In reply to Ethan.

I assume you mean missing values in an explanatory variable. Some popular methods are
1. Replacement: If the missing value is for a continuous variable, replace the missing value with the mean of that variable. For a categorical variable, you can replace by the mode (the most observed category).
2. Averaging: Replace the missing value by multiple values and average the predictions. For example, if the gender is missing, find the prediction for Male, find the predictions for Female, and then average (or weighted average).
3. Pairing: Find other observations that are close to the missing observation in the nonmissing variables. Use the prediction from the closest, or average the predictions for a number of closest observations.