| heitjan_mi | R Documentation |
A faithful replica of the multiple-imputation approach of Heitjan and Rubin (1990) for
coarse/heaped data: a pilot density is fit to jitter-dequantized values; then, in each of
M independent imputations, every heaped value is imputed within its rounding cell in
proportion to the pilot density and a kernel density estimate is formed on the imputed data;
the imputations are averaged. Unlike the stochastic-EM chain of Kernelheaping, the draws are
independent multiple imputations, in the Heitjan-Rubin style. No standalone Heitjan KDE
package exists, so this replica stands in for it; the manuscript states as much.
heitjan_mi(y, D, grid, M = 10, seed = 20260627)
y |
heaped (rounded) sample. |
D |
grid width. |
grid |
evaluation grid (equally spaced). |
M |
number of imputations (default 10). |
seed |
random seed. |
Density values on grid.
Heitjan, D. F. and Rubin, D. B. (1990) Inference from coarse data via multiple imputation with application to age heaping. JASA 85, 304-314.
grid <- seq(-6, 6, length.out = 512)
f <- heitjan_mi(1.0 * round(rnorm(1000)), 1.0, grid, M = 4)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.