Call for notebooks demonstrating how to handle missing data #461
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drbenvincent
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help wanted
drbenvincent
changed the title
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I think this is an interesting issue, but not one I know a tonne about...I've heard good things about "Applied Missing Data" by Chris Enders though. Might be able to look into this a bit more after I finish out the Bayesian VAR model thing. |
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Ok, i've ordered the Enders book - arriving on Friday. I will look into this topic in a bit more detail over Christmas and report back in January if i think i can add anything of interest. |
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Ok, I think this is definitely something I want to pursue. Think there is a really nice example of workplace empowerment estimation I want to work through.... Will outline a full proposal after I've finished the reliability and prediction pull request if that's alright? |
…t FIML Signed-off-by: Nathaniel <[email protected]>
Signed-off-by: Nathaniel <[email protected]>
Signed-off-by: Nathaniel <[email protected]>
Signed-off-by: Nathaniel <[email protected]>
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Started some work on this and was able to get FIML and Bayesian imputation working for the multivariate normal. But i had to use a Potential rather than a likelihood as per the discussion here: https://discourse.pymc.io/t/automatic-imputation-of-multivariate-models/11029/3 for the Bayesian MV imputation. I'm also going to try the chained equation imputation approach which shouldn't need this approach. |
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Coo! By the way have you seen this video https://www.youtube.com/watch?v=nJ3XefApED0 ? |
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About a 1/3 of the way through that video |
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That video (https://www.youtube.com/watch?v=nJ3XefApED0) needs timestamps, in case you are interested. More info here: |
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Thanks @reshamas , will have a look tomorrow |
Signed-off-by: Nathaniel <[email protected]>
Signed-off-by: Nathaniel <[email protected]>
Signed-off-by: Nathaniel <[email protected]>
Signed-off-by: Nathaniel <[email protected]>
Signed-off-by: Nathaniel <[email protected]>
Signed-off-by: Nathaniel <[email protected]>
Signed-off-by: Nathaniel <[email protected]>
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I think this is close to done. Really impressed by those jax samplers!! The speed is so much better! |
Signed-off-by: Nathaniel <[email protected]>
Signed-off-by: Nathaniel <[email protected]>
…d regression notebook Signed-off-by: Nathaniel <[email protected]>
Signed-off-by: Nathaniel <[email protected]>
Signed-off-by: Nathaniel <[email protected]>
…ot by team Signed-off-by: Nathaniel <[email protected]>
…text Signed-off-by: Nathaniel <[email protected]>
Signed-off-by: Nathaniel <[email protected]>
Signed-off-by: Nathaniel <[email protected]>
* [Missing Data #461] First commit for missing data working out FIML Signed-off-by: Nathaniel <[email protected]> * [Missing Data #461] Added Sensitivity Plots Signed-off-by: Nathaniel <[email protected]> * [Missing Data #461] Added Bayesian model fit Signed-off-by: Nathaniel <[email protected]> * [Missing Data #461] more testing Signed-off-by: Nathaniel <[email protected]> * [Missing Data #461] added chained equation example Signed-off-by: Nathaniel <[email protected]> * [Missing Data #461] added myst and updated write up Signed-off-by: Nathaniel <[email protected]> * [Missing Data #461] fixed some typos Signed-off-by: Nathaniel <[email protected]> * [Missing Data #461] added hierarchical imputation Signed-off-by: Nathaniel <[email protected]> * [Missing Data #461] used blackjax sampler and converged Signed-off-by: Nathaniel <[email protected]> * [Missing Data #461] updated with feedback Signed-off-by: Nathaniel <[email protected]> * [Missing Data #461] nicer team impact plot with title Signed-off-by: Nathaniel <[email protected]> * [Missing Data #461] updated with Ben's comments Signed-off-by: Nathaniel <[email protected]> * [Missing Data #461] trying to fix sphinx cross ref Signed-off-by: Nathaniel <[email protected]> * [Missing Data #461] updated to link to truncated and censored regression notebook Signed-off-by: Nathaniel <[email protected]> * [Missing Data #461] fixed minor typo Signed-off-by: Nathaniel <[email protected]> * [Missing Data #461] changed authored by date Signed-off-by: Nathaniel <[email protected]> * [Missing Data #461] added more explanatory text on why we plot by team Signed-off-by: Nathaniel <[email protected]> * [Missing Data #461] updated data load method and added some text Signed-off-by: Nathaniel <[email protected]> * [Missing Data #461] removed extra # comments Signed-off-by: Nathaniel <[email protected]> * [Missing Data #461] removed another ## comment Signed-off-by: Nathaniel <[email protected]> --------- Signed-off-by: Nathaniel <[email protected]>
Signed-off-by: Nathaniel <[email protected]>
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Woop!! Thanks so much @drbenvincent. This one was a real fun one!! |
While we do have a lot of example notebooks, we have a distinct lack of examples covering how to deal with missing data. There is also no
missing datatag.The only ones I can think of are the notebooks on censored and truncated data, which are a form of missing data.
So this is a kind of meta-issue. I/We would be very grateful if people would like to contribute notebooks demonstrating how to handle missing data. Feel free to create specific notebook proposal issues, referencing this issue.
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