Stefano Iacus (Department of Economics, Business and Statistics, University of Milan, IT) Giuseppe Porro (Department of Economics and Statistics, University of Trieste, Italy)
Additional information is available for the following
registered author(s):
In this paper we describe some applications of the Random Recursive Partitioning (RRP) method. This method generates a proximity matrix which can be used in non parametric hot-deck missing data imputation, classification, prediction, average treatment effect estimation and, more generally, in matching problems. RRP is a Monte Carlo procedure that randomly generates non-empty recursive partitions of the data and evaluates the proximity between observations as the empirical frequency they fall in the same cell of these random partitions over all the replications. RRP works also in the presence of missing data and is invariant under monotonic transformations of the data. No other formal properties of the method are known yet, therefore Monte Carlo experiments are provided in order to explore the performance of the method. A companion software is available in the form of a package for the R statistical environment.
Download Info
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page. Note that these files are not on the IDEAS
site. Please be patient as the files may be large.