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Sufficient growth of undocumented migration is one of characteristic features of modern migratory processes. The present paper examines the methodological issues in the study of undocumented migration and counting the number of undocumented migrants. The task of systematization and standardization of terminology with respect to undocumented migration analysis seems to be especially relevant, without which it is impossible to start formalizing data on the global scale. Authors suggest the model for measuring the number of undocumented migrants. Based on available researches of undocumented migration, and also proceeding from available statistical information, we have developed an economic mathematical model for assessment of scales of undocumented immigration. In accordance with the constructed model, countries and territories of the world were arranged into six clusters, corresponding to estimates of scales of undocumented migration. The developed model allows to reveal countries that attract undocumented immigrants in the biggest degree, and also countries – transit zones for undocumented migrants. The conducted research confirmed prospects of application of the discriminant analysis methods for an assessment of scales of undocumented migration and development of recommendations for improvement of state policy in the field of regulation of migratory processes on this basis.