Nonparametric methods for the estimation of imputation uncertainty

Abstract

It is cleared in recent researches that the raising of missing values in datasets is inevitable. Imputation of missing data is one of the several methods which have been introduced to overcome this issue. Imputation techniques are trying to answer the case of missing data by covering missing values with reasonable estimates permanently. There are a lot of benefits for these procedures rather than their drawbacks. The operation of these methods has not been clarified, which means that they provide mistrust among analytical results. One approach to evaluate the outcomes of the imputation process is estimating uncertainty in the imputed data. Nonparametric methods are appropriate to estimating the uncertainty when data are not followed by any particular distribution. This paper deals with a nonparametric method for estimation and testing the significance of the imputation uncertainty, which is based on Wilcoxon test statistic, and which could be employed for estimating the precision of the imputed values created by imputation methods. This proposed procedure could be employed to judge the possibility of the imputation process for datasets, and to evaluate the influence of proper imputation methods when they are utilized to the same dataset. This proposed approach has been compared with other nonparametric resampling methods, including bootstrap and jackknife to estimate uncertainty in the imputed data under the Bayesian bootstrap imputation method. The ideas supporting the proposed method are clarified in detail, and a simulation study, which indicates how the approach has been employed in practical situations, is illustrated.

Keywords:

• imputation
• missing data
• uncertainty
• bootstrap
• jackknife