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Missing Data, Data Imputation

In statistics, missing data, or missing values, occur when no data value is stored for the variable in an observation (Wiki)

Types of missing data (Wiki)

Discarding data

Imputation (Wiki)

Whenever a single imputation strategy is used, the standard errors of estimates tend to be too low. The intuition here is that we have substantial uncertainty about the missing values, but by choosing a single imputation we inessence pretend that we know the true value with certainty (Data Analysis Using Regression and Multilevel/Hierarchical Models)

Timeseries imputation

Other methods, packages

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