Imputation estimators partially correct for model misspecification

DOI10.2202/1544-6115.1650zbMATH Open1296.92055arXiv0911.0930OpenAlexW3100338287WikidataQ57281454 ScholiaQ57281454MaRDI QIDQ458262FDOQ458262

Vladimir N. Minin, John D. O'Brien, Arseni Seregin

Publication date: 7 October 2014

Published in: Statistical Applications in Genetics and Molecular Biology (Search for Journal in Brave)

Abstract: Inference problems with incomplete observations often aim at estimating population properties of unobserved quantities. One simple way to accomplish this estimation is to impute the unobserved quantities of interest at the individual level and then take an empirical average of the imputed values. We show that this simple imputation estimator can provide partial protection against model misspecification. We illustrate imputation estimators' robustness to model specification on three examples: mixture model-based clustering, estimation of genotype frequencies in population genetics, and estimation of Markovian evolutionary distances. In the final example, using a representative model misspecification, we demonstrate that in non-degenerate cases, the imputation estimator dominates the plug-in estimate asymptotically. We conclude by outlining a Bayesian implementation of the imputation-based estimation.

Full work available at URL: https://arxiv.org/abs/0911.0930

zbMATH Keywords

imputation model misspecification robustness exponential family incomplete observations

Mathematics Subject Classification ID

General biostatistics (92B15)

Cited In (2)

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