Recent advances in multimodal imaging acquisition techniques have allowed us to measure different aspects of brain structure and function. Multimodal fusion, such as linked independent component analysis (LICA), is popularly used to integrate complementary information. However, it has suffered from missing data, commonly occurring in neuroimaging data. Therefore, in this paper, we propose a Full Information LICA algorithm (FI-LICA) to handle the missing data problem during multimodal fusion under the LICA framework. Built upon complete cases, our method employs the principle of full information and utilizes all available information to recover the missing latent information. Our simulation experiments showed the ideal performance of FI-LICA compared to current practices. Further, we applied FI-LICA to multimodal data from the Alzheimer's Disease Neuroimaging Initiative (ADNI) study, showcasing better performance in classifying current diagnosis and in predicting the AD transition of participants with mild cognitive impairment (MCI), thereby highlighting the practical utility of our proposed method.