I have fitted a proportional odds model, but would like to compare it to a continuation ratio model. However, I am unable to fit the CR model _including_ imputated data. I guess my troubles start with settuping the data for the CR model. Any hint is appreciated! Christian library(Hmisc) library(rms) library(mice) ## simulating data (taken from rms::residuals.lrm) set.seed(1) n <- 400 age <- rnorm(n, 50, 10) blood.pressure <- rnorm(n, 120, 15) L <- .05*(age-50) + .03*(blood.pressure-120) p12 <- plogis(L) p2 <- plogis(L-1) p <- cbind(1-p12, p12-p2, p2) cp <- matrix(cumsum(t(p)) - rep(0:(n-1), rep(3,n)), byrow=TRUE, ncol=3) y <- (cp < runif(n)) %*% rep(1,3) y <- as.vector(y) ## generating missing data age[1:40]<-NA blood.pressure[30:70]<-NA ## multiple imputation using mice::mice d <- as.matrix(cbind(y, age, blood.pressure)) imp <- mice(d,seed=123) ## some cleanup rm(y, age, blood.pressure) d <-as.data.frame(d) ## proportional odds model b<-fit.mult.impute(y~age+blood.pressure, lrm, xtrans=imp, data=d) ## continuation ratio model attach(d) u <- cr.setup(y) detach(d) attach(d[u$subs,]) y <-u$y cohort<-u$cohort c <- lrm(y~cohort*(age+blood.pressure)) ## CR model with imputed data q <- fit.mult.impute(y~cohort*(age+blood.pressure), lrm, xtrans=imp) Error in model.frame.default (formula = formula, data = completed.data, : variable length differ (found for 'cohort')