Imputation using the singular value decomposition: Variants of existing methods, proposed and assessed

Sergio Arciniegas-Alarcón, Marisol García-Peña, Wojtek Janusz Krzanowski

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

Abstract

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.

Original languageEnglish
Pages (from-to)1681-1696
Number of pages16
JournalInternational Journal of Innovative Computing, Information and Control
Volume16
Issue number5
DOIs
StatePublished - Oct 2020

Keywords

  • Imputation
  • Iterative computational scheme
  • Missing values
  • Singular value decomposition
  • Uncertainty

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