Dear Prof. King,

I have recently begun using Amelia to do data imputation.

I attempted to use the time series cross-sectional function in Amelia for Windows but could not. The reason is my data are observed monthly, and the example in the Amelia document states how to perform imputation for yearly data. What should I do to include monthly observations (in either the windows/gauss version)?

My second question regards rejection sampling. I have examined the imputed data and find that for the variable with the highest level of missingness (60% missing), the imputations are rather unreasonable. I intend to use rejection sampling by specifying a range from publicly available data sources (I can get annual data for the variables from some published sources). Since the imputed values “should” sum up to the reported annual values, is there a way I can take this into account (e.g. use the mean for the 12 months)?

Thank you very much for taking the time to answer my questions.

Eric A. Akunda

Doctoral Student (Marketing)

Kenan-Flagler Business School

University of North Carolina - Chapel Hill

CB # 3490 McColl

Chapel Hill, NC 27599-3490

Tel: 919-962-0783

Voice: 919-918-1222

Fax: 919-962-7186

Email: eric_akunda@unc.edu