This is related to Can I start a sentence with "i.e."? so I'll use his sentence as an example.
I agree that it should be a parenthetical statement, not a separate sentence (which is was the solution to the previous answer)... But what if it is artificially segregated? Imagine you send this text message:
How do we handle the case when the list is empty?
And THEN you decide you wish to add an example, so you send another text:
I.e., if the filter matched no entries?
What is the correct capitalization? "i.e. If", "i.e. if", "I.E. If", "I.e. If", "I.e. if", etc?