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Carlo -- thanks very much for the tip. I'll look up the Van Buuren book.

Thanks to Startz; I think the interactive term added *without* including the original variable itself is the trick I was looking for. EM algorithm approaches would be the other way to do it. Carlo, I don't understand your comment. In the cases I'm talking about, no survey is going to pick up the AP ...

Many discussions of missing data deal with various methods of imputation, like mean values or EM. But in some cases the data will be missing as a necessary consequence of the data generation process. For instance, let's say I'm trying to predict students' grades, and one of the inputs I want to anal...