[amelia] tscs + PCA

Dear All, I am using Amelia to fill in some gaps in national accounts data (and similar panels of data); as a result of the structure of my panel, there is no 'cs' parameter -- just 'ts'. I intend to use the EM algorithim to complete my panel, and then to extract factors via PCA -- as a reuslt i have two related questions. 1/ I would like to use the tscsPlot command (or similar) to plot the observed values and the imputations (mean + 95% confidence bands) -- is this possible? 2/ What's the best way to use the output from the imputations to generate the factors in the PCA? I have considered two methods, but am unsure which is best (most valid) -- 1/ fill the gaps in the panel with the the mean of the imputations and use the single data set to extract the eigenvales and eigenvectors of the assocaited covariance matrix - and then use these weights and the 'mean-filled in' data set to generate the factors. 2/ stack the imputation panels and use the stacked panel to generate the eigenvalues and eigenvectors of the associated covariance matrix - and then use the mean values from the imputation runs to fill the gaps in my original panel, and the weights from the stacked panel? thanks and best regards Matt Johnson Visit our website at http://www.ubs.com This message contains confidential information and is intended only for the individual named. If you are not the named addressee you should not disseminate, distribute or copy this e-mail. Please notify the sender immediately by e-mail if you have received this e-mail by mistake and delete this e-mail from your system. E-mails are not encrypted and cannot be guaranteed to be secure or error-free as information could be intercepted, corrupted, lost, destroyed, arrive late or incomplete, or contain viruses. The sender therefore does not accept liability for any errors or omissions in the contents of this message which arise as a result of e-mail transmission. If verification is required please request a hard-copy version. This message is provided for informational purposes and should not be construed as a solicitation or offer to buy or sell any securities or related financial instruments. UBS reserves the right to retain all messages. Messages are protected and accessed only in legally justified cases.