Classical and robust imputation of missing values for compositional data using balances

Classical and Robust Imputation of Missing Values for Compositional Data using Balance

Robust imputation method for missing values in microarray data

<p>Abstract</p> <p>Background</p> <p>When analyzing microarray gene expression data, missing values are often encountered. Most multivariate statistical methods proposed for microarray data analysis cannot be applied when the data have missing values. Numerous imputation algorithms have been proposed to estimate the missing values. In this study, we develop a robust least squares estimation with principal components (RLSP) method by extending the local least square imputation (LLSimpute) method. The basic idea of our method is to employ quantile regression to estimate the missing values, using the estimated principal components of a selected set of similar genes.</p> <p>Results</p> <p>Using the normalized root mean squares error, the performance of the proposed method was evaluated and compared with other previously proposed imputation methods. The proposed RLSP method clearly outperformed the weighted <it>k</it>-nearest neighbors imputation (kNNimpute) method and LLSimpute method, and showed competitive results with Bayesian principal component analysis (BPCA) method.</p> <p>Conclusion</p> <p>Adapting the principal components of the selected genes and employing the quantile regression model improved the robustness and accuracy of missing value imputation. Thus, the proposed RLSP method is, according to our empirical studies, more robust and accurate than the widely used kNNimpute and LLSimpute methods.</p

A robust imputation method for missing responses and covariates in sample selection models

Sample selection arises when the outcome of interest is partially observed in a study. Although sophisticated statistical methods in the parametric and non-parametric framework have been proposed to solve this problem, it is yet unclear how to deal with selectively missing covariate data using simple multiple imputation techniques, especially in the absence of exclusion restrictions and deviation from normality. Motivated by the 2003-2004 NHANES data, where previous authors have studied the effect of socio-economic status on blood pressure with missing data on income variable, we proposed the use of a robust imputation technique based on the selection-t sample selection model. The imputation method, which is developed within the frequentist framework, is compared with competing alternatives in a simulation study. The results indicate that the robust alternative is not susceptible to the absence of exclusion restriction- a property inherited from the parent selection-t model- and performs better than models based on the normal assumption even when the data is generated from the normal distribution. Applications to missing outcome and covariate data further corroborate the robustness properties of the pro-posed method. We implemented the proposed approach within the MICE environment in R Statistical Software

Estimating Marginal Hazard Ratios by Simultaneously Using A Set of Propensity Score Models: A Multiply Robust Approach

The inverse probability weighted Cox model is frequently used to estimate marginal hazard ratios. Its validity requires a crucial condition that the propensity score model is correctly specified. To provide protection against misspecification of the propensity score model, we propose a weighted estimation method rooted in empirical likelihood theory. The proposed estimator is multiply robust in that it is guaranteed to be consistent when a set of postulated propensity score models contains a correctly specified model. Our simulation studies demonstrate satisfactory finite sample performance of the proposed method in terms of consistency and efficiency. We apply the proposed method to compare the risk of postoperative hospitalization between sleeve gastrectomy and Roux-en-Y gastric bypass using data from a large medical claims and billing database.We further extend the development to multi-site studies to enable each site to postulate multiple site-specific propensity score models

Triply robust estimation under missing at random

Missing data is frequently encountered in many areas of statistics. Imputation and propensity score weighting are two popular methods for handling missing data. These methods employ some model assumptions, either the outcome regression or the response propensity model. However, correct specification of the statistical model can be challenging in the presence of missing data. Doubly robust estimation is attractive as the consistency of the estimator is guaranteed when either the outcome regression model or the propensity score model is correctly specified. In this paper, we first employ information projection to develop an efficient and doubly robust estimator under indirect model calibration constraints. The resulting propensity score estimator can be equivalently expressed as a doubly robust regression imputation estimator by imposing the internal bias calibration condition in estimating the regression parameters. In addition, we generalize the information projection to allow for outlier-robust estimation. Thus, we achieve triply robust estimation by adding the outlier robustness condition to the double robustness condition. Some asymptotic properties are presented. The simulation study confirms that the proposed method allows robust inference against not only the violation of various model assumptions, but also outliers