Search arXivSearch

arXiv · 2201.09811

Imputing Missing Values in the Occupational Requirements Survey

Abstract

The U.S. Bureau of Labor Statistics allows public access to much of the data acquired through its Occupational Requirements Survey (ORS). This data can be used to draw inferences about the requirements of various jobs and job classes within the United States workforce. However, the dataset contains a multitude of missing observations and estimates, which somewhat limits its utility. Here, we propose a method by which to impute these missing values that leverages many of the inherent features present in the survey data, such as known population limit and correlations between occupations and tasks. An iterative regression fit, implemented with a recent version of XGBoost and executed across a set of simulated values drawn from the distribution described by the known values and their standard deviations reported in the survey, is the approach used to arrive at a distribution of predicted values for each missing estimate. This allows us to calculate a mean prediction and bound said estimate with a 95% confidence interval. We discuss the use of our method and how the resulting imputations can be utilized to inform and pursue future areas of study stemming from the data collected in the ORS. Finally, we conclude with an outline of WIGEM, a generalized version of our weighted, iterative imputation algorithm that could be applied to other contexts.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Terry Leitch, Debjani Saha. 2022-01-24. Imputing Missing Values in the Occupational Requirements Survey. https://arxiv.org/abs/2201.09811

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Generalised Covariances and Correlations

The covariance of two random variables measures the average joint deviations from their respective means. We generalise this well-known measure by replacing the means with other statistical functionals such as quantiles, expectiles, or thresholds. Deviations from these functionals are defined via generalised errors, typically induced through identification or moment functions. As a normalised measure of dependence, a generalised correlation is constructed. Replacing the common Cauchy--Schwarz normalisation by a novel Fréchet--Hoeffding normalisation, we obtain attainability of the entire interval $[-1, 1]$ for any given marginal distributions. We uncover favourable properties of these new dependence measures and establish consistent estimators. The families of quantile and threshold correlations make it possible to measure local dependence and give rise to function-valued distributional correlations, exhibiting the entire dependence structure. Quantile correlations also lead to tail correlations, new measures of tail dependence, closely related to and refining classical coefficients of tail dependence. Finally, we construct summary covariances (correlations), a class of regional or global dependence measures, which arise as (normalised) weighted averages of distributional covariances. We retrieve covariance, Pearson and Spearman correlation as special cases. The usefulness of our new dependence measures is illustrated on demographic data from the Panel Study of Income Dynamics.

stat.ME

Compressive Bayesian non-negative matrix factorization for mutational signatures analysis

Non-negative matrix factorization (NMF) is a popular tool for dimensionality reduction, especially for count matrices. However, inferring an appropriate number of factors is challenging. Existing approaches based on information criteria or nonparametric sparsity-inducing priors tend to be computationally burdensome or highly sensitive to prior choices. Moreover, theoretical properties of the posterior distribution of Poisson NMF parameters endowed with shrinkage priors remain under-explored. This paper introduces a novel Bayesian NMF method that automatically infers the number of factors while also incorporating information on the latent factors from previous studies. This is achieved using compressive hyperpriors, which are hierarchical priors that make the sample-specific weights of unneeded factors concentrate near zero in the posterior. We provide novel distribution theory for posterior inference to elucidate this shrinkage mechanism, both in finite samples and asymptotically. We apply our method to mutational signatures analysis in cancer genomics, in simulations and on real data from breast cancer. Compared to state-of-the-art alternatives, our method is more robust to mild overdispersion and improves detection and estimation of signatures aligned with prior information.

stat.ME

On Relative Cumulative Residual Information Measure and Its Applications

We develop a relative cumulative residual information measure (RCRI) that aims to quantify the divergence between two survival functions. The dynamic relative cumulative residual information (DRCRI) measure is also introduced. We establish some characterization results under the assumption of the proportional hazards model. Additionally, we obtained the non-parametric estimators of RCRI and DRCRI measures based on the kernel density type estimator for the survival function. The effectiveness of the estimators are assessed through an extensive Monte Carlo simulation study. We consider data from the third Gaia data release (Gaia DR3) to demonstrate the use of the proposed measure. For this study, we have collected epoch photometry data for the objects Gaia DR3 4111834567779557376 and Gaia DR3 5090605830056251776. RCRI-based image analysis is conducted using Chest X-ray data from the publicly available dataset.

stat.ME