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Support for model-based imputation of partially unobserved response variables #43

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eb8680 opened this issue Oct 14, 2019 · 0 comments

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eb8680 commented Oct 14, 2019

brms supports joint model-based imputation by allowing some response variables to be marked partially missing using the mi() syntax:

xf <- bf(x | mi() ~ z + 1)
yf <- bf(y ~ mi(x) + z + 1)

It would be nice if brmp supported this behavior, and even turned it on by default without requiring the extra mi syntax. I believe we would have to address pyro-ppl/pyro#1106 upstream in Pyro, after which the code generation to support this feature would be a small extension of #42.

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