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Treatments of Missing Data

A Monte Carlo Comparison of RBHDI, Iterative Stochastic Regression Imputation, and Expectation-Maximization

Bibliographic Data

ID23322374
AuthorsMichael Gold (0000-0002-9578-8413), Michael Steven Gold, Peter M Bentler (0000-0002-9440-721X)
Year2000
Volume7
Issue3
Pages319-355
Publication date2000-07-01
Peer ReviewedYes
Open AccessNo
TypeARTICLE
VenueStructural Equation Modeling: A Multidisciplinary Journal (JOURNAL)
Journal identifiersISSN: 1070-5511 • E-ISSN: 1532-8007
PublisherInforma UK Limited (PUBLISHER • GB)
DOI10.1207/s15328007sem0703_1
OpenAlexW2010949145
LanguageEN
Citations received90
References cited21

This article describes a Monte Carlo investigation of 4 methods for treating incomplete data. Data sets conforming to a single structured model, but varying in sample size, distributional characteristics, and proportion of data deleted, were randomly produced. Resemblance-based hot-deck imputation, iterated stochastic regression imputation, structured-model expectation-maximization, and saturated-model expectation-maximization were applied to these data sets, and these methods were then compared in terms of their ability to reconstruct the original data, the intact-data variances and covariances, and the population variances and covariances. The results favored the expectation-maximization methods, regardless of sample size, proportion of data missing, and distributional characteristics of the data. The results are discussed with respect to practical considerations in the choice of missing-data treatment, including the possibilities of model misspecification, convergence failure, and the need to make data available to other investigators.

Econometrics · Expectation–maximization algorithm · Imputation (statistics) · Iterated function · Mathematical optimization · Maximization · Maximum likelihood · Missing data · Monte Carlo method · Population · Regression · Sample size determination · Statistics · Computer Science · Mathematics · Statistical Methods and Bayesian Inference · Statistical Methods and Inference · Statistical Methods in Clinical Trials

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Unique citing works90
Citations per year3,6
Citation span2001 - 2026 (26)
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