A method of obtaining and imputing missing data and a measurement system having the same are disclosed. The method includes obtaining measurement values of measurement variables, among z variables corresponding to z components of a measurement object, wherein z is a natural number greater than 1, and the z variables of the measurement object include measurement variables and missing variables which are not measured, and the measurement variables are of an amount less than z; generating missing data having the measurement variables with the measurement values and the missing variables with missing values in the z components, wherein each of the missing values is predetermined value indicating that a missing variable has not been measured; generating k pieces of final imputation data having k final imputation values, by using the missing data, wherein k is a natural number greater than 1, each of the k final imputation values are in the z components, and using the missing data includes performing multiple imputations on the missing data; and generating average data having average component values in the z components, wherein each of the average component values in a component is an average value of the k final imputation values of the k pieces of final imputation data in the component, and selecting, in each of the z components, a next measurement variable, wherein a difference value between a final imputation values and an average component value, of the next measurement variable, is larger than a difference value of the missing variables.