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DATA MINING
Desktop Survival Guide by Graham Williams |
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Multiple imputation (MI) is a general purpose method for handling of
missing data. The basic idea is: Impute missing values using an
appropriate model that incorporates random variation; Do this
times (often 3-5 times) to obtain
datasets, all with no missing
values; Do the intended analysis on each of these datasets; Gert the
average values of the parameter estimates across the
samples to
have a single point estimate; Calculate standard errors by firstly
averaging the squared standard errors of the
estimates and
calculating the variance of the
parameter estimates across
samples, and then combine these in some way.
There are a number of R packages for imputation.