I want to impute missing values of an independent variable say variable X1, the other independent variables are weakly related to X1. However, the dependent variable has strong relation with X1.
I wish to use sklearn IterativeImputer's missing value imputation estimators like KNN regressor or ExtraTreesRegressor (similar to missforest in R).
Can I use dependent variable in addition to independent variables to impute values of X1? Will this introduce too much variance in my model? If this isn't recommended then how should X1 be treated, deletion of X1 is not an option and I fear if I impute X1 missings with only other IV's the imputed values would not be moderately accurate.