Prospective Prediction in the Presence of Missing Data. Marshall, G., Warner, B., MaWhinney, S., & Hammermeister, K. Stat Med, 21:561-570, 2002.
bibtex   
@article{mar02pro,
  title = {Prospective Prediction in the Presence of Missing Data},
  volume = {21},
  journal = {Stat Med},
  author = {Marshall, Guillermo and Warner, Bradley and MaWhinney, Samantha and Hammermeister, Karl},
  year = {2002},
  keywords = {missing-data,prediction},
  pages = {561-570},
  citeulike-article-id = {13265311},
  posted-at = {2014-07-14 14:09:54},
  priority = {0},
  annote = {predict for each new observation using a customized model refit for available predictors only, using the fast backward stepdown method; only requires saving beta hats and covariance matrix from original model fit, not the original dataset}
}

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