Many clustering techniques and classification methods for analysing microarray data require a complete dataset. However, very often gene expression datasets contain missing values due to various reasons. In this paper, we first propose to use vector angle as a measurement for the similarity between genes. We then propose the Weighted Local Least Square Imputation (WLLSI) method for missing values estimation. Numerical results on both synthetic data and real microarray data indicate that WLLSI method is more robust. The imputation methods are then applied to a breast cancer dataset and interesting results are obtained.