What to do about missing values in time series cross-section data

What to do about missing values in time series cross-section data (2009)

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by James Honaker , Gary King

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Datum	Value	Source
TITLE	What to do about missing values in time series cross-section data	user correction
AUTHOR NAME	James Honaker	user correction
AUTHOR AFFIL	The Pennsylvania State University	user correction
AUTHOR NAME	Gary King	user correction
AUTHOR AFFIL	The Pennsylvania State University	user correction
ABSTRACT	Applications of modern methods for analyzing data with missing values, based primarily on multiple imputation, have in the last half-decade become common in American politics and political behavior. Scholars in this subset of political science have thus increasingly avoided the biases and inefficiencies caused by ad hoc methods like listwise deletion and best guess imputation. However, researchers in much of comparative politics and international relations, and others with similar data, have been unable to do the same because the best available imputation methods work poorly with the time-series cross section data structures common in these fields. Weattempttorectify this situation with three related developments. First, we build a multiple imputation model that allows smooth time trends, shifts across cross-sectional units, and correlations over time and space, resulting in far more accurate imputations. Second, we enable analysts to incorporate knowledge from area studies experts via priors on individual missing cell values, rather than on difficult-to-interpret model parameters. Third, because these tasks could not be accomplished within existing imputation algorithms, in that they cannot handle as many variables as needed even in the simpler cross-sectional data for which they were designed, we also develop a new algorithm that substantially expands the range of computationally feasible data types and sizes for which multiple imputation can be used. These developments also make it possible to implement the methods introduced here in freely available open source software that is considerably more reliable than existing algorithms. We develop an approach to analyzing data with	user correction
YEAR	2009	INFERENCE
CITATIONS	55 found	ParsCit 1.0