Hi, Thank your professor for your response. Best regardsMouna Le Dimanche 4 janvier 2015 16h44, Gary King &lt;king(a)harvard.edu&gt; a écrit : it is best to run the simple linear regression (or whatever other procedure you wish) on each of the imputed data sets, and then combine as suggested.  that way, you include the uncertainty due to the imputation process in your final estimates. Gary--Gary King - Albert J. Weatherhead III University Professor - Director, IQSS - Harvard UniversityGaryKing.org - King(a)Harvard.edu - @KingGary - 617-500-7570 - fax 812-8581 - Assistant: 495-9271 On Sun, Jan 4, 2015 at 9:56 AM, mouna kessentini &lt;kessentini_mouna(a)yahoo.fr&gt; wrote: Hi, In my study, I want to use the imputed database to perform a generalized method of moments, and I want to know does combining the datasets is a better option since you get more information, or we can simply retain one of the database imputed as Zelig function, which, in my opinion allows a simple linear regression. Thank you so muchfor your kind help Mouna kessentiniPh, D StudentUniversity of Tunisia& University Paris 8  Le Samedi 3 janvier 2015 18h00, &quot;amelia-request(a)lists.gking.harvard.edu&quot; &lt;amelia-request(a)lists.gking.harvard.edu&gt; a écrit : Send Amelia mailing list submissions to     amelia(a)lists.gking.harvard.edu To subscribe or unsubscribe via the World Wide Web, visit     https://lists.gking.harvard.edu/mailman/listinfo/amelia or, via email, send a message with subject or body 'help' to     amelia-request(a)lists.gking.harvard.edu You can reach the person managing the list at     amelia-owner(a)lists.gking.harvard.edu When replying, please edit your Subject line so it is more specific than "Re: Contents of Amelia digest..." Today's Topics:   1. question about combining datasets (Heidy Col?n-Lugo) ---------------------------------------------------------------------- Message: 1 Date: Fri, 2 Jan 2015 12:04:43 -0600 From: Heidy Col?n-Lugo &lt;heidycolon(a)gmail.com&gt; To: amelia(a)lists.gking.harvard.edu Subject: [amelia] question about combining datasets Message-ID:     &lt;CAM7znKO1LMbHtZ1YKiHzzEvbnZbtTJ+Fv9C26Tz-h0dYwzDRWA(a)mail.gmail.com&gt; Content-Type: text/plain; charset="utf-8" I am having a hard time finding an example on how to combine the imputed datasets from Amelia in Zelig. As a result, I'm using the 10th imputed dataset as the one that I use to run my regression models (see below). Is this ok? Or is combining the datasets a better option since you get more information? And if so, what is the code to combine the datasets? outa<-amelia(psub, m=10, noms=noms, ords=ords, idvars=idvars) write.amelia(obj=outa, file.stem="outdata", extension=NULL, format="csv") outdata10<-read.table("S:/.../Imp outdata/outdata10", header=T, sep=",", na.strings="NA", dec=".", strip.white=T) I appreciate all of the help I can get. Respectfully, Heidy Colon-Lugo PhD Candidate