[R] impute missing values in correlated variables: transcan?

2004-11-30 Thread Jonathan Baron
I would like to impute missing data in a set of correlated variables (columns of a matrix). It looks like transcan() from Hmisc is roughly what I want. It says, transcan automatically transforms continuous and categorical variables to have maximum correlation with the best linear combination of

Re: [R] impute missing values in correlated variables: transcan?

2004-11-30 Thread roger koenker
At the risk of stirring up a hornet's nest , I'd suggest that means are dangerous in such applications. A nice paper on combining ratings is: Gilbert Bassett and Joseph Persky, Rating Skating, JASA, 1994, 1075-1079. url:www.econ.uiuc.edu/~rogerRoger Koenker email

Re: [R] impute missing values in correlated variables: transcan?

2004-11-30 Thread Jonathan Baron
On 11/30/04 11:23, roger koenker wrote: At the risk of stirring up a hornet's nest , I'd suggest that means are dangerous in such applications. A nice paper on combining ratings is: Gilbert Bassett and Joseph Persky, Rating Skating, JASA, 1994, 1075-1079. Here is the abstract, which seems to

Re: [R] impute missing values in correlated variables: transcan?

2004-11-30 Thread Frank E Harrell Jr
Jonathan Baron wrote: I would like to impute missing data in a set of correlated variables (columns of a matrix). It looks like transcan() from Hmisc is roughly what I want. It says, transcan automatically transforms continuous and categorical variables to have maximum correlation with the best

Re: [R] impute missing values in correlated variables: transcan?

2004-11-30 Thread Jonathan Baron
On 11/30/04 13:21, Frank E Harrell Jr wrote: Jonathan Baron wrote: I would like to impute missing data in a set of correlated variables (columns of a matrix). It looks like transcan() from Hmisc is roughly what I want. It says, transcan automatically transforms continuous and categorical