Podstawy matematyczne technik imputacyjnych
Basic mathematical imputation techniques
Author(s): Jacek Wesołowski, Jakub TarczyńskiSubject(s): Economy
Published by: Główny Urząd Statystyczny
Keywords: imputation; multiple imputation; imputation estimator; Rubin estimator; mean imputation; hot-deck imputation; regression imputation
Summary/Abstract: The article presents the basics of imputation methodology (including the methodology of multiple imputation), focusing on understanding its mathematical background. We analyze the situation when observations in the original sample are independent random variables with identical distributions, and response or its lack is modeled by a random mechanism which is independent of observations. In particular, we point out to problems that arise when the standard Rubin estimate of the multiple imputation variance estimator is used. A possible improvement of this popular estimator is indicated. The starting point of the analysis is when the appearance of response deficiencies is caused by a deterministic mechanism.
Journal: Wiadomości Statystyczne. The Polish Statistician
- Issue Year: 61/2016
- Issue No: 09
- Page Range: 7-54
- Page Count: 48
- Language: Polish