[gov2001-l] Amelia - pooled dataset

Dear all, I want to use Amelia on a time-series cross-sectional dataset, and - having successfully loaded the input file, and started the iterations (Windows version) - have some questions... Any help would be greatly appreciated! 1) Overall, is it ok to try Amelia on a large dataset consisting of 4000+ observations and 50 variables, for 150 states over time - should I keep any caveats in mind, apart from those mentioned in the manual? (Currently, Amelia is taking a few minutes for each iteration; I guess I'll leave it running for the night...)

2) For global_AMlagvs, what's the rule of thumb concerning the variables that should be lagged? If, for example, one model uses 5 independent variables, all of which are lagged by 5 years (with respect to the dependent variable) - should I lag just those in Amelia, if I want to reestimate the model with imputed data?

3) For global _AMusets (time trend option), should I choose to include it if the original model had dummies for all years?

4) I wonder whether I should change prior from its default setting..

Thanks! Stan **************************** Stanislav Markus Ph.D. Candidate Harvard University Department of Government e: smarkus(a)fas.harvard.edu t: 617.513.5407 -----Original Message----- From: gov2001-l-admin(a)fas.harvard.edu [mailto:gov2001-l-admin@fas.harvard.edu] On Behalf Of dhopkins(a)fas.harvard.edu Sent: Thursday, April 24, 2003 7:59 PM To: David Konisky Cc: gov2001-l(a)fas.harvard.edu Subject: Re: [gov2001-l] amelia Dear David, I'd recommend the Gauss version. Here's how to use it: 1. use DBMS copy to transfer the data into Gauss format (.dat) 2. put the data in the GAUSS36 directory 3. create a GAUSS program; this is more simple than it sounds. It needs to look like the below, where the ordinal, nominal, and fully specified variables are listed (see the Amelia instructions for more). The "tab10" is your dataset. 4. Name this program, and place it, too, in the GAUSS36 folder. 5. Open GAUSS36 and type "run programname"--the rest is automatic. new; library amelia; _AMords= {21}; _AMnoms= {1,2,3,10,15,16,17,18,19}; _AMfully = {7,8,11,22}; dbuf = amelia("tab10"); Best, Dan Quoting David Konisky <konisky(a)mit.edu>du>: been file Ascii,