Cox regression analysis with missing covariates via nonparametric multiple imputation

Chiu Hsieh Hsu, Mandi Yu

Research output: Contribution to journalArticlepeer-review

14 Scopus citations


We consider the situation of estimating Cox regression in which some covariates are subject to missing, and there exists additional information (including observed event time, censoring indicator and fully observed covariates) which may be predictive of the missing covariates. We propose to use two working regression models: one for predicting the missing covariates and the other for predicting the missing probabilities. For each missing covariate observation, these two working models are used to define a nearest neighbor imputing set. This set is then used to non-parametrically impute covariate values for the missing observation. Upon the completion of imputation, Cox regression is performed on the multiply imputed datasets to estimate the regression coefficients. In a simulation study, we compare the nonparametric multiple imputation approach with the augmented inverse probability weighted (AIPW) method, which directly incorporates the two working models into estimation of Cox regression, and the predictive mean matching imputation (PMM) method. We show that all approaches can reduce bias due to non-ignorable missing mechanism. The proposed nonparametric imputation method is robust to mis-specification of either one of the two working models and robust to mis-specification of the link function of the two working models. In contrast, the PMM method is sensitive to misspecification of the covariates included in imputation. The AIPW method is sensitive to the selection probability. We apply the approaches to a breast cancer dataset from Surveillance, Epidemiology and End Results (SEER) Program.

Original languageEnglish (US)
Pages (from-to)1676-1688
Number of pages13
JournalStatistical Methods in Medical Research
Issue number6
StatePublished - Jun 1 2019


  • Augmented inverse probability weighted method
  • Cox regression
  • missing covariates
  • multiple imputation
  • predictive mean matching

ASJC Scopus subject areas

  • Epidemiology
  • Statistics and Probability
  • Health Information Management


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