New imputation methods for missing data using quantiles

  • Authors:
  • J. F. Muñoz;M. Rueda

  • Affiliations:
  • University of Granada, Spain;University of Granada, Spain

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2009

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Abstract

The problem of missing values commonly arises in data sets, and imputation is usually employed to compensate for non-response. We propose a novel imputation method based on quantiles, which can be implemented with or without the presence of auxiliary information. The proposed method is extended to unequal sampling designs and non-uniform response mechanisms. Iterative algorithms to compute the proposed imputation methods are presented. Monte Carlo simulations are conducted to assess the performance of the proposed imputation methods with respect to alternative imputation methods. Simulation results indicate that the proposed methods perform competitively in terms of relative bias and relative root mean square error.