Thanks Gary. I will do so.

I was just surprised that the mi() option brings about an error in estsimp linked to the inclusion of FE (and the use of xi :).

If by any chance you know a way to fix it, I am interested! But if not I will combine run Amelia & Clarify separately.

Thanks again,
Best,
Julia


--------------------------------------------
Julia Cagé
Assistant Professor of Economics
Sciences Po Paris, Department of Economics
https://sites.google.com/site/juliacagehomepage/
Email: julia.cage@sciencespo.fr

2017-09-25 15:25 GMT+02:00 Gary King <king@harvard.edu>:
Hi Julia, if you are having troubles, the easiest thing to do would be to run Clarify separately on each of the Amelia imputed data sets and to combine the results afterwards.  Best of luck with your research,

Gary
--
Gary King - Albert J. Weatherhead III University Professor - Director, IQSS - Harvard University
GaryKing.org - King@Harvard.edu - @KingGary - 617-500-7570 - Assistant: 617-495-9271

On Mon, Sep 25, 2017 at 3:21 AM, Julia CAGE <julia.cage@sciencespo.fr> wrote:
Hi all,

I have an issue with the combined use of Clarify/Amelia and I don't know how to solve it.

Basically, I am estimating a sureg model for electoral data with district and election FE.

If I run the following model, everything works well:

xi : estsimp sureg (lvotesP1 controls i.yearst i.district)
(lvotesP2 controls i.yearst i.district)
(lvotesP3 controls i.yearst i.district), sims(1000)

However, as soon as I add the  mi() option (I multiply imputed the missing voting data and I want to use the information from all the datasets) then I got an error message linked to the FE (I have no problem when no FE are not included):

variable _Iyearst_2 not found

(and I cannot enter the FE manually because Stata only supports a limited number of variables)

Note that this is not linked to my yearst variable; if I only use the district FE, I got the same error message but for _Idistrict_2

Could you please let me know what I should do to fix this issue?

Thanks!
Best,
Julia

--------------------------------------------
Julia Cagé
Assistant Professor of Economics
Sciences Po Paris, Department of Economics
https://sites.google.com/site/juliacagehomepage/
Email: julia.cage@sciencespo.fr