A new article created using the Distill format.

Full information maximum likelihood (FIML) is a modern statistical technique for handling missing data. If you are not familiar with FIML, I would recommend the book entitled Applied Missing Data Analysis by Craig Enders. The book is both thorough and accessible, and a good place to start for those not familiar with the ins and outs of modern missing data techniques.

The purpose of the **FIML in Lavaan** series of posts and the related git repository is to take some of the examples related to FIML estimation within a regression framework from the Applied Missing Data website, and translate them into code for the R package `lavaan`

. The code on the Applied Missing Data website in mostly for Mplus, which is quite expensive software. I hope this will give those who don’t have access to Mplus the ability to work through the examples using free and open source software.

In this first tutorial I start with the basics: how to get descriptive statistics using FIML. The data and Mplus code for this example can be found on the Book Examples page of the Applied Missing Data website. I also created a github repository with the data and R files with equivalent code in `lavaan`

, which can be found here. Remember to replace the file path in the R code below with the file path to the folder in which you unzip the data files.

You will also want to read over the `lavaan`

documentation and visit the very helpful `lavaan`

website to take advantage of the tutorials there. With these resources at your disposal, you should be able to use replicate the examples in `lavaan`

. Here, I walk through the major sections of the R code. This is the same code found in the github repository in the R file entitled *FIMLdescriptivesCorrelations.R*.

I always include a header with basic information in my code files.

```
#***********************************************************************
# section 4.14 Summary Statistics --------------------------------------
# Author: William M. Murrah
# Description: This code replicates the section 4.14 example on the
# the appliedmissingdata.com website, which generates
# descriptive statistics and correlations,
# Version history ------------------------------------------------------
# 2014.05.30: code created
# 2014.06.01: rewrote heading
#***********************************************************************
# R packages used
library(lavaan)
```

First, import the data into R. MPlus uses *.dat* files which can only contain numbers. Variable names are not included in the *.dat* file, but instead are included in the Mplus *.inp* file. I use the *read.table* function to read the *.dat* file.

```
employee <- read.table("data/employee.dat")
```

Next, I assign names to the variables in the new data frame.

The final step in preparing the data is to recode the data values -99, which are used as missing data values in the *.dat* file, to `NA`

, which is the missing value indicator in R.

```
# Replace all missing values (-99) with R missing value character 'NA'.
employee[employee==-99] <- NA
```

Now that the data are ready, I create a character string with the model using the `lavaan`

syntax. For descriptives and correlations I model the mean, variances, and covariance/correlations.

```
# Create descriptive model object
model <- '
# means
age ~ 1
tenure ~ 1
female ~ 1
wbeing ~ 1
jobsat ~ 1
jobperf ~ 1
turnover ~ 1
iq ~ 1
# variances
age ~~ age
tenure ~~ tenure
female ~~ female
wbeing ~~ wbeing
jobsat ~~ jobsat
jobperf ~~ jobperf
turnover ~~ turnover
iq ~~ iq
# covariances/correlations
age ~~ tenure + female + wbeing + jobsat + jobperf + turnover + iq
tenure ~~ female + wbeing + jobsat + jobperf + turnover + iq
female ~~ wbeing + jobsat + jobperf + turnover + iq
wbeing ~~ jobsat + jobperf + turnover + iq
jobsat ~~ jobperf + turnover + iq
jobperf ~~ turnover + iq
turnover ~~ iq
'
```

To fit the model, I use the `lavaan`

*sem* function. This function takes the first two argument model and data. The third argument is `missing ='fiml'`

, which tells lavaan to use FIML (the default is to use listwise deletion).

```
fit <- sem(model, employee, missing='fiml')
```

Alternatively, you could leave the section of the model code under the `# means`

section and use the `meanstructure=TRUE`

argument in the fit function as follows, which give the same results:

```
fit <- sem(model, employee, missing='fiml', meanstructure=TRUE)
```

To print the results to the console, use the `summary`

function.

```
summary(fit, fit.measures=TRUE, standardize=TRUE)
```

The `fit.measures=TRUE`

calls fit statistics in the output. This should look familiar to those who have used Mplus.

```
lavaan (0.5-16) converged normally after 141 iterations
Number of observations 480
Number of missing patterns 3
Estimator ML
Minimum Function Test Statistic 0.000
Degrees of freedom 0
P-value (Chi-square) 1.000
Model test baseline model:
Minimum Function Test Statistic 527.884
Degrees of freedom 28
P-value 0.000
User model versus baseline model:
Comparative Fit Index (CFI) 1.000
Tucker-Lewis Index (TLI) 1.000
Loglikelihood and Information Criteria:
Loglikelihood user model (H0) -6621.805
Loglikelihood unrestricted model (H1) -6621.805
Number of free parameters 44
Akaike (AIC) 13331.609
Bayesian (BIC) 13515.256
Sample-size adjusted Bayesian (BIC) 13375.604
Root Mean Square Error of Approximation:
RMSEA 0.000
90 Percent Confidence Interval 0.000 0.000
P-value RMSEA <= 0.05 1.000
Standardized Root Mean Square Residual:
SRMR 0.000
```

The `standardize=TRUE`

argument includes columns with standardized output. the *std.all* column in `lavaan`

output is the same as the *STDYX* section in Mplus.

```
Parameter estimates:
Information Observed
Standard Errors Standard
Estimate Std.err Z-value P(>|z|) Std.lv Std.all
Covariances:
age ~~
tenure 8.459 0.858 9.865 0.000 8.459 0.504
female -0.028 0.122 -0.229 0.819 -0.028 -0.010
wbeing 1.148 0.334 3.433 0.001 1.148 0.182
jobsat 0.861 0.340 2.531 0.011 0.861 0.136
jobperf -0.330 0.308 -1.072 0.284 -0.330 -0.049
turnover -0.377 0.116 -3.255 0.001 -0.377 -0.150
iq 0.674 2.066 0.326 0.744 0.674 0.015
tenure ~~
female -0.052 0.071 -0.736 0.462 -0.052 -0.034
wbeing 0.569 0.195 2.916 0.004 0.569 0.155
jobsat 0.565 0.200 2.822 0.005 0.565 0.154
jobperf 0.061 0.178 0.344 0.731 0.061 0.016
turnover 0.016 0.066 0.240 0.810 0.016 0.011
iq 0.026 1.199 0.022 0.983 0.026 0.001
female ~~
wbeing 0.067 0.031 2.156 0.031 0.067 0.115
jobsat 0.028 0.031 0.881 0.378 0.028 0.047
jobperf -0.009 0.029 -0.323 0.747 -0.009 -0.015
turnover 0.001 0.011 0.114 0.909 0.001 0.005
iq 0.284 0.192 1.481 0.139 0.284 0.068
wbeing ~~
jobsat 0.446 0.095 4.714 0.000 0.446 0.322
jobperf 0.671 0.084 8.030 0.000 0.671 0.456
turnover -0.141 0.030 -4.768 0.000 -0.141 -0.257
iq 2.876 0.530 5.430 0.000 2.876 0.291
jobsat ~~
jobperf 0.271 0.080 3.378 0.001 0.271 0.184
turnover -0.129 0.030 -4.248 0.000 -0.129 -0.234
iq 4.074 0.566 7.195 0.000 4.074 0.411
jobperf ~~
turnover -0.203 0.028 -7.168 0.000 -0.203 -0.346
iq 4.496 0.523 8.588 0.000 4.496 0.426
turnover ~~
iq -0.706 0.182 -3.872 0.000 -0.706 -0.180
Intercepts:
age 37.948 0.245 154.633 0.000 37.948 7.058
tenure 10.054 0.142 70.601 0.000 10.054 3.222
female 0.542 0.023 23.817 0.000 0.542 1.087
wbeing 6.288 0.062 100.701 0.000 6.288 5.349
jobsat 5.950 0.063 94.052 0.000 5.950 5.053
jobperf 6.021 0.057 105.262 0.000 6.021 4.805
turnover 0.321 0.021 15.058 0.000 0.321 0.687
iq 100.102 0.384 260.475 0.000 100.102 11.889
Variances:
age 28.908 1.866 28.908 1.000
tenure 9.735 0.628 9.735 1.000
female 0.248 0.016 0.248 1.000
wbeing 1.382 0.107 1.382 1.000
jobsat 1.386 0.108 1.386 1.000
jobperf 1.570 0.101 1.570 1.000
turnover 0.218 0.014 0.218 1.000
iq 70.892 4.576 70.892 1.000
```

Recall that correlations are standardized covariances, so correlations are found in the *std.all* column in the *Covariances* section. Also, intercepts are means, and can be interpreted as the FIML means for the variables.

Finally, to get the missing data patterns and covariance coverage output that can be included in Mplus output use the following code:

which leads to the following output:

```
age tenure female wbeing jobsat jobprf turnvr iq
160 1 1 1 1 1 1 1 1
160 1 1 1 1 0 1 1 1
160 1 1 1 0 1 1 1 1
```

```
age tenure female wbeing jobsat jobprf turnvr iq
age 1.000
tenure 1.000 1.000
female 1.000 1.000 1.000
wbeing 0.667 0.667 0.667 0.667
jobsat 0.667 0.667 0.667 0.333 0.667
jobperf 1.000 1.000 1.000 0.667 0.667 1.000
turnover 1.000 1.000 1.000 0.667 0.667 1.000 1.000
iq 1.000 1.000 1.000 0.667 0.667 1.000 1.000 1.000
```