This article presents some benefits and limitations of structural equation models for multivariate experiments with incomplete data. Examples from studies of latent variable path models of cognitive performances illustrate analyses with four different kinds of incomplete data: (a) latent variables, (b) omitted variables, (c) randomly missing data, and (d) non- randomly missing data. Power based cost-benefit analyses for experimental design and planning are also presented. These incomplete data approaches are closely related to models used in classical experimental design, interbattery measurement analysis, longitudinal analyses, and behavioral genetic analyses. These structural equation methods for old experimental design problems indicate some new opportunities for future multivariate research.