摘要：This paper discusses maximum likelihood estimation for two-level structural equation models when data are missing at random at both levels. Building on existing literature, a computationally efficient expression is derived to evaluate the observed log-likelihood. Unlike previous work, the expression is valid for the special case where the model implied variance–covariance matrix at the between level is singular. Next, the log-likelihood function is translated to R code. A sequence of R scripts is presented, starting from a naive implementation and ending at the final implementation as found in the lavaan package. Along the way, various computational tips and tricks are given.
