Our “digified” lives have provided researchers with an unprecedented opportunity to study society at a much higher frequency and granularity. Such data can have a large sample size but can be sparse, biased, and exclusively contributed by the users of the technologies. We look at the increasing importance of missing data and under-representation and propose a new perspective that considers missing data as useful data to understand the underlying reasons for missingness and that provides a realistic view of the sample size of large but under-represented data.