[R] FIML in lme

Chris Lawrence chris at lordsutch.com
Sat Aug 28 09:29:08 CEST 2004

On Aug 27, Douglas Bates wrote:
> F Z wrote:
> >I was asked if lme can use FIML (Full Information Maximum Likelihood) 
> >instead of REML or ML but I don't know the answer.  Does anybody know if 
> >this is implemented in R?
> To the best of my knowledge, FIML is ML so the answer is yes.
> For example, the phrase "Full Information Maximum Likelihood" is used in 
> Singer and Willett (2004) "Applied Longitudinal Data Analysis" (Oxford 
> University Press) as a synonym for maximum likelihood.

I have seen FIML used to refer to a type of ML estimation where a
missing data treatment is included in the estimation procedure
(parameter estimates are derived from incomplete cases for only the
variables present in the case, rather than simply discarding the
cases), at least in the latent-variable SEM context, specifically in
AMOS.  This may be what Francisco is getting at.

To my knowledge, no R packages implement this sort of "FIML", for any
class of models, although there are other available missing data
treatments (EM, MCMC estimation).

Christopher N. Lawrence, Ph.D.
Visiting Assistant Professor of Political Science
Millsaps College
1701 N. State St
Jackson, MS 39210
(601) 974-1438 / lawrecn at millsaps.edu

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