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Incremental Tree-Based Missing Data Imputation with Lexicographic Ordering
Authors:Claudio Conversano  Roberta Siciliano
Affiliation:1.Department of Economics,University of Cagliari,Cagliari,Italy;2.Department of Mathematics and Statistics,University of Naples Federico II,Naples,Italy
Abstract:In the framework of incomplete data analysis, this paper provides a nonparametric approach to missing data imputation based on Information Retrieval. In particular, an incremental procedure based on the iterative use of tree-based method is proposed and a suitable Incremental Imputation Algorithm is introduced. The key idea is to define a lexicographic ordering of cases and variables so that conditional mean imputation via binary trees can be performed incrementally. A simulation study and real data applications are carried out to describe the advantages and the performance with respect to standard approaches.
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