Predictive mean matching

From Wikipedia, the free encyclopedia
Jump to navigation Jump to search

Predictive mean matching (PMM)[1] is a widely used[2] statistical imputation method for missing values, first proposed by Donald B. Rubin in 1986[3] and R. J. A. Little in 1988.[4]

It aims to reduce the bias introduced in a dataset through imputation, by drawing real values sampled from the data.[5] This is achieved by building a small subset of observations where the outcome variable matches the outcome of the observations with missing values.[1]

Compared to other imputation methods, it usually imputes less implausible values (e.g. negative incomes) and takes heteroscedastic data into account more appropriately.[6]

References

[edit | edit source]
  1. ^ a b Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).
  2. ^ Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).
  3. ^ Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).
  4. ^ Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).
  5. ^ Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).
  6. ^ Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).