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 | | REGEM % returns % % X, the data matrix with imputed values substituted for NaNs, % M, the estimated mean of X, % C, the estimated covariance matrix of X, % Xerr, an estimated standard error of the imputed values. |
 | | First, for each record X(i,:) with % missing values, the regression parameters of the variables with % missing values on the variables with available values are % computed from the estimates of the mean and of the covariance % matrix. |
 | | Second, the missing values in a record X(i,:) are filled % in with their conditional expectation values given the available % values and the estimates of the mean and of the covariance % matrix, the conditional expectation values being the product of % the available values and the estimated regression % coefficients. |
| www.gps.caltech.edu /~tapio/imputation/regem.m (663 words) |
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