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arXiv 1301.4797stat.AP
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混合数据缺失值填补的主成分方法

A principal components method to impute missing values for mixed data

Vincent Audigier, François Husson, Julie Josse

摘要:

本文提出了一种新的方法来填补混合数据集的缺失值。它基于主成分方法,即混合数据的因子分析,该方法平衡了所有连续和分类变量在变异性维度构建中的影响。由于插补使用主轴和主成分,因此缺失值的预测基于个体之间的相似性和变量之间的关系。通过模拟研究和真实数据集评估插补的质量。该方法与最近的一种基于随机森林的方法(Stekhoven和Bühlmann,2011)进行了比较,并显示出更好的性能,特别是对于分类变量的插补和连续变量之间存在高度线性关系时。

英文摘要:

We propose a new method to impute missing values in mixed datasets. It is based on a principal components method, the factorial analysis for mixed data, which balances the influence of all the variables that are continuous and categorical in the construction of the dimensions of variability. Because the imputation uses the principal axes and components, the prediction of the missing values are based on the similarity between individuals and on the relationships between variables. The quality of the imputation is assessed through a simulation study and real datasets. The method is compared to a recent method (Stekhoven and Bühlmann, 2011) based on random forests and shows better performances especially for the imputation of categorical variables and when there are highly linear relationships between continuous variables.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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