I have been recently suggested to use Gaussian Copulas to replace missing data. Can anyone explain me practical ways to implement it either in Stata or R
"You might want to look at EM algorithm in Gaussian copula with missing data", Wei Ding, Peter X.-K.Song, Computational Statistics & Data Analysis, Volume 101, September 2016, Pages 1-11
Also, here on ResearchGate, https://www.researchgate.net/publication/310952883_Missing_Data_Analysis_Using_Multiple_Imputation_in_Relation_to_Parkinson's_Disease
Conference Paper Missing Data Analysis Using Multiple Imputation in Relation ...
Handling Missing Data Problems with Sampling Methods (Copula). Available from: https://www.researchgate.net/publication/286571527_Handling_Missing_Data_Problems_with_Sampling_Methods
A New Method for Estimation of Missing Data Based on Sampling Methods for Data Mining. Available from:
Missing Data Analysis Using Multiple Imputation in Relation to Parkinson’s Disease. Available from: https://www.researchgate.net/publication/310952883_Missing_Data_Analysis_Using_Multiple_Imputation_in_Relation_to_Parkinson's_Disease
To estimate missing values with copula in R, you will:
1. Determining empirical copula with the function: