Statistical classification with missing covariates
AbstractSome results related to statistical classification in the presence of missing covariates are presented. We derive representations for the best (Bayes) classifier when some of the covariates can be missing; this is done without imposing any assumptions on the underlying missing probability mechanism. Furthermore, without assuming any missingness-at-random type of conditions, we also construct Bayes consistent classifiers that do not require any imputation-based techniques. Both parametric and non-parametric situations are considered but the emphasis is on the latter. In addition to simple missingness patterns, we also consider the full "Swiss cheese" model, where the missing covariates can be anywhere. Both mechanics and the theoretical validity of our results are discussed. Copyright 2007 Royal Statistical Society.
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Bibliographic InfoArticle provided by Royal Statistical Society in its journal Journal of the Royal Statistical Society: Series B (Statistical Methodology).
Volume (Year): 69 (2007)
Issue (Month): 5 ()
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- Majid Mojirsheibani, 2012. "Some results on classifier selection with missing covariates," Metrika, Springer, vol. 75(4), pages 521-539, May.
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