[R] FIML in lme
gerifalte28 at hotmail.com
Mon Aug 30 18:51:51 CEST 2004
Thanks to Douglas Bates and Christopher Lawrence for their responses.
Christopher is right, that is what I was asking about. I guess that there
is no implementation of FIML in R. Would this be a worthy method to include
in R? I don't really use this method so I would say no but maybe some
people think in a different way (For example SAS users trying ot move to R)?
>From: Chris Lawrence <chris at lordsutch.com>
>To: R-Help <r-help at r-project.org>
>Subject: Re: [R] FIML in lme
>Date: Sat, 28 Aug 2004 02:29:08 -0500
>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
> > >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
>1701 N. State St
>Jackson, MS 39210
>(601) 974-1438 / lawrecn at millsaps.edu
>R-help at stat.math.ethz.ch mailing list
>PLEASE do read the posting guide!
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