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  • Cox-snell residuals after multiple imputation

    Dear Stata users,

    Context: I am working with a survival dataset containing 20-25 variables. A few variables are missing values. I've used multiple imputation to deal with the missings (via mi mvn), set my data as survival data (mi stset), and performed Cox PH regression (mi estimate: stcox)

    Example:
    Code:
    mi set mlong
    mi register imputed (v1 v2 v3 v4 v5)
    mi impute mvn
    
    mi stset survival_time, fail(failure_event== 1 2), exit(time 365)
    
    mi estimate: stcox v1 v2 v3 v4 v5



    Problem: How do I perform the command "predict cs, csnell" on my mi estimate cox model and pool the results? Is this not a feature for mi datasets, and if not are there user-written commands that can achieve this?

    Thanks for your help,
    Joseph

    P.s. I am new to Stata, so apologies if I have neglected required information in my post.
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