Table 3.
Mean MSE with standard error computed over 50 datasets of dimension 50 × 50 with 25% missing values simulated under the Chi-square distribution with 3 degrees of freedom or the Poisson distribution with mean 3 with Kronecker product covariance structure given by the covariances in Section 5.1. The TRCM one-step approximation with L2 : L1 and L2 : L2 penalties was used as well as the SVD and k-nearest neighbor imputation. Parameters were chosen for all methods via 5-fold cross validation. Best performing methods are given in bold.
| TRCMAimpute | Others | ||||
|---|---|---|---|---|---|
| L2 : L1 | L2 : L2 | KNN | SVD | ||
| Chi-square | Σ1, Δ1 | 3.824 (0.065) | 2.611 (0.044) | 6.85 (0.34) | 7.684 (0.15) |
| Σ3, Δ3 | 5.525 (0.14) | 5.068 (0.15) | 29.41 (0.83) | 50.16 (0.74) | |
| Poisson | Σ1, Δ1 | 2.442 (0.05) | 1.571 (0.021) | 8.04 (0.34) | 5.824 (0.11) |
| Σ3, Δ3 | 3.045 (0.075) | 2.813 (0.081) | 29.13 (0.95) | 49.2 (0.68) | |