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종단자료 결측치의 대체방법 비교

A Comparison of Imputation Methods for Incomplete Longitudinal Data

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참고문헌

키워드

주제분류교육학

초록

이 연구에서는 한국교육고용패널(KEEP) 자료의 기준년도 자료와 1차, 2차, 3차 추수조사 자료를 이용하여 결측치에 대한 대체방법들이 연속형과 순서형, 이분형 등 세 가지 종속변수별로 비교되었다. 비교된 대체방법들은 이월대체, 집단내 평균대체, 집단내 확률대체, 회귀대체, 확률 회귀대체, 순차적 평균대체 등의 여섯 가지 단일대체 방법들과 집단내 확률대체, 확률 회귀대체, 순차적 평균대체, PROC MI 등의 네 가지 다중대체 방법들이었으며, 비교의 결과는 종속변수의 특징에 관계없이 PROC MI와 Paik(1997)의 순차적 평균대체를 사용하는 다중대체 방법이 다른 방법들보다 효과적이었다. PROC MI는 순서형 변수와 이분형 변수의 임의 결측유형에서는 사용할 수 없기 때문에 Paik(1997)의 순차적 평균대체를 이용한 다중대체 방법이 대부분의 실험조건에서 전반적으로 효과적인 대체결과를 가지는 것으로 나타났다.

Abstract

This paper compared the Complete Case analysis (CC) method with 10 different imputation methods: the last observation carried forward imputation, the within-class mean imputation, the within-class random imputation, the regression imputation, the stochastic regression imputation, the sequential mean imputation and 4 multiple imputation methods, the within-class random multiple imputation, the stochastic regression multiple imputation, the sequential mean multiple imputation, and PROC MI (SAS procedure). We not only introduced the theoretical principles for each method, but also compared the performance of each method using data generated from the Korean Education and Employment Panel (KEEP) data for continuous, ordinal, and binary outcome variables. When the outcome variable was continuous, the PROC MI method performed better than the other methods based on the bias of population mean estimate and coverage probability. When the outcome variables were ordinal or binary, Paik's (1997) Seq_MI method performed better than the other methods. The results of this research showed that Paik's method, intended to be used under monotone missing pattern conditions, performed well even under arbitrary missing pattern conditions.

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