[R] FIML in R

dadrivr dadrivr at gmail.com
Sat Apr 7 00:25:15 CEST 2012


I completely agree that the development of full-information maximum
likelihood (FIML) estimation for use in packages like lm, lme, lmer, etc.
would make R much more attractive.  FIML is better than other approaches to
missing data (e.g., multiple imputation; see Graham, Olchowski, & Gilreath,
2007), and it is much better than what R currently uses for most functions
(listwise deletion).  Right now, the best implementation of FIML is in Mplus
(http://statmodel.com/), which is useful in the structural equation model
(SEM) framework.  There is an R package that incorporates FIML in SEM called
OpenMx (http://openmx.psyc.virginia.edu/openmx-features), in which one could
run multiple regression with FIML.  It would be nice to see FIML estimation
incorporated into other functions, as well though, as FIML seems to be the
way to go.  I second the call to get the R community talking about FIML.

Thank you Andrew for starting this -- it's long overdue.  Hopefully, other
people are interested, as well.

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