Auxiliary variables may have themselves missing values. According to the following website, one includes auxiliary variables also as variables to be imputed. Is this common practice?

https://stats.idre.ucla.edu/stata/seminars/mi_in_stata_pt1_new/

I developed my imputational model without knowing this. It seemed "not right" for me thats why I used auxiliary variables to explain my missing values but not as variables to be imputed themselves.

However, my knowledge on multiple imputation is very limited.

Auxiliary variables may have themselves missing values. According to the following website, one (can) include(s) auxiliary variables also as variables to be imputed. Is this common practice?

https://stats.idre.ucla.edu/stata/seminars/mi_in_stata_pt1_new/

I developed my imputational model without knowing this. It seemed "not right" for me thats why I used auxiliary variables to explain my missing values but not as variables to be imputed themselves.

However, my knowledge on multiple imputation is very limited.

Auxiliary variables may have themselves missing values. According to the following website, one includes auxiliary variables also as variables to be imputed. Is this common practice?

https://stats.idre.ucla.edu/stata/seminars/mi_in_stata_pt1_new/

I developed my imputational model without knowing this. It seemed "not right" for me. However, my knowledge on multiple imputation is very limited.

Auxiliary variables may have themselves missing values. According to the following website, one includes auxiliary variables also as variables to be imputed. Is this common practice?

https://stats.idre.ucla.edu/stata/seminars/mi_in_stata_pt1_new/

I developed my imputational model without knowing this. It seemed "not right" for me thats why I used auxiliary variables to explain my missing values but not as variables to be imputed themselves. 

However, my knowledge on multiple imputation is very limited.