A comparison study of nonparametric imputation methods

A comparison study of nonparametric imputation methods
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非参数插补方法的比较研究

DOI:
10.1007/s11222-010-9223-y
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发表时间:
2012
影响因子:
2.2
通讯作者:
Cheng, Philip E.
Cheng, Philip E.
中科院分区:
数学2区
文献类型:
--
作者:
Ning, Jianhui;Cheng, Philip E.

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当观测值相对于协变量随机缺失时,考虑对响应变量总体平均值的估计。两种常见的输入缺失值的方法是非参数回归加权方法和Horvitz-Thompson(HT)逆加权方法。回归方法包括核回归插值法和最近邻插值法。该方法采用逆核估计权重,包括基本估计器、比率估计器和逆核加权残差估计器。在回归函数和缺失模式函数的标准正则性条件下,得到了最近邻估计的渐近正态,并与核回归估计进行了比较。一项全面的模拟研究表明,基本的HT估计器对缺失数据模式的不连续性最敏感,而最近邻估计器可以对相对于协变量分布不平衡的缺失数据模式不敏感。实证研究表明,在这些估计有限种群均值和对虹膜花数据进行物种分类的方法中,最近邻插入法是最有效的。
Consider estimation of a population mean of a response variable when the observations are missing at random with respect to the covariate. Two common approaches to imputing the missing values are the nonparametric regression weighting method and the Horvitz-Thompson (HT) inverse weighting approach. The regression approach includes the kernel regression imputation and the nearest neighbor imputation. The HT approach, employing inverse kernel-estimated weights, includes the basic estimator, the ratio estimator and the estimator using inverse kernel-weighted residuals. Asymptotic normality of the nearest neighbor imputation estimators is derived and compared to kernel regression imputation estimator under standard regularity conditions of the regression function and the missing pattern function. Aácomprehensive simulation study shows that the basic HT estimator is most sensitive to discontinuity in the missing data patterns, and the nearest neighbors estimators can be insensitive to missing data patterns unbalanced with respect to the distribution of the covariate. Empirical studies show that the nearest neighbor imputation method is most effective among these imputation methods for estimating a finite population mean and for classifying the species of the iris flower data.
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