This week I was talking to a friend about how covariates which have missing values are handled in structural equation modelling (SEM) software. I’ll preface this post by saying that I’m definitely not an expert (or anywhere close!) in structural equation models, so if anyone spots errors/problems please add a comment. My friend thought that certain implementations of SEMs in some packages have the ability to automatically accommodate missingness in covariates, using so called ‘full information maximum likelihood’. In the following I’ll describe my subsequent exploration of how Stata’s sem command handles missingness in covariates.