REITs v. Direct investing in real estate

[Kevin Humphreys]

My question is pretty basic.  What are the main reasons why investing directly in real estate is a better idea than just investing in REITs.

My understanding is that the rate of return on REITs is generally higher than direct investing, REIT investing costs far less on the front end (i.e., requires less up front capital) , they are a more liquid form of investing, and of course there are none of the associated tenant headaches, from collecting rents to making repairs.

i apologize if i picked the wrong forum for this question.  i didn't see anything more specific.

Thanks in advance.

Kevin