Logistic regression with a partially observed covariate

Abstract
We present results of a Monte Carlo study comparing four methods of estimating the parameters of the logistic model logit (pr (Y = 1 | X, Z)) = α0 + α 1 X + α 2 Z where X and Z are continuous covariates and X is always observed but Z is sometimes missing. The four methods examined are 1) logistic regression using complete cases, 2) logistic regression with filled-in values of Z obtained from the regression of Z on X and Y, 3) logistic regression with filled-in values of Z and random error added, and 4) maximum likelihood estimation assuming the distribution of Z given X and Y is normal. Effects of different percent missing for Z and different missing value mechanisms on the bias and mean absolute deviation of the estimators are examined for data sets of N = 200 and N = 400.

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