IDEAS home Printed from https://ideas.repec.org/a/bla/stanee/v68y2014i1p61-90.html
   My bibliography  Save this article

Predictive mean matching imputation of semicontinuous variables

Author

Listed:
  • Gerko Vink
  • Laurence E. Frank
  • Jeroen Pannekoek
  • Stef Buuren

Abstract

type="main"> Multiple imputation methods properly account for the uncertainty of missing data. One of those methods for creating multiple imputations is predictive mean matching (PMM), a general purpose method. Little is known about the performance of PMM in imputing non-normal semicontinuous data (skewed data with a point mass at a certain value and otherwise continuously distributed). We investigate the performance of PMM as well as dedicated methods for imputing semicontinuous data by performing simulation studies under univariate and multivariate missingness mechanisms. We also investigate the performance on real-life datasets. We conclude that PMM performance is at least as good as the investigated dedicated methods for imputing semicontinuous data and, in contrast to other methods, is the only method that yields plausible imputations and preserves the original data distributions.

Suggested Citation

  • Gerko Vink & Laurence E. Frank & Jeroen Pannekoek & Stef Buuren, 2014. "Predictive mean matching imputation of semicontinuous variables," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 68(1), pages 61-90, February.
  • Handle: RePEc:bla:stanee:v:68:y:2014:i:1:p:61-90
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1111/stan.12023
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. James J. Heckman, 1976. "The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 4, pages 475-492, National Bureau of Economic Research, Inc.
    2. van Buuren, Stef & Groothuis-Oudshoorn, Karin, 2011. "mice: Multivariate Imputation by Chained Equations in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 45(i03).
    3. Little, Roderick J A, 1988. "Missing-Data Adjustments in Large Surveys: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(3), pages 300-301, July.
    4. Patrick Royston, 2005. "Multiple imputation of missing values: update," Stata Journal, StataCorp LP, vol. 5(2), pages 188-201, June.
    5. Heckman, James J, 1974. "Shadow Prices, Market Wages, and Labor Supply," Econometrica, Econometric Society, vol. 42(4), pages 679-694, July.
    6. Patrick Royston, 2005. "Multiple imputation of missing values: Update of ice," Stata Journal, StataCorp LP, vol. 5(4), pages 527-536, December.
    7. Little, Roderick J A, 1988. "Missing-Data Adjustments in Large Surveys," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(3), pages 287-296, July.
    8. Duan, Naihua, et al, 1983. "A Comparison of Alternative Models for the Demand for Medical Care," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(2), pages 115-126, April.
    9. Su, Yu-Sung & Gelman, Andrew & Hill, Jennifer & Yajima, Masanao, 2011. "Multiple Imputation with Diagnostics (mi) in R: Opening Windows into the Black Box," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 45(i02).
    10. Javaras, Kristin N. & Van Dyk, David A., 2003. "Multiple Imputation for Incomplete Data With Semicontinuous Variables," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 703-715, January.
    11. Kobi Abayomi & Andrew Gelman & Marc Levy, 2008. "Diagnostics for multivariate imputations," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 57(3), pages 273-291, June.
    12. Templ, Matthias & Kowarik, Alexander & Filzmoser, Peter, 2011. "Iterative stepwise regression imputation using standard and robust methods," Computational Statistics & Data Analysis, Elsevier, vol. 55(10), pages 2793-2806, October.
    13. Amemiya, Takeshi, 1984. "Tobit models: A survey," Journal of Econometrics, Elsevier, vol. 24(1-2), pages 3-61.
    14. Patrick Royston, 2005. "MICE for multiple imputation of missing values," United Kingdom Stata Users' Group Meetings 2005 02, Stata Users Group.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Mark Pennington & Jennifer Summers & Bola Coker & Saskia Eddy & Muralikrishnan R Kartha & Karen Edwards & Robert Freeman & John Goodden & Helen Powell & Christopher Verity & Janet L Peacock, 2020. "Selective dorsal rhizotomy; evidence on cost-effectiveness from England," PLOS ONE, Public Library of Science, vol. 15(8), pages 1-13, August.
    2. Claramunt González, Juan & van Delden, Arnout & de Waal, Ton, 2023. "Assessment of the effect of constraints in a new multivariate mixed method for statistical matching," Computational Statistics & Data Analysis, Elsevier, vol. 177(C).
    3. Adel Bosch & Steven F. Koch, 2021. "Individual and Household Debt: Does Imputation Choice Matter?," Working Papers 202141, University of Pretoria, Department of Economics.
    4. Céline Diebold, 2022. "How Meaningful is the Elite Quality Index Ranking?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 163(1), pages 137-170, August.
    5. E. Lorenz & C. Jenkner & W. Sauerbrei & H. Becher, 2015. "Dose–response modelling for bivariate covariates with and without a spike at zero: theory and application to binary outcomes," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 69(4), pages 374-398, November.
    6. Wenbao Zeng & Ketong Wang & Jianghua Zhou & Rongjun Cheng, 2023. "Traffic Flow Prediction Based on Hybrid Deep Learning Models Considering Missing Data and Multiple Factors," Sustainability, MDPI, vol. 15(14), pages 1-19, July.
    7. Shu Yang & Jae Kwang Kim, 2020. "Asymptotic theory and inference of predictive mean matching imputation using a superpopulation model framework," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(3), pages 839-861, September.
    8. Wiese, Amanda L. & Sease, Thomas B. & Joseph, Elizabeth D. & Becan, Jennifer E. & Knight, Kevin & Knight, Danica K., 2023. "Avoidance self-efficacy: Personal indicators of risky sex and substance use among at-risk youth," Children and Youth Services Review, Elsevier, vol. 147(C).
    9. Loann David Denis Desboulets, 2020. "Sparse Manifolds Graphical Modelling with Missing Values: An Application to the Commodity Futures Market," Working Papers hal-02986982, HAL.
    10. Fernandes, Mario & Hilber, Simon & Sturm, Jan-Egbert & Walter, Andreas, 2023. "Closing the gender gap in academia? Evidence from an affirmative action program," Research Policy, Elsevier, vol. 52(9).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Gerko Vink & Stef van Buuren, 2013. "Multiple Imputation of Squared Terms," Sociological Methods & Research, , vol. 42(4), pages 598-607, November.
    2. Verbeek, M.J.C.M. & Nijman, T.E., 1992. "Incomplete panels and selection bias : A survey," Discussion Paper 1992-7, Tilburg University, Center for Economic Research.
    3. Simon Grund & Oliver Lüdtke & Alexander Robitzsch, 2018. "Multiple Imputation of Missing Data at Level 2: A Comparison of Fully Conditional and Joint Modeling in Multilevel Designs," Journal of Educational and Behavioral Statistics, , vol. 43(3), pages 316-353, June.
    4. repec:jss:jstsof:29:i09 is not listed on IDEAS
    5. Oya Kalaycioglu & Andrew Copas & Michael King & Rumana Z. Omar, 2016. "A comparison of multiple-imputation methods for handling missing data in repeated measurements observational studies," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 179(3), pages 683-706, June.
    6. Christian Seiler, 2013. "Nonresponse in Business Tendency Surveys: Theoretical Discourse and Empirical Evidence," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 52.
    7. Roderick J. A. Little & Donald B. Rubin, 1989. "The Analysis of Social Science Data with Missing Values," Sociological Methods & Research, , vol. 18(2-3), pages 292-326, November.
    8. Simon Grund & Oliver Lüdtke & Alexander Robitzsch, 2023. "Handling Missing Data in Cross-Classified Multilevel Analyses: An Evaluation of Different Multiple Imputation Approaches," Journal of Educational and Behavioral Statistics, , vol. 48(4), pages 454-489, August.
    9. Adel Bosch & Steven F. Koch, 2021. "Individual and Household Debt: Does Imputation Choice Matter?," Working Papers 202141, University of Pretoria, Department of Economics.
    10. Verbeek, M.J.C.M. & Nijman, T.E., 1992. "Incomplete panels and selection bias : A survey," Other publications TiSEM 65401dae-613b-4e10-a8ae-c, Tilburg University, School of Economics and Management.
    11. Joost Ginkel & Pieter Kroonenberg, 2014. "Using Generalized Procrustes Analysis for Multiple Imputation in Principal Component Analysis," Journal of Classification, Springer;The Classification Society, vol. 31(2), pages 242-269, July.
    12. Lee, Chioun & Ryff, Carol D., 2016. "Early parenthood as a link between childhood disadvantage and adult heart problems: A gender-based approach," Social Science & Medicine, Elsevier, vol. 171(C), pages 58-66.
    13. Denney, Justin T. & Brewer, Mackenzie & Kimbro, Rachel Tolbert, 2020. "Food insecurity in households with young children: A test of contextual congruence," Social Science & Medicine, Elsevier, vol. 263(C).
    14. Watkins, Adam M. & Melde, Chris, 2018. "Gangs, gender, and involvement in crime, victimization, and exposure to violence," Journal of Criminal Justice, Elsevier, vol. 57(C), pages 11-25.
    15. HwaJung Choi & Robert F. Schoeni & Kenneth M. Langa & Michele M. Heisler, 2015. "Spouse and Child Availability for Newly Disabled Older Adults: Socioeconomic Differences and Potential Role of Residential Proximity," The Journals of Gerontology: Series B, The Gerontological Society of America, vol. 70(3), pages 462-469.
    16. Martin, Eisele & Zhu, Junyi, 2013. "Multiple imputation in a complex household survey - the German Panel on Household Finances (PHF): challenges and solutions," MPRA Paper 57666, University Library of Munich, Germany.
    17. Brownstone, David, 1997. "Multiple Imputation Methodology for Missing Data, Non-Random Response, and Panel Attrition," University of California Transportation Center, Working Papers qt2zd6w6hh, University of California Transportation Center.
    18. Jason R. D. Rarick & Carly Tubbs Dolan & Wen‐Jui Han & Jun Wen, 2018. "Relations Between Socioeconomic Status, Subjective Social Status, and Health in Shanghai, China," Social Science Quarterly, Southwestern Social Science Association, vol. 99(1), pages 390-405, March.
    19. David W Lawson & Arijeta Makoli & Anna Goodman, 2013. "Sibling Configuration Predicts Individual and Descendant Socioeconomic Success in a Modern Post-Industrial Society," PLOS ONE, Public Library of Science, vol. 8(9), pages 1-9, September.
    20. Youngjoo Cho & Debashis Ghosh, 2021. "Quantile-Based Subgroup Identification for Randomized Clinical Trials," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 13(1), pages 90-128, April.
    21. HwaJung Choi & Robert F. Schoeni & Kenneth M. Langa & Michele M. Heisler, 2015. "Older Adults’ Residential Proximity to Their Children: Changes After Cardiovascular Events," The Journals of Gerontology: Series B, The Gerontological Society of America, vol. 70(6), pages 995-1004.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:stanee:v:68:y:2014:i:1:p:61-90. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0039-0402 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.