Amelia October 2008

amelia@lists.gking.harvard.edu

3 participants
2 discussions

by Steve Shewfelt

Hello, I'm using site dummies in lieu of fixed effects and the "miest" command in Stata. When I do this, I get a "conformability" error. I am pretty sure is a consequence of different sites being dropped from different imputed datasets when I run the logit model. For example, the imputation process generated a situation in which site A is dropped from the analysis in imputed dataset 1 because there is no variation on the dependent variable for site A in dataset 1. However, for dataset 2, the imputation process generated variation in the dependent variable for site A, so site A is not dropped from that analysis. Then, when "miest" attempts to combine the coefficients and standard errors from the imputed datasets, it is doing so with different matrices and running into problems. Since I don't really care about the coefficients for the site dummies, can I just run the regressions one at a time on each of the imputed datasets and then manually combine the coefficients on the variables with which I am concerned? I understand it is necessary to sum the within and between variance to get proper standard errors; my question is whether the fact that different sites will be dropped from different analyses invalidates the combining of the coefficients and their standard errors. Thanks to anyone who can help. Steve Shewfelt PhD Candidate Department of Political Science Yale University - Amelia mailing list served by Harvard-MIT Data Center [Un]Subscribe/View Archive: http://lists.gking.harvard.edu/?info=amelia More info about Amelia: http://gking.harvard.edu/amelia

15 years, 5 months

questions about implementation of MI with Amelia software: fixed effects and priors

by Carlos Rodriguez

Dear list, I have been trying to use priors in Amelia with no success. I only want to set the range as > 0 for the variables that are percentages because I have noticed in Amelia output datasets that some of the imputed values are negative. I am not sure how much of a problem the latter is because, as I understand it, MI is about distributions not exact values of missing obs. I selected the option "range" in the priors tab but when I wrote 0 as minimum I got an error message asking me to include the mean. I only wanted to get positive imputed values and I have no priors about the mean. Could you please tell me how this should be done? Second, I have been told that if one plans to run a (coutnry) fixed effects model, the country dummies should be included in the dataset that is loaded in Amelia to perform the multiple imputation. Is this right or should fixed effects be included in a different way...or not included at all in the MI but added to each imputed datasets after the imputation is done? Finally, could you please let me know where I can get some guidance on the interpretation of Amelia diagnostics. I got all the graphs but I am not sure what they are telling me or whether overall my MI is ok. Thanks so much in advance for your help! Carlos - Amelia mailing list served by Harvard-MIT Data Center [Un]Subscribe/View Archive: http://lists.gking.harvard.edu/?info=amelia More info about Amelia: http://gking.harvard.edu/amelia

15 years, 6 months

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Amelia October 2008