A. Tsiatis, Anastasios et al., Multiple Imputation Methods for Testing Treatment Differences in Survival Distributions with Missing Cause of Failure, Biometrika , 89(1), 2002, pp. 238-244
We propose a method for comparing survival distributions when cause-of-failure information is missing for some individuals. We use multiple imputation to impute missing causes of failure, where the probability that a missing cause is that of interest may depend on auxiliary covariates, and combine log-rank statistics computed from several 'completed' datasets into a test statistic that achieves asymptotically the nominal level. Simulations demonstrate the relevance of the theory in finite samples.