Summary Statistics provides the Multiple Imputation (MI) method VSL_SS_METHOD_MI to deal with missing values in a dataset. A typical usage flow is as follows:
In the MI paradigm, replace each missing value with a set of m values predicted from the underlying distribution.
After MI application, analyze each of the m complete datasets producing estimates and standard errors.
Combine the results of the first two steps according to the rules in [Rubin1987] to produce overall estimates and standard errors.
MI approach is integrated into the library as described in [Schafer1997].