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Article
Semiparametric fractional imputation using Gaussian mixture models for handling multivariate missing data
Journal of the American Statistical Association
  • Hejian Sang, Google Inc
  • Jae Kwang Kim, Iowa State University
  • Danhyang Lee, University of Alabama - Tuscaloosa
Document Type
Article
Publication Version
Submitted Manuscript
Publication Date
1-1-2020
DOI
10.1080/01621459.2020.1796358
Abstract

Item nonresponse is frequently encountered in practice. Ignoring missing data can lose efficiency and lead to misleading inference. Fractional imputation is a frequentist approach of imputation for handling missing data. However, the parametric fractional imputation of Kim (2011) may be subject to bias under model misspecification. In this paper, we propose a novel semiparametric fractional imputation method using Gaussian mixture models. The proposed method is computationally efficient and leads to robust estimation. The proposed method is further extended to incorporate the categorical auxiliary information. The asymptotic model consistency and √n- consistency of the semiparametric fractional imputation estimator are also established. Some simulation studies are presented to check the finite sample performance of the proposed method.

Comments

This is a manuscript of an article published as Sang, Hejian, Jae Kwang Kim, and Danhyang Lee. "Semiparametric fractional imputation using Gaussian mixture models for handling multivariate missing data." Journal of the American Statistical Association (2020). doi: 10.1080/01621459.2020.1796358. Posted with permission.

Copyright Owner
American Statistical Association
Language
en
File Format
application/pdf
Citation Information
Hejian Sang, Jae Kwang Kim and Danhyang Lee. "Semiparametric fractional imputation using Gaussian mixture models for handling multivariate missing data" Journal of the American Statistical Association (2020)
Available at: http://works.bepress.com/jae-kwang-kim/46/