  Modern data acquisition based on high-throughput technology is often facing
the problem of missing data. Algorithms commonly used in the analysis of such
large-scale data often depend on a complete set. Missing value imputation
offers a solution to this problem. However, the majority of available
imputation methods are restricted to one type of variable only: continuous or
categorical. For mixed-type data the different types are usually handled
separately. Therefore, these methods ignore possible relations between variable
types. We propose a nonparametric method which can cope with different types of
variables simultaneously. We compare several state of the art methods for the
imputation of missing values. We propose and evaluate an iterative imputation
method (missForest) based on a random forest. By averaging over many unpruned
classification or regression trees random forest intrinsically constitutes a
multiple imputation scheme. Using the built-in out-of-bag error estimates of
random forest we are able to estimate the imputation error without the need of
a test set. Evaluation is performed on multiple data sets coming from a diverse
selection of biological fields with artificially introduced missing values
ranging from 10% to 30%. We show that missForest can successfully handle
missing values, particularly in data sets including different types of
variables. In our comparative study missForest outperforms other methods of
imputation especially in data settings where complex interactions and nonlinear
relations are suspected. The out-of-bag imputation error estimates of
missForest prove to be adequate in all settings. Additionally, missForest
exhibits attractive computational efficiency and can cope with high-dimensional
data.
