I have a longitudinal dataset with records from 22902 individuals. The outcome is a continuous variable and has no missing values. However, one of the predictors (from a total of 8) has some missing values. This predictor refers to the patient's smoking status (Yes or No), and I have no record of such status for 9430 individuals.
Since this variable does not change over time, I think the smoking status was accessed upon the first medical appointment and kept that way; in cases where the information is unavailable, the patient must not have disclosed their smoking status when first evaluated. So I don't think it is related to the outcome.
How to handle this? Suppose I remove the cases where the values are missing. In that case, I lose information on 9430 patients. So I thought about creating a third category: "missing" or "unknown", and carrying on with the analysis. But I'm not sure that would be the correct way of handling this.
I appreciate any help you can provide. Thanks!