Many of the variables in the data I use on a daily basis have blank fields, some of which, have meaning (ex. A blank response for a variable dealing with the ratio of satisfactory accounts to toal accounts, thus the individual does not have any accounts if they do not have a response in this column, whereas a response of 0 means the individual has no satisfactory accounts).
Currently, these records do not get included into logistic regression analyses as they have missing values for one or more fields. Is there a way to include these records into a logistic regression model?
I am aware that I can assign these blank fields with a value that is not in the range of the data (ex. if we go back to the above ratio variable, we could use 9999 or -1 as these values are not included in the range of a ratio variable (0 to 1)). I am just curious to know if there is a more appropriate way of going about this. Any help is greatly appreciated! Thanks!
You can impute values for the missing fields, subject to logical restrictions on your experimental design and the fact that it will weaken the power of your experiment some relative to having the same experiment with no missing values.
SAS offers a few ways to do this. The simplest is to use PROC MI and PROC MIANALYZE, but even those are certainly not a simple matter of plugging a few numbers in. See this page for more information. Ultimately this is probably a better question for Cross-Validated at least until you have figured out the experimental design issues.
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I have a tricky question someone asked me:
I got a bunch of columns with data to predict some future sales.
There are a bunch of these columns that use a lot of memory and only got zeros. The question is: Can I just remove these columns from my analysis?
Second part. What if the columns that only have zeros also have missing values. What do you do?
Analyzing datasets with large numbers of zeros can indeed be a waste of computational resources (see sparse matrices computation), especially since they may not be contributing any meaningful information. In fact, they might even add noise to your dataset, obscuring any relationships you might find otherwise.
But there are cases were zeros can be incredibly meaningful. For example, if you were trying to predict future sales of products based on units sold (count data), with each column representing a month of sales, you might want to keep the zeros as they provide insight into sales of your product during those specific months.
Removing missing values is definitely tricky, and they can often be a sign that you might need to re-examine the data collection process for explanation; is there a reason why the data is missing, or does the missing value mean something (e.g. sometimes zeros can be coded as NAs)?
How you deal with zeros/missing values varies greatly based on the domain you're in, the specific question you're trying to answer, and what exactly the meaning of your data/columns are. So it's kind of hard to answer without knowing much about the data itself.
i have a dataframe with columns accounting for different characteristics of stars and rows accounting for measurements of different stars. (something like this)
\property_______A _______A_error_______B_______B_error_______C_______C_error ...
star1
star2
star3
...
in some measurements the error for a specifc property is -1.00 which means the measurement was faulty.
in such case i want to discard the measurement.
one way to do so is by eliminating the entire row (along with other properties who's error was not -1.00)
i think it's possible to fill in the faulty measurement with a value generated by the distribution based on all the other measurements, meaning - given the other properties which are fine, this property should have this value in order to reduce the error of the entire dataset.
is there a proper name to the idea i'm referring to?
how would you apply such an algorithm?
i'm a student on a solo project so would really appreciate answers that also elaborate on theory (:
edit
after further reading, i think what i was referring to is called regression imputation.
so i guess my question is - how can i implement multidimensional linear regression in a dataframe in the most efficient way???
thanks!
My data has a lot of missing values and I have to predict those values. One way is to take the average of those values. But I want to hear an other perspective on it. How experienced data scientist solve such kind of issue?
Are your missing values categorical or continuous?
One way is to remove the samples entirely, however this may lead to a sampling bias, since the missing values could have been the result of some causal effect, that is the missing values are not missing completely at random.
If your data has enough dimensionality, you can treat your missing values as the output and try to apply a predicting model and hope that it can faithfully estimate the missing values, given the explanatory variables you already have.
Picking the most frequent value, the median, or averaging as you point out could also be an option, however be careful with outliers when averaging as these can have a tremendous effect on the mean.
It depends on nature of variables, it may be some statistics like mean or median. Another practice is assign to missing variables some value different from others for example 0, -1 or something like this.
The hardest approach is to impute the dataset and not deviate too far from the truth. A test to validate how well you have done this is the following. If the other parameters provide enough evidenced insight to impute with a level of precision for missing data....it should be able to do it with existing data.
So if 60 percent of the column is missing, take the row observations where this column is PRESENT.
Next, randomly choose to remove 60% of this subsetted data. Now run imputation methods of your choosing.
Compare the imputed dataset to the real data set for similarity. Decide if they are close enough for you to then run this against the full data set. At least this approach will give you a leg to stand on if you need to defend yourself.
Fight the Good Fight.
and thanks for reading my thread.
I have read some of the previous posts on formatting/normalising input data for a Neural Network, but cannot find something that addresses my queries specifically. I apologise for the long post.
I am attempting to build a radial basis function network for analysing horse racing data. I realise that this has been done before, but the data that I have is "special" and I have a keen interest in racing/sportsbetting/programming so would like to give it a shot!
Whilst I think I understand the principles for the RBFN itself, I am having some trouble understanding the normalisation/formatting/scaling of the input data so that it is presented in a "sensible manner" for the network, and I am not sure how I should formulate the output target values.
For example, in my data I look at the "Class change", which compares the class of race that the horse is running in now compared to the race before, and can have a value between -5 and +5. I expect that I need to rescale these to between -1 and +1 (right?!), but I have noticed that many more runners have a class change of 1, 0 or -1 than any other value, so I am worried about "over-representation". It is not possible to gather more data for the higher/lower class changes because thats just 'the way the data comes'. Would it be best to use the data as-is after scaling, or should I trim extreme values, or something else?
Similarly, there are "continuous" inputs - like the "Days Since Last Run". It can have a value between 1 and about 1000, but values in the range of 10-40 vastly dominate. I was going to scale these values to be between 0 and 1, but even if I trim the most extreme values before scaling, I am still going to have a huge representation of a certain range - is this going to cause me an issue? How are problems like this usually dealt with?
Finally, I am having trouble understanding how to present the "target" values for training to the network. My existing results data has the "win/lose" (0 or 1?) and the odds at which the runner won or lost. If I just use the "win/lose", it treats all wins and loses the same when really they're not - I would be quite happy with a network that ignored all the small winners but was highly profitable from picking 10-1 shots. Similarly, a network could be forgiven for "losing" on a 20-1 shot but losing a bet at 2/5 would be a bad loss. I considered making the results (+1 * odds) for a winner and (-1 / odds) for a loser to capture the issue above, but this will mean that my results are not a continuous function as there will be a "discontinuity" between short price winners and short price losers.
Should I have two outputs to cover this - one for bet/no bet, and another for "stake"?
I am sorry for the flood of questions and the long post, but this would really help me set off on the right track.
Thank you for any help anyone can offer me!
Kind regards,
Paul
The documentation that came with your RBFN is a good starting point to answer some of these questions.
Trimming data aka "clamping" or "winsorizing" is something I use for similar data. For example "days since last run" for a horse could be anything from just one day to several years but tends to centre in the region of 20 to 30 days. Some experts use a figure of say 63 days to indicate a "spell" so you could have an indicator variable like "> 63 =1 else 0" for example. One clue is to look at outliers say the upper or lower 5% of any variable and clamp these.
If you use odds/dividends anywhere make sure you use the probabilities ie 1/(odds+1) and a useful idea is to normalize these to 100%.
The odds or parimutual prices tend to swamp other predictors so one technique is to develop separate models, one for the market variables (the market model) and another for the non-market variables (often called the "fundamental" model).
I'm getting a bunch of vectors with datapoints for a fixed set of values, in the example below you see an example of a vector with a value per time point
1D:2
2D:
7D:5
1M:6
6M:6.5
But alas not for all the timepoints is a value available. All vectors are stored in a database and with a trigger we calcuate the missing values by interpolation, or possibly a more advanced algorithm. Somehow I want to be able to tell which data points have been calculated and which have been original delivered to us. Of course I can add a flag column to the table with values indicating whether the value was a master value or is calculated, but I'm wondering whether there is a more sophisticated way. We probably don't need to determine on a regular basis, so cpu cycles are not an issue for determining or insertion.
The example above shows some nice looking numbers but in reality it would look more somethin like 3.1415966533.
The database for storage is called oracle 10.
cheers.
Could you deactivate the trigger temporarily?