Distances with mixed type variables some modified Gower's coefficients

• URL: http://arxiv.org/abs/2101.02481v1
• Date: Thu, 7 Jan 2021 11:00:57 GMT
• Title: Distances with mixed type variables some modified Gower's coefficients
• Authors: Marcello D'Orazio
• Abstract summary: The choice of the distance function depends mainly on the type of the selected variables. The most popular distance for mixed type variables is derived as the complement of the Gower's similarity coefficient. This article tries to address the main drawbacks that affect the overall unweighted Gower's distance.
• Score: 0.0
• License: http://creativecommons.org/licenses/by-nc-nd/4.0/
• Abstract: Nearest neighbor methods have become popular in official statistics, mainly in imputation or in statistical matching problems; they play a key role in machine learning too, where a high number of variants have been proposed. The choice of the distance function depends mainly on the type of the selected variables. Unfortunately, relatively few options permit to handle mixed type variables, a situation frequently encountered in official statistics. The most popular distance for mixed type variables is derived as the complement of the Gower's similarity coefficient; it is appealing because ranges between 0 and 1 and allows to handle missing values. Unfortunately, the unweighted standard setting the contribution of the single variables to the overall Gower's distance is unbalanced because of the different nature of the variables themselves. This article tries to address the main drawbacks that affect the overall unweighted Gower's distance by suggesting some modifications in calculating the distance on the interval and ratio scaled variables. Simple modifications try to attenuate the impact of outliers on the scaled Manhattan distance; other modifications, relying on the kernel density estimation methods attempt to reduce the unbalanced contribution of the different types of variables. The performance of the proposals is evaluated in simulations mimicking the imputation of missing values through nearest neighbor distance hotdeck method.

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