Simple Imputation Rules for Prediction with Missing Data: Contrasting Theoretical Guarantees with Empirical Performance

Missing data is a common issue in real-world datasets. This paper studies the performance of impute-then-regress pipelines by contrasting theoretical and empirical evidence. We establish the asymptotic consistency of such pipelines for a broad family of imputation methods. While common sense suggests that a `good' imputation method produces datasets that are plausible, we show, on the contrary, that, as far as prediction is concerned, crude can be good. Among others, we find that mode-impute is asymptotically sub-optimal, while mean-impute is …

common sense cs.lg data datasets evidence family good imputation issue paper performance pipelines prediction rules sense simple stat.ml studies world