Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data
Work
Year: 2021
Type: article
Abstract: This article proposes an imputation procedure that uses the factors estimated from a tall block along with the re-rotated loadings estimated from a wide block to impute missing values in a panel of da... more
Authors Jushan Bai, Serena Ng
Institution Columbia University
Cites: 34
Cited by: 66
Related to: 10
FWCI: 9.34
Citation percentile (by year/subfield): 99.98
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
Grant IDS SES-1558623, 2018369, SES-1658770