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MICE is an R package which implements Multivariate Imputation by Chained Equations using Fully Conditional Specification

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Multiple imputation for missing data in longitudinal study

MICE offers several such methods and they all begin with 2L dot (e.g., 2l.norm). … article: "Multilevel multiple imputation: A review and evaluation of joint modeling and chained equations imputation" http://doi.org/10.1037/met0000063 and you can read more about implementing it in MICE
Jeffrey Girard's user avatar