On Sunday, family, friends and volunteers searched a park in Shady Hills subdivision where Nelson lives. Authorities say they've spent more than 400 hours looking for Nelson and say they have no reason to suspect foul play.
The missing man is described as 5'8" tall, 165 pounds and bald with hazel eyes. He was last seen wearing blue jeans and a gray t-shirt.
"I just want to find out what happened to my brother," said Tom Nelson, brother. "That's the bottom line. There's no more pain to go through, the not knowing and the sleepless nights that I've had.
Because Robert Nelson was going through a divorce, police haven't ruled out the possibility he simply left on his own.
"We've exhausted all of our leads at this point and are asking for the public's assistance," said Mark Curran, Lake Co. sheriff. "This case has taken some interesting twists."
But Bob Nelson's family says investigators are wrongly assuming that he may have created a false identity to hide. Authorities say Bob Nelson obtained a driver's license under another name back in 1991 after being charged with a DUI. Family members say that doesn't mean he would do it again.
Despite problems at home, his mother says, he was committed to helping her with her fight against cancer.
"it's so unlike him to leave [by] either of the two - committing suicide or disappearing," said Ginny McCool, mom. "It would hurt his two children, who he adored."
Robert Nelson was last seen by his wife taking out the garbage as she left for work on the evening of October 7. His wallet, cell phone and vehicle were still at his Barrington home.
Authorities say the missing father of two transferred $17,500 from his business account to his joint checking account. No money is missing.