TY - JOUR
T1 - Imputation using the singular value decomposition
T2 - Variants of existing methods, proposed and assessed
AU - Arciniegas-Alarcón, Sergio
AU - García-Peña, Marisol
AU - Krzanowski, Wojtek Janusz
N1 - Publisher Copyright:
© 2020, ICIC International.
PY - 2020/10
Y1 - 2020/10
N2 - Complete data matrices are required for some statistical analysis techniques, making imputation of missing data necessary in certain circumstances. The Krzanowski imputation system is based on singular value decomposition of a matrix and has no distri-butional or structural assumptions, but the system needs an imputation refining process through an iterative scheme. Two such iterative schemes already exist: expectation-maximization, Bro et al. and parity check, Arciniegas-Alarcón et al. The aim of this study is to present new variants of the basic method and to determine which iterative scheme produces the higher quality imputations. For this a simulation study was per-formed, and from incomplete matrices the quality of the imputations was assessed by estimating their uncertainty and by other criteria such as variance, bias and mean square error when a parameter of interest is considered. The best results were found using iter-ations with parity check and eliminating the singular values of the imputation equation.
AB - Complete data matrices are required for some statistical analysis techniques, making imputation of missing data necessary in certain circumstances. The Krzanowski imputation system is based on singular value decomposition of a matrix and has no distri-butional or structural assumptions, but the system needs an imputation refining process through an iterative scheme. Two such iterative schemes already exist: expectation-maximization, Bro et al. and parity check, Arciniegas-Alarcón et al. The aim of this study is to present new variants of the basic method and to determine which iterative scheme produces the higher quality imputations. For this a simulation study was per-formed, and from incomplete matrices the quality of the imputations was assessed by estimating their uncertainty and by other criteria such as variance, bias and mean square error when a parameter of interest is considered. The best results were found using iter-ations with parity check and eliminating the singular values of the imputation equation.
KW - Imputation
KW - Iterative computational scheme
KW - Missing values
KW - Singular value decomposition
KW - Uncertainty
UR - http://www.scopus.com/inward/record.url?scp=85093888198&partnerID=8YFLogxK
U2 - 10.24507/ijicic.16.05.1681
DO - 10.24507/ijicic.16.05.1681
M3 - Article
AN - SCOPUS:85093888198
SN - 1349-4198
VL - 16
SP - 1681
EP - 1696
JO - International Journal of Innovative Computing, Information and Control
JF - International Journal of Innovative Computing, Information and Control
IS - 5
ER -