[amelia] Imputation of subsets for different Models / comparability

Dear all, I have a panel data set with economic and political variables for country-years. I want to estimate 2 slightly different models and compare the results. One Model includes Var1 and some controls, the second includes a break-down of Var1 into its components, and the same (!) controls. I claim that Var1 can better explain the outcome when broken down into its components. More concretely, I compare the effects of total FDI with effects of FDI broken down into business sectors. Model 1 is: Y = Var1 + Controls Model 2 is: Y = Var1a + Var1b + Var1c + Controls Ideally I would run an imputation that includes all variables (in model 1 and 2), and then estimate the models. However, my problem is: For Model 2 I have very bad data availability for a bulk of country-years in Var1a, Var1b, Var1c. Solution 1: I could kick out country-years with >80% missingness from the complete panel data set and run one overall imputation. I would then estimate Model 1 and 2 with the same imputed data set(s) and the estimates would remain comparable. However, this means that Model 1 would be estimated with less country-years than originally possible, just because I want to compare it with Model 2 which has high missingness in its variables. Solution 2: I am also thinking of building subsets of my master table to run 2 separate imputations. Subset 1 for Model 1 would include all years and countries - but not Var1a + Var1b + Var1c from model 2. Subest 2 for Model 2 would include all variables; but I would cut out 5 years and 20 countries which have >80% missingness. Var1a + Var1b + Var1c would obviously remain in the subset. I am hesitating because there is an overlap in the variables in the two models (controls are the same, Var1 is broken down into its components), and I want to compare the results. What do you think conceptually and from the imputation point of view about the trade-off between comparability and preservation of data points for Model 1? Thank you very much in advance! Best, Nicole - Nicole Janz Doctoral Researcher University of Cambridge Politics and International Studies www.nicolejanz.de | nj248(a)cam.ac.uk | +44 (0) 7905 70 1 69 4 Skype: nicole.janz