Epoetin Alfa in Treating Anemia in Patients With Lymphoma, Chronic Lymphocytic Leukemia, or Multiple Myeloma and Anemia Caused By Chemotherapy

DISEASE CHARACTERISTICS: * Histologically confirmed non-Hodgkin's lymphoma (NHL), chronic lymphocytic leukemia, or multiple myeloma * Low grade, intermediate grade, or high grade (diffuse large cell immunoblastic only) NHL OR * Histologically confirmed Hodgkin's disease with prior chemotherapy * Evaluable lesion * Must be scheduled for at least 1 myelosuppressive cytotoxic regimen (experimental chemotherapy regimens allowed) for at least 4-6 months * No anemia predominantly due to factors other than cancer or chemotherapy (i.e.,iron or folate deficiencies, hemolysis, or gastrointestinal bleeding) NOTE: A new classification scheme for adult non-Hodgkin's lymphoma has been adopted by PDQ. The terminology of "indolent" or "aggressive" lymphoma will replace the former terminology of "low", "intermediate", or "high" grade lymphoma. However, this protocol uses the former terminology. PATIENT CHARACTERISTICS: Age: * 18 and over Performance status: * Karnofsky 70-100% Life expectancy: * At least 6 months Hematopoietic: * Transferrin saturation at least 20% * Ferritin at least 50 ng/mL OR * Adequate iron stores in bone marrow * If transferrin saturation is less than 20% or ferritin is less than 50 ng/mL, investigator may utilize bone marrow evaluation results to determine whether iron stores are adequate * Hemoglobin at least 10.0 g/dL Hepatic: * Not specified Renal: * Not specified Cardiovascular: * No uncontrolled hypertension Other: * HIV negative * No active, unresolved infection * No hypersensitivity to mammalian cell derived products * Must be able to read and understand English at a 6th grade level consistent with comprehending the quality of life questionnaires * No other malignancy within past 5 years, except basal cell skin cancer or carcinoma in situ of the cervix * Not pregnant or nursing * Negative pregnancy test * Fertile patients must use effective contraception PRIOR CONCURRENT THERAPY: Biologic therapy: * No concurrent epoetin alfa independent of protocol * No concurrent interferons and interleukins (occasional short term use may be permitted on a case by case basis) * No prior peripheral blood stem cell transplantation Chemotherapy: * See Disease Characteristics * At least 2 weeks since prior chemotherapy Endocrine therapy: * Not specified Radiotherapy: * No prior total lymphoid, extensive abdominal, or inverted Y radiotherapy Surgery: * Not specified Other: * At least 30 days since prior nonchemotherapy experimental agents