brmp
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Support for model-based imputation of partially unobserved response variables
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 https://github.com/pyro-ppl/pyro/issues/1106 upstream in Pyro, after which the code generation to support this feature would be a small extension of #42.