Open Access Open Access  Restricted Access Subscription or Fee Access

Missing Data Imputation in a t -Distribution with Known Degrees of Freedom Via Expectation Maximization Algorithm and Its Stochastic Variants

P.K. Kinyanjui, C.L. Tamba, J.O. Okenye

Abstract



During the data collection process, the field personnel encounters some inevitable challenges, making it difficult to gather all the required information. Since most of the statistical tools assume complete data, a data analyst is prompted to pre-treat the data before analyzing it. Model-based imputation techniques are widely used because they utilize all the collected information and preserve the original distribution of the data. In this paper, missing data imputation in multivariate t-distribution with known degrees of freedom using expectation maximization (EM), Stochastic EM (SEM) and Monte Carlo EM (MCEM) algorithms is considered. The method of mean square error (MSE) is used to compare the imputation efficiencies of the three procedures. In this study, the SEM technique yields the most efficient imputations when compared to EM and MCEM methods. Throughout all the iterations, SEM explores a wide log-likelihood region, thereby enabling it to avoid local maximal traps and converge at the most optimal points possible. Further, the efficiency of the three methods improves with higher correlation coefficients between variables.

Keywords


expectation maximization (EM), stochastic EM, Monte Carlo EM, missing values, imputation

Full Text:

PDF


Disclaimer/Regarding indexing issue:

We have provided the online access of all issues and papers to the indexing agencies (as given on journal web site). It’s depend on indexing agencies when, how and what manner they can index or not. Hence, we like to inform that on the basis of earlier indexing, we can’t predict the today or future indexing policy of third party (i.e. indexing agencies) as they have right to discontinue any journal at any time without prior information to the journal. So, please neither sends any question nor expects any answer from us on the behalf of third party i.e. indexing agencies.Hence, we will not issue any certificate or letter for indexing issue. Our role is just to provide the online access to them. So we do properly this and one can visit indexing agencies website to get the authentic information.