Hi,
I am a novice user of Zelig and Amelia, and installed version 4.1-3. 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.
I created imputations for a dataset. Then, to
understand how to combine imputations, I used code straight from the
Amelia manual. When I loaded Zelig and used the zelig function, I got
coefficients that appeared to be coefficients of individual imputations,
and not those of the combined set. The code I used was:
a.out <- amelia(freetrade, m = 5)
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. There seems to be 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.