I am using the mice package to impute some missing values, and it work nicely. I am facing a tricky strategic question though. Basically, I am working on predictors of myocardial infarction, with all patients having baseline features (eg age, gender), despite a few missing values. Some patients have performed also a stress test, with specific continous details (eg stress duration), but others haven't. What should I do to capture the information associated with stress test features? A complete case analysis will of course exclude all those without a stress test (roughly 50%). Is it reasonable to impute with mice the stress features among also those who did not undergo any stress test? Or should I best create a factor variable such as stress_status (0- no stress, 1-stress with low tolerance, 2-stress with high tolerance, and so forth)? Thanks for the help Giuseppe
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