Re: [amelia] Amelia to Stata?

Hi Ken. I recently did just this by editing the STATA imputation files (to give them a m id tag), appending them (to convert into flong format), and then importing into STATA. Below is my code. NOTE: This was done in STATA 12. Best, Michelle ---- Michelle Phelps Ph.D. Candidate Sociology & Social Policy Princeton University www.princeton.edu/~phelps ****Appending imputed data sets**** * 1) Adding m terms to each file use "H:\AMELIA MI\Imputation Files\State Vars for AMELIA_0" gen m=0 save, replace clear use "H:\AMELIA MI\Imputation Files\State Vars for AMELIA_1" gen m=1 save, replace clear use "H:\AMELIA MI\Imputation Files\State Vars for AMELIA_2" gen m=2 save, replace clear use "H:\AMELIA MI\Imputation Files\State Vars for AMELIA_3" gen m=3 save, replace clear use "H:\AMELIA MI\Imputation Files\State Vars for AMELIA_4" gen m=4 save, replace clear use "H:\AMELIA MI\Imputation Files\State Vars for AMELIA_5" gen m=5 save, replace clear * 2) Appending files together use "H:\AMELIA MI\Imputation Files\State Vars for AMELIA_0" append using "H:\AMELIA MI\Imputation Files\State Vars for AMELIA_1" append using "H:\AMELIA MI\Imputation Files\State Vars for AMELIA_2" append using "H:\AMELIA MI\Imputation Files\State Vars for AMELIA_3" append using "H:\AMELIA MI\Imputation Files\State Vars for AMELIA_4" append using "H:\AMELIA MI\Imputation Files\State Vars for AMELIA_5" *Check tab m *Sorting sort state year * 3) Saving data (NOTE: Stata requires this step -- data must be saved before importing) save "H:\AMELIA MI\Imputation Files\State Vars for AMELIA_FINAL", replace * 4) Importing into STATA as MI mi import flong, m(m) id(state year) imputed(drug_arrest_rate_all_urb per_cap perc_foreign perc_leg_repub perc_urban prison_adm_tot prison_rel_tot prob_rate prob_tot unempl_ratio_blacktowht) *NOTE: Use the "imputed" to note which variables had missing data. All imputed vars should be declared. mi describe mi varying *See STATA help on the import command re: what these commands should produce if data are properly identified * 5) XT models *Setting data as MI time series mi xtset state_no time *Using MI xtreg mi estimate: xtreg f.inc_rate crimerate drug_arrest_rate_all_urb p1524 fisc_cap lag10x_fiscap log_totexpend_percap /// p_police p_welf perc_leg_repub repgov per_cap rtws south gini perc_black perc_hisp perc_foreign /// perc_urban unempl_rate_total pov_rate statepop000 time time_sq if decade==1, re drop m *Saving save "H:\AMELIA MI\Imputation Files\State Vars for AMELIA_FINAL", replace On Sat, Feb 18, 2012 at 12:55 AM, Ken-Hou Lin <kenhou.lin(a)gmail.com> wrote: