RE: Missing covariates

From: "Gibiansky, Leonid" <gibianskyl@globomax.com> Subject: RE: Missing covariates Date: Mon, 2 Jul 2001 13:10:51 -0400 What would group say about this method: For categorical covariates, you create separate category "missing" and treat it similar to any other level: TCL=THETA(1) ; FOR MISSING VALUES IF(SEX.EQ.0) TCL=THETA(2) ; FOR MALES IF(SEX.EQ.1) TCL=THETA(3) ; FOR FEMALES CL=TCL*EXP(ETA(1)) For continuous covariates, you still use "missing" as level for a new continuous/categorical covariate: TCL=THETA(1) ; FOR MISSING VALUES IF(WT.GT.0) TCL=THETA(2)*WT**THETA(3) ; for non-missing, where negative WT codes for missing weight CL=TCL*EXP(ETA(1)) You need to assume the same variability for subjects with missing and non-missing data, which is probably not quite correct. Alternatively, you may try to give different variability to a population with missing covariates. This can be messy if you have a lot of covariates but in a simple cases should work, in my opinion. Any comments ? Thanks, Leonid