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- Title
THE IMPACT OF MISSING VALUES ON DIFFERENT MEASURES OF UNCERTAINTY.
- Authors
Larose, Chantal; Dey, Dipak K.; Harel, Ofer
- Abstract
Entropy quantifies uncertainty in a data set. Intuition tells us that miss- ing values should increase the uncertainty in a data set, but the affect of missing values on entropy has never been quantified. This paper develops formulae for the entropy of incomplete normal data under different missingness mechanisms. The results are compared to the fraction of missing information, which quanti- fies uncertainty in parameter estimates due to missing values, to compare the two measurements of uncertainty.
- Subjects
UNCERTAINTY; UNCERTAINTY (Information theory); ENTROPY (Information theory); INTUITION
- Publication
Statistica Sinica, 2019, Vol 29, Issue 2, p551
- ISSN
1017-0405
- Publication type
Article
- DOI
10.5705/ss.202016.0073