BFR & DRG FLT, THE PLT RCVD INFO ABOUT TSTMS IN THE VICINITY OF THE DESTN ARPT. DRG ARR, THE PLT WAS GIVEN THE LITTLE ROCK ALTIMETER SETTING. HE WAS CLRD TO DSCND & CROSS THE NDB (INITIAL APCH FIX) AT OR ABV 3100' MSL, THEN WAS CLRD FOR THE APCH. ABOUT 7-1/2 MIN LATER, THE PLT DECLARED A MISSED APCH & REQUESTED ANOTHER. HE ACKNOWLEDGED CLNC FOR THE 2ND APCH, THEN THERE WAS NO FURTHER RADIO CONTACT WITH THE ACFT. SUBSEQUENTLY, THE ACFT HIT TREES & CRASHED ON HIGH (MTN) TERRAIN ABOUT 6-1/2 MI WSW OF THE ARPT. IMPACT OCCURRED WHILE THE ACFT WAS ON AN EASTERLY HEADING AT ABOUT 1195' MSL. MIN ALT FOR THE APCH WAS 2300' UNTIL ESTABLISHED INBOUND FROM THE NDB, THEN WHEN USING A LITTLE ROCK ALTIMETER SETTING, A MIN ALT OF 1860' WAS REQUIRED UNTIL PASSING THE BAIKS FAN MARKER, 4.6 MI FROM THE RWY. A PLT, WHO WAS WAITING TO DEPART THE AIRPORT, ESTIMATED THERE WAS A VARIABLE OVERCAST AT 300' TO 700' & THE VIS WAS 1 TO 2 MI WITH RAIN. THE ARPT ELEV WAS 464'.