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Nov 10, 2017 at 9:52 comment added Stephan Kolassa Why shouldn't your decision trees split spuriously on this predictor, especially if missingness is possibly not at random?
Nov 10, 2017 at 9:42 comment added Toutsos What i meant with "I am not planning on running a parametrical model so i suppose the -999 value will not really hurt my model." is that i will be mostly using decision trees. If i used a regression, the -999 would have a huge impact but with a decision tree, i am inclined to believe the splits wont be affected that much or they will at least be affected positively.
Nov 10, 2017 at 8:28 vote accept Toutsos
Nov 10, 2017 at 7:30 history answered Stephan Kolassa CC BY-SA 3.0