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Statistical classification with missing covariates

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  • Majid Mojirsheibani
  • Zahra Montazeri

Abstract

Summary. Some 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.

Suggested Citation

  • Majid Mojirsheibani & Zahra Montazeri, 2007. "Statistical classification with missing covariates," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(5), pages 839-857, November.
    • Handle: RePEc:bla:jorssb:v:69:y:2007:i:5:p:839-857
    DOI: 10.1111/j.1467-9868.2007.00613.x
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    References listed on IDEAS

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    1. Hazelton, Martin L., 2000. "Marginal density estimation from incomplete bivariate data," Statistics & Probability Letters, Elsevier, vol. 47(1), pages 75-84, March.
    2. Keisuke Hirano & Guido W. Imbens & Geert Ridder, 2003. "Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score," Econometrica, Econometric Society, vol. 71(4), pages 1161-1189, July.
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    Cited by:

    1. Majid Mojirsheibani, 2012. "Some results on classifier selection with missing covariates," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(4), pages 521-539, May.
    2. Levon Demirdjian & Majid Mojirsheibani, 2019. "Kernel classification with missing data and the choice of smoothing parameters," Statistical Papers, Springer, vol. 60(5), pages 1487-1513, October.
    3. Mojirsheibani, Majid & Shaw, Crystal, 2018. "Classification with incomplete functional covariates," Statistics & Probability Letters, Elsevier, vol. 139(C), pages 40-46.

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