Missing-Data

Disclosure: this post was written with the assistance of an AI system (Claude), which wrote the analysis code, ran the experiments and drafted the text. The topic, the constraints, the data choices and the final review are the author’s. Positive semi-definiteness is usually presented as a technical condition on a matrix. It is not: w’Sw is the variance of the portfolio w’x, so a negative eigenvalue is a combination of your variables whose variance the matrix reports as negative, and the eigenvector names it....

Disclosure: this post was written with the assistance of an AI system (Claude), which wrote the analysis code, ran the experiments and drafted the text. The topic, the constraints, the data choices and the final review are the author’s. The breast-cancer data with 30% of cells removed three ways. At random, the imputation that recovered the values best (iterative, error 0.44 sd) gave the best model, log loss 0.091 against 0....