Sunday, October 14, 2012

Handling Missing Values in Logistic Regression

The handling of missing data is a difficult problem. Not because of its management which is simple, we just report the missing value with a specific code, but rather because of the consequences of their treatment on the characteristics of the models learned on the treated data.

We have already analyzed this problem in a previous paper. We studied the impact of the different techniques of missing values treatment on a decision tree learning algorithm (C4.5). In this paper, we repeat the analysis by examining their influence on the results of the logistic regression. We consider the following configuration: (1) missing values are MCAR, we wrote a program which removes randomly some values in the learning sample; (2) we apply logistic regression on the pre-treated training data i.e. on a dataset on which we apply a missing value processing technique; (3) we evaluate the different techniques of treatment of missing data by observing the accuracy rate of the classifier on a separate test sample which has no missing values.

In a first time, we conduct the experiments with R. We compare the listwise deletion approach to the univariate imputation (the mean for the quantitative variables, the mode for the categorical ones). We will see that this latter is a very viable approach in MCAR situation. In a second time, we will study the available tools in Orange, Knime and RapidMiner. We will observe that despite their sophistication, they are not better than the univariate imputation in our context.

Keywords: missing value, missing data, logistic regression, listwise deletion, casewise deletion, univariate imputation, missing data, R software, glm
Tutorial: en_Tanagra_Missing_Values_Imputation.pdf
Dataset and programs:
Howell, D.C., "Treatment of Missing Data".
Allison, P.D. (2001), « Missing Data ». Sage University Papers Series on Quantitative Applications in the Social Sciences, 07-136. Thousand Oaks, CA : Sage.
Little, R.J.A., Rubin, D.B. (2002), « Statistical Analysis with Missing Data », 2nd Edition, New York : John Wiley.