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). Chris -- Christopher N. Lawrence, Ph.D. Visiting Assistant Professor of Political Science Millsaps College 1701 N. State St Jackson, MS 39210 (601) 974-1438 / [EMAIL PROTECTED] ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
