We consider methods for analyzing categorical regression models when some c
ovariates (Z) are completely observed but other covariates (X) are missing
for some subjects. When data on X are missing at random (i.e., when the pro
bability that X is observed does not depend on the value of X itself), we p
resent a likelihood approach for the observed data that allows the same nui
sance parameters to be eliminated in a conditional analysis as when data ar
e complete. An example of a matched case-control study is used to demonstra
te our approach.