Imputation Methods in Eviews

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

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diggetybo
Posts: 152
Joined: Mon Jun 23, 2014 12:04 am

Imputation Methods in Eviews

Postby diggetybo » Mon Apr 24, 2017 7:24 am

I'm wondering how much eviews has built-in with regards to imputation for missing values. There are a few commands that I am aware of to select the missing values like:

Code: Select all

x = @nan(x,y)


However, if we wanted to apply more rigorous pre-processing, then we may consider something like knn imputation. Or even better, something like this: https://www.researchgate.net/publication/271710133_Balanced_k-nearest_neighbor_imputation. Balanced knn imputation has some great stochastic properties, but it seems a little difficult to implement via eviews programming (at least for me).

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