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Abstract To deliver on the promise of 5G, network providers and application developers need to understand the factors impacting millimetre wave (mmWave) 5G throughput. Missing data, however, pose significant challenges for modelling throughput. Even in controlled settings, signal strength data may be only intermittently observed when a device’s connection is weak, leading to missing predictor values in model training. In addition, users may choose not to share their data once the model is deployed, meaning that key predictors may be missing when we want to predict throughput for their devices. To address these challenges, we introduce boosted additive model for data with missing observation (BAMMO), a novel additive model estimator obtained via a componentwise boosting algorithm that naturally incorporates data with missing values in model fitting. We validate BAMMO’s approach to handling missing data by comparing it with competing methods on real 5G network data with a high proportion of missing values and in simulations, finding that it delivers more accurate predictions and takes less time to compute. To identify key predictors of mmWave 5G throughput, we develop a novel extension of sparsity oriented importance learning for BAMMO, giving us a measure of variable importance based on the entire boosting solution path rather than a single selected model.