Multiple Imputation with Predictive Mean Matching Method for Numerical Missing Data

Abstract

Missing data are condition when there are some missing values or empty entries on several observations on data. It could inhibit statistical analysis process and might give a bias conclusion from the analysis if couldn't be handled properly. This problem can be found on some linear regression analysis. One way to handle this problem is using multiple imputation (MI) method named Predictive Mean Matching (PMM). PMM will matching the predictive mean distance of incomplete observations with the complete observations. To get the multiple imputation concept, the predictive mean of incomplete observations were estimated by Bayesian approach while the complete observations were estimated with ordinary least square. Thus, the complete observation that has the closest distance will be a donor value for the incomplete one. Simulation data with two variable (x and y), univariate missing data pattern (on y), and MAR mechanism is used to analyzed the effectiveness of PMM based on relative efficiency estimation result of missing covariate data. Regression analysis used x as independent variable and y as dependent variable. The result showed that PMM give a significant coefficient regression parameter at 5% level of significance and only loss 1 % of relative efficiency.