Hi,
This is more of a Zelig problem than a problem with Amelia, so you
might want to consider posting on
. But the short
answer is that you probably just need to upgrade your version of
Zelig. There were problems with combining multiple imputation
regression results in recent versions of Zelig, but I believe this
should work as expected if you upgrade to the latest version (version
4.1-3)
Best,
Ista
On Thu, Mar 21, 2013 at 3:59 PM, One Hwang <one(a)healingzoom.com> wrote:
Hi,
I am a novice user of Amelia, and I am puzzled on how I can obtain the
degrees of freedom, t-statistic, and f-values of combined multiply imputed
data using Amelia or Zelig.
To understand how to combine imputations, I used code straight from the
Amelia manual. When I loaded Zelig and used the zelig function, I get
coefficients that appear to be coefficients of individual imputations, and
not those of the combined set. The code I used was:
z.out.imp <- zelig(tariff ~ polity + pop + gdp.pc + year + country, data =
a.out$imputations, model = "ls")
summary(z.out.imp)
Furthermore, I have also tried this code:
b.out <-NULL
se.out <-NULL
for(i in 1:a.out$m){
+ ols.out <- lm(tariff ~ polity + pop + gdp.pc, data =
a.out$imputations[[i]])
+ b.out <- rbind(b.out, ols.out$coef)
+ se.out <-rbind(se.out, coef(summary(ols.out))[,2])
+ }
combined.results<-mi.meld(q=b.out, se =
se.out)
combined.results
The returned information reflects the combined values and the combined
standard error. It appears that there is no way to get the t-statistic,
degrees of freedom, or f-values using mi.meld().
Without having to do a manual calculation or use Stata, how can I obtain the
degrees of freedom, t-statistic, and f-values?
Thanks.
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