Imputing Missing Covariate Values for the Cox Model. White, I. R. & Royston, P. Stat Med, 28:1982-1998, 2009.
bibtex   
@article{whi09imp,
  title = {Imputing Missing Covariate Values for the {{Cox}} Model},
  volume = {28},
  journal = {Stat Med},
  author = {White, Ian R. and Royston, Patrick},
  year = {2009},
  keywords = {missing-data,cox-model,multiple-imputation,ph,proportional-hazards-model,missing-covariates},
  pages = {1982-1998},
  citeulike-article-id = {13265770},
  citeulike-attachment-1 = {whi09imp.pdf; /pdf/user/harrelfe/article/13265770/1109013/whi09imp.pdf; 50ee39d65a18045c8252b949f76ca4f35cfd5632},
  posted-at = {2014-07-14 14:10:03},
  priority = {0},
  annote = {approach to using event time and censoring indicator as predictors in the imputation model for missing baseline covariates;recommended an approximation using the event indicator and the cumulative hazard transformation of time, without their interaction}
}

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