I'm not sure you are correct on this. Other texts on multilevel models (e.g., Raudenbush and Bryk, Kreft and Deeuw, and Singer & Willett) all use FiML as a synonym for ML. In fact, Kreft and Deleeuw go as far to even state they are the same thing (see page 131).
When you run a model in HLM selecting "Full Maximum Likelihood" and method="ML" in lme, the results, including all fixed effects, variance components, empirical bayes residuals, degrees of freedom are exactly the same. So, I think Doug is correct in that ML == FiML. Harold -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of F Z Sent: Monday, August 30, 2004 12:52 PM To: [EMAIL PROTECTED]; [EMAIL PROTECTED]; [EMAIL PROTECTED] Subject: Re: [R] FIML in lme 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)? Respectfully Francisco >From: Chris Lawrence <[EMAIL PROTECTED]> >To: R-Help <[EMAIL PROTECTED]> >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 >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 Security. http://clinic.mcafee.com/clinic/ibuy/campaign.asp?cid=3963 ______________________________________________ [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 ______________________________________________ [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
