Imputations for High Missing Rate Data in Covariates Via Semi-supervised Learning Approach
针对协变量数据缺失率高的问题，提出一种半监督学习插补方法，无需模型假设，可高效处理连续和离散协变量，并通过模拟和在线消费金融实例验证其有效性。
Advancements in data collection techniques and the heterogeneity of data resources can yield high percentages of missing observations on variables, such as block-wise missing data. Under missing-data scenarios, traditional methods such as the simple average, <i>k</i>-nearest neighbor, multiple, and regression imputations may lead to results that are unstable or unable be computed. Motivated by the concept of semi-supervised learning, we propose a novel approach with which to fill in missing values in covariates that have high missing rates. Specifically, we consider the missing and nonmissing subjects in any covariate as the unlabeled and labeled target outputs, respectively, and treat their corresponding responses as the unlabeled and labeled inputs. This innovative setting allows us to impute a large number of missing data without imposing any model assumptions. In addition, the resulting imputation has a closed form for continuous covariates, and it can be calculated efficiently. An analogous procedure is applicable for discrete covariates. We further employ the nonparametric techniques to show the theoretical properties of imputed covariates. Simulation studies and an online consumer finance example are presented to illustrate the usefulness of the proposed method.