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Solving the many-variables problem in MICE with principal component regression.

Edoardo Costantini1, Kyle M Lang2, Klaas Sijtsma3

  • 1Department of Methodology and Statistics, Tilburg University, Tilburg, Netherlands. e.costantini@tilburguniversity.edu.

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Summary
This summary is machine-generated.

Principal component regression (PCR) effectively handles missing data in large datasets by automating predictor selection within Multiple Imputation by Chained Equations (MICE). This method performs comparably to expert-designed procedures in social science research.

Keywords:
High-dimensional dataMissing dataMultiple imputationPrincipal component regression

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Area of Science:

  • Social Sciences
  • Statistics
  • Data Science

Background:

  • Multiple Imputation (MI) is a standard technique for handling missing data in surveys and questionnaires.
  • Multivariate Imputation by Chained Equations (MICE) is a flexible MI method but requires careful predictor selection, which is challenging with many variables.

Purpose of the Study:

  • To investigate Principal Component Regression (PCR) as an automated method for predictor selection in MICE, addressing the 'many-variables' problem in large social science datasets.
  • To compare the performance of PCR-based MICE implementations against a correlation-thresholding strategy.

Main Methods:

  • Exploration of Principal Component Regression (PCR) as a univariate imputation method within the MICE framework.
  • Evaluation through two Monte Carlo simulation studies and one case study.
  • Comparison with a correlation-thresholding predictor selection strategy.

Main Results:

  • PCR applied on a variable-by-variable basis within MICE demonstrated superior performance.
  • PCR-based MICE achieved results comparable to imputation procedures designed by experts.
  • Automated predictor selection using PCR effectively addresses challenges in large datasets.

Conclusions:

  • Principal Component Regression offers a robust and efficient solution for automated predictor selection in MICE, particularly for large social science data.
  • PCR-based MICE provides a viable alternative to manual predictor selection, improving the practicality and performance of imputation.