Missing Values in Multivariate Analysis
多元分析中的缺失值
Summary This paper presents computational results for some alternative methods of analysing multivariate data with missing values. We recommend an algorithm due to Orchard and Woodbury (1972), which gives an estimator that is maximum likelihood when the data come from a multivariate normal population. We include a derivation of the estimator that does not assume a multivariate normal population, as an iterated form of Buck's (1960) method. We derive an approximate method of…