Multiple Imputation for the Cox Proportional Hazards Model with Missing Covariates

We present three multiple imputation estimates for the Cox model with missing covariates. Two of the suggested estimates are asymptotically equivalent to estimates in the literature when the number of multiple imputations approaches infinity. The third estimate can be implemented using standard software that could handle time-varying covariates. This revised version was published online in July 2006 with corrections to the Cover Date.