[R] EM for missing data

David L Carlson dcarlson at tamu.edu
Mon Jul 23 17:39:15 CEST 2012

This is chopped off. What happens next is important. EM can be used to
compute covariance matrices and conducts  the statistical analysis without
imputing any missing values or it can be used to impute missing values to
create one or multiple data sets.

You might find Missing Data by Paul D. Allison to be useful.

David L Carlson
Associate Professor of Anthropology
Texas A&M University
College Station, TX 77843-4352

> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of ya
> Sent: Sunday, July 22, 2012 5:11 AM
> To: r-help
> Subject: Re: [R] EM for missing data
> hi Greg, David, and Tal,
> Thank you very much for the information.
> I found this in SPSS 17.0 missing value manual:
> EM Method
> This method assumes a distribution for the partially missing data and
> bases inferences
> on the likelihood under that distribution. Each iteration consists of
> an E step and an
> M step. The E step finds the conditional expectation of the b

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