputation strategies, PMM is not guaranteed to…