G-2013-95
Multivariate Forests with Missing Mixed Outcomes
, , and BibTeX reference
In this paper, we propose a multivariate random forest method for multiple responses of mixed types with missing responses. Imputation is performed for each bootstrap sample used to build the individual trees that form the forest. The individual trees are built using a weighted splitting rule allowing down-weighting of imputed observations. A simulation study shows the benefits of this approach over complete case analysis when missing responses are MCAR and MAR. In particular, the gain in prediction accuracy of the proposed method is larger in the MAR case and also increases as the proportion of missing increases.
Published December 2013 , 15 pages
Research Axis
Research application
Publication
Oct 2017
, , and
Communications in Statistics - Theory and Methods, 46(23), 11500–11513, 2017
BibTeX reference