calculating degrees of freedom, t-stat, and f-values - Amelia

21 Mar 2013

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.