ImputeRobust-package: Multiple Imputation with Generalized Additive Models for...

Description Author(s) References

Description

De Jong (2012), De Jong, van Buuren and Spiess (2016) introduced a new imputation method based on generalized additive models for location, scale, and shape (Rigby and Stasinopoulos, 2005), which is a class of univariate regression models, where the assumption of an exponential family is relaxed and replaced by a general distribution family. This allows the a more flexible modelling than standard parametric imputation models of not only the location (e.g. the mean), but also the scale (e.g. variance), and the shape (e.g., skewness and kurtosis) of the conditional distribution of the dependent variable given all other variables.

Author(s)

Daniel Salfran daniel.salfran@uni-hamburg.de

Martin Spiess martin.spiess@uni-hamburg.de

References

de Jong, R., van Buuren, S. & Spiess, M. (2016) Multiple Imputation of Predictor Variables Using Generalized Additive Models. Communications in Statistics – Simulation and Computation, 45(3), 968–985.

de Jong, Roel. (2012). “Robust Multiple Imputation.” Universität Hamburg. http://ediss.sub.uni-hamburg.de/volltexte/2012/5971/.

Rigby, R. A., and Stasinopoulos, D. M. (2005). Generalized Additive Models for Location, Scale and Shape. Journal of the Royal Statistical Society: Series C (Applied Statistics) 54 (3): 507–54.


dsalfran/ImputeRobust documentation built on May 15, 2019, 2:57 p.m.