Generating Synthetic Missing Data: A Review by Missing Mechanism

The performance evaluation of imputation algorithms often involves the generation of missing values. Missing values can be inserted in only one feature (univariate configuration) or in several features (multivariate configuration) at different percentages (missing rates) and according to distinct missing mechanisms, namely, missing completely at random, missing at random, and missing not at random. Since the missing data generation process defines the basis for the imputation experiments (configuration, missing rate, and missing mechanism), it is essential that it is appropriately applied; otherwise, conclusions derived from ill-defined setups may be invalid. The goal of this paper is to review the different approaches to synthetic missing data generation found in the literature and discuss their practical details, elaborating on their strengths and weaknesses. Our analysis revealed that creating missing at random and missing not at random scenarios in datasets comprising qualitative features is the most challenging issue in the related work and, therefore, should be the focus of future work in the field.