hal-00763227, version 3
Handling Missing Values with Regularized Iterative Multiple Correspondence Analysis
Julie Josse 1, 2Marie Chavent
3, 4Benoit Liquet
5François Husson 1, 2
Journal of Classification 29, 1 (2012) 91-116
Résumé : A common approach to deal with missing values in multivariate exploratory data analysis consists in minimizing the loss function over all non-missing elements. This can be achieved by EM-type algorithms where an iterative imputation of the missing values is performed during the estimation of the axes and components. This paper proposes such an algorithm, named iterative multiple correspondence analysis, to handle missing values in multiple correspondence analysis (MCA). This algorithm, based on an iterative PCA algorithm, is described and its properties are studied. We point out the over tting problem and propose a regularized version of the algorithm to overcome this major issue. Finally, performances of the regularized iterative MCA algorithm (implemented in the R-package named missMDA) are assessed from both simulations and a real dataset. Results are promising with respect to other methods such as the missing-data passive modi ed margin method, an adaptation of the missing passive method used in Gi 's Homogeneity analysis framework.
- 1 : Laboratoire de Mathématiques Appliquées - Agrocampus Rennes
- Institut supérieur des sciences agronomiques, agroalimentaires, horticoles et du paysage
- 2 : Institut de Recherche Mathématique de Rennes (IRMAR)
- CNRS : UMR6625 – Université de Rennes 1 – École normale supérieure de Cachan - ENS Cachan – Institut National des Sciences Appliquées (INSA) : - RENNES – Université de Rennes II - Haute Bretagne
- 3 : Institut de Mathématiques de Bordeaux (IMB)
- CNRS : UMR5251 – Université Sciences et Technologies - Bordeaux I – Université Victor Segalen - Bordeaux II
- 4 : CQFD (INRIA Bordeaux - Sud-Ouest)
- INRIA – Université Sciences et Technologies - Bordeaux I – Université Victor Segalen - Bordeaux II – CNRS : UMR5251
- 5 : Institut de Santé Publique, d'Epidémiologie et de Développement (ISPED)
- Université Victor Segalen - Bordeaux II
- Domaine : Statistiques/Calcul
- Versions disponibles : v1 (10-12-2012) v2 (13-12-2012) v3 (19-12-2012)
- hal-00763227, version 3
- http://hal.archives-ouvertes.fr/hal-00763227
- oai:hal.archives-ouvertes.fr:hal-00763227
- Contributeur : Marie Chavent
- Soumis le : Mercredi 19 Décembre 2012, 11:33:16
- Dernière modification le : Mardi 16 Avril 2013, 14:33:21






Documents associés
Exporter