How efficient is estimation with missing data?

In this paper, we present a new evaluation approach for missing data techniques (MDTs) where the efficiency of those are investigated using listwise deletion method as reference. We experiment on classification problems and calculate misclassification rates (MR) for different missing data percentages (MDP) using a missing completely at random (MCAR) scheme. We compare three MDTs: pairwise deletion (PW), mean imputation (MI) and a maximum likelihood method that we call complete expectation maximization (CEM). We use a synthetic dataset, the Iris dataset and the Pima Indians Diabetes dataset. We train a Gaussian mixture model (GMM). We test the trained GMM for two cases, in which test dataset is missing or complete. The results show that CEM is the most efficient method in both cases while MI is the worst performer of the three. PW and CEM proves to be more stable, in particular for higher MDP values than MI.

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