The Additive Model with Missing Values in the Independent Variable - Theory and Simulation

Nittner, T. (2002): The Additive Model with Missing Values in the Independent Variable - Theory and Simulation. Collaborative Research Center 386, Discussion Paper 272

Abstract

After a short introduction of the model, the missing mechanism and the method of inference some imputation procedures are introduced with special focus on the simulation experiment. Within this experiment, the simple additive model y = f(x) + e is assumed to have missing values in the independent variable according to MCAR. Besides the well-known complete case analysis, mean imputation plus random noise, a single imputation and two ways of nearest neighbor imputation are used. These methods are compared within a simulation experiment based on the average mean square error, variances and biases of \hat{f}(x) at the knots.

• Item Type: Paper (Research Paper)
• Collections: Mathematics, Computer Science and Statistics > Statistics > Collaborative Research Center 386; Special Research Fields > Special Research Field 386
• Subjects: 500 Science > 510 Mathematics