There is an implementation of FIML estimation in the context of single equation regression in Gretl?. 

I have seen that Stata and other R functions performs this kind of analysis using SEM capabilities as a workaround to deal with missing data. Also I have found that there is an implementation in Gretl for the case of Systems of Equations....

Thanks in advance and sorry for any inconvenience.

José Perles

University of Alicante