Hi all,
I have a set of questions as to how I can use Zelig with multiply imputed panel data.
Here's the general outline: I have a panel data set, with country-years as the unit
of observation, with something like one third missingness, and so I want to use multiple
imputation to deal with that problem (which I have done in Amelia II). Also, however, I
would like to use panel data methods (random, fixed,between effects models) for the
analysis; further, it would be nice to have access to some of the features in Zelig.
I've done some of the analysis before with a batch file, taking elements off the
objects that the plm panel data package creates, and then using the combining rules and
loops to get parameter estimates. But I've never been able to easily do things like
estimate and simulate other quantities of interest.
It's not obvious to me how one would specify panel data methods (such as are
implemented in the plm package) for use in Zelig. Specifically, I need to define and
analyze fixed effects and between effects for countries. Since there is not a specifically
panel data model/set of models in Zelig's included models, how can I use Zelig to do
what I want?
Thanks for any help you can give.
Best,
-Nathan
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Nathan A. Paxton, Ph.D.
Dept. of Government, Harvard University
napaxton AT fas DOT harvard DOT edu
http://www.fas.harvard.edu/~napaxton
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Stand up for hope, faith, love
But while I'm getting over certainty
Stop helping God across the road like a little old lady.
—U2
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