Hi,

I have a dataset of 7,000 patients but multiple observations were missing (around 20-30% of the whole dataset).

I have tried to use mi (multiple imputation command) before running the Cox regression in the training dataset.

I successfully ran the "mi estimate: stcox x1 x2 x3,..." command, with good Harrell's C statistic results when tested in the validation dataset.

However, for the calibration, I could not use "stcoxcal" command as stated in this articles. https://journals.sagepub.com/doi/pdf/10.1177/1536867X1401400403.

The error massage after "mi estimate :stcoxcal xb, val(val) times(7) test" was
"mi estimate: command not supported
stcoxcal is not officially supported by mi estimate; see mi estimation for a
list of Stata estimation commands that are supported by mi estimate. You can
use option cmdok to allow estimation anyway."

Any suggestion to do the calibration in the model after Cox regression in multiple imputation dataset?

Thank you