Missing Covariate values

From: "Balasubramani, G.K." BalaGK@edc.pitt.edu Subject: [NMusers] Missing Covariate values Date: Tue, October 26, 2004 8:43 am Hello all, I have a multivariate data with outcome is a continuous measure and missing occurs in both outcome as well as in covariates and the missing outcome measure follows the assumption of MNAR. We are trying to do the pattern mixture model approach, but I had some difficulty of doing that, since one or more values in the covariates are missing. The data structure I have is of the following four patterns: 1. Non- missing outcome(continuous measure) with all the values of the covariates are available 2. Non-missing outcome with one or more vaues of the covariates are missing 3. Missing outcome with all the values of the covariates are available 4. Missing outcome with one or more vaues of the covariates are missing. I modelled on non-missing outcome using the first two groups and estimated the parameters and using these estimated parameters, I predict the missing outcome, but for only with all the values of the covatiate. I cannot be able to find out the values for the missing outcome with missed covariate values. In this type of situation, how to model this case using the data patterns in 3 and 4. Is there any method available for the missing covarites values for imputation. Any suggestion. Thanks in advance. Bala