通过数据增强计算后验分布:评论:当缺失信息比例适中时为创建少量插补而提出的数据增强算法的非迭代抽样/重要性重抽样替代方案:SIR算法

The Calculation of Posterior Distributions by Data Augmentation: Comment: A Noniterative Sampling/Importance Resampling Alternative to the Data Augmentation Algorithm for Creating a Few Imputations When Fractions of Missing Information Are Modest: The SIR Algorithm

Journal of the American Statistical Association · 1987
被引 428 · 同刊同年前 7%
ABS 4

中文导读

评论了数据增强算法,提出SIR算法作为非迭代的抽样/重要性重抽样替代方案,适用于缺失信息比例适中时创建少量插补,对处理缺失数据的统计学者有用。

Abstract

Donald B. Rubin, The Calculation of Posterior Distributions by Data Augmentation: Comment: A Noniterative Sampling/Importance Resampling Alternative to the Data Augmentation Algorithm for Creating a Few Imputations When Fractions of Missing Information Are Modest: The SIR Algorithm, Journal of the American Statistical Association, Vol. 82, No. 398 (Jun., 1987), pp. 543-546

统计学缺失数据抽样方法计量经济学