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Due to a large number of missing values, both spatially and temporally, China has not published a complete official socioeconomic statistics dataset at the county level, which is the country’s basic scale of official statistics data collection. We developed a procedure to impute the missing values under the Bayesian hierarchical modeling framework. The procedure incorporates two novelties. First, it takes into account spatial autocorrelations and temporal trends for those easier-to-impute variables with small missing percentages. Second, it further uses the first-step complete variables as covariate information to improve the modeling of more-difficult-to-impute variables with large missing percentages. We applied this progressive spatiotemporal (PST) method to China’s official socioeconomic statistics during 2002–2011 and compared it with four other widely used imputation methods, including k-nearest neighbors (kNN), expectation maximum (EM), singular value decomposition (SVD) and random forest (RF). The results show that the PST method outperforms these methods, thus proving the effects of sophisticatedly incorporating the additional spatial and temporal information and progressively utilizing the covariate information. This study has an outcome that allows China to construct a complete socioeconomic dataset and establishes a methodology that can be generally useful for estimating missing values in large spatiotemporal datasets.

Estimating missing values in China’s official socioeconomic statistics using progressive spatiotemporal Bayesian hierarchical modeling