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We provide guidance on multiple imputation of missing at random treatments in observational studies. Specifically, analysts should account for both covariates and outcomes, i.e., not just use propensity scores, when imputing the missing…

Methodology · Statistics 2025-01-23 Joseph Feldman , Jerome P. Reiter

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)…

Statistics Theory · Mathematics 2021-06-17 Eduardo Pavez , Antonio Ortega

Marginal imputation, which consists of imputing each item requiring imputation separately, is often used in surveys. This type of imputation procedures leads to asymptotically unbiased estimators of simple parameters such as population…

Methodology · Statistics 2015-11-04 Hélène Chaput , Guillaume Chauvet , David Haziza , Laurianne Salembier , Julie Solard

When data are missing due to at most one cause from some time to next time, we can make sampling distribution inferences about the parameter of the data by modeling the missing-data mechanism correctly. Proverbially, in case its mechanism…

Methodology · Statistics 2014-07-21 Kosuke Morikawa , Yutaka Kano

We consider the problem of quantitatively evaluating missing value imputation algorithms. Given a dataset with missing values and a choice of several imputation algorithms to fill them in, there is currently no principled way to rank the…

Machine Learning · Computer Science 2013-11-12 Vinod Nair , Rahul Kidambi , Sundararajan Sellamanickam , S. Sathiya Keerthi , Johannes Gehrke , Vijay Narayanan

Economists are blessed with a wealth of data for analysis, but more often than not, values in some entries of the data matrix are missing. Various methods have been proposed to handle missing observations in a few variables. We exploit the…

Econometrics · Economics 2022-02-02 Ercument Cahan , Jushan Bai , Serena Ng

Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…

Consider a setting with multiple units (e.g., individuals, cohorts, geographic locations) and outcomes (e.g., treatments, times, items), where the goal is to learn a multivariate distribution for each unit-outcome entry, such as the…

Machine Learning · Statistics 2025-10-21 Kyuseong Choi , Jacob Feitelberg , Caleb Chin , Anish Agarwal , Raaz Dwivedi

Missing values are common in many real-life datasets. However, most of the current machine learning methods can not handle missing values. This means that they should be imputed beforehand. Gaussian Processes (GPs) are non-parametric models…

Covariate adjustment can improve precision in analyzing randomized experiments. With fully observed data, regression adjustment and propensity score weighting are asymptotically equivalent in improving efficiency over unadjusted analysis.…

Methodology · Statistics 2024-03-06 Anqi Zhao , Peng Ding , Fan Li

Multiple imputation (MI) has been widely applied to missing value problems in biomedical, social and econometric research, in order to avoid improper inference in the downstream data analysis. In the presence of high-dimensional data,…

Methodology · Statistics 2023-05-04 Zhiqi Bu , Zongyu Dai , Yiliang Zhang , Qi Long

In the context of multivariate nonparametric regression with missing covariates, we propose Pattern Embedded Neural Networks (PENNs), which can be applied in conjunction with any existing imputation technique. In addition to a neural…

Methodology · Statistics 2025-04-30 Tianyi Ma , Tengyao Wang , Richard J. Samworth

We present an approach for imputation of missing items in multivariate categorical data nested within households. The approach relies on a latent class model that (i) allows for household level and individual level variables, (ii) ensures…

Methodology · Statistics 2018-07-05 Olanrewaju Akande , Jerome Reiter , Andrés F. Barrientos

Missing value imputation is crucial for real-world data science workflows. Imputation is harder in the online setting, as it requires the imputation method itself to be able to evolve over time. For practical applications, imputation…

Machine Learning · Computer Science 2021-12-17 Yuxuan Zhao , Eric Landgrebe , Eliot Shekhtman , Madeleine Udell

The Ewens sampling formula is a distribution related to the random partition of a positive integer. In this study, we investigate the issue of non-existence solutions in parameter estimation under the distribution. As a result, the first…

Statistics Theory · Mathematics 2021-05-25 Masayo Y. Hirose , Shuhei Mano

Many data mining and data analysis techniques operate on dense matrices or complete tables of data. Real-world data sets, however, often contain unknown values. Even many classification algorithms that are designed to operate with missing…

Neural and Evolutionary Computing · Computer Science 2013-12-20 Michael S. Gashler , Michael R. Smith , Richard Morris , Tony Martinez

We present a nonparametric Bayesian joint model for multivariate continuous and categorical variables, with the intention of developing a flexible engine for multiple imputation of missing values. The model fuses Dirichlet process mixtures…

Applications · Statistics 2015-10-14 Jared S. Murray , Jerome P. Reiter

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…

Applications · Statistics 2013-02-20 Vincent Audigier , François Husson , Julie Josse

Multiple imputation (MI) has become one of the main procedures used to treat missing data, but the guidelines from the methodological literature are not easily transferred to multilevel research. For models including random slopes, proper…

Methodology · Statistics 2016-06-30 Simon Grund , Oliver Lüdtke , Alexander Robitzsch

Inferring causal effects of a treatment, intervention or policy from observational data is central to many applications. However, state-of-the-art methods for causal inference seldom consider the possibility that covariates have missing…

Methodology · Statistics 2020-02-26 Imke Mayer , Julie Josse , Félix Raimundo , Jean-Philippe Vert
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