22.2 Incomplete data

Imputing missing data was covered in Chapter 17, but there are other types of incomplete data, for example:

  • Survival analysis / Censoring - See for example Introduction to Statistical Learning for more on this.
  • Measurement error:
    • Errors in y can be folded into the error term
    • Errors in x are more challenging, mathematics similar to instrumental variables of chapter 21. Book has references for more.