27 Mar
2013
27 Mar
'13
10:21 p.m.
Hi,
I want to combine multiple amelia runs, and use the zelig function on the entire set of
amelia outputs. However, I noticed that when I run zelig on the combined set, the
coefficients don't look right. Here are the script and the R outputs:
require(Amelia)
## Amelia II: Multiple
Imputation
## (Version 1.7, built: 2013-02-10)
library(Zelig)
Attaching package: ‘zoo’
The following object(s) are masked from ‘package:base’:
as.Date, as.Date.numeric
ZELIG (Versions 4.1-3, built: 2013-01-30)
data(freetrade)
a.out1 <-amelia(freetrade, m = 1, ts = "year", cs = "country")
-- Imputation 1 --
1 2 3 4 5 6 7 8 9 10 11 12 13 14
a.out2 <-amelia(freetrade, m = 1, ts =
"year", cs = "country")
-- Imputation 1 --
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
a.out3 <-ameliabind(a.out1, a.out2) # combine the
amelia runs
summary(a.out3)
Amelia output with 2 imputed datasets.
Return code: 1
Message: Normal EM convergence
Chain Lengths:
--------------
Imputation 1: 14
Imputation 2: 15
Rows after Listwise Deletion: 96
Rows after Imputation: 171
Patterns of missingness in the data: 8
Fraction Missing for original variables:
-----------------------------------------
Fraction Missing
year 0.00000000
country 0.00000000
tariff 0.33918129
polity 0.01169591
pop 0.00000000
gdp.pc 0.00000000
intresmi 0.07602339
signed 0.01754386
fiveop 0.10526316
usheg 0.00000000
# run zelig on the first amelia run
z.out1 <- zelig(tariff ~ polity + pop + gdp.pc,
data = a.out1$imputations, model = "ls", cite = FALSE)
summary(z.out1)
Call:
lm(formula = formula, weights = weights, model = F, data = data)
Residuals:
Min 1Q Median 3Q Max
-29.686 -11.067 -3.367 10.003 45.556
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 3.317e+01 1.891e+00 17.538 < 2e-16 ***
polity -1.060e-01 2.434e-01 -0.435 0.664
pop 2.925e-08 5.405e-09 5.411 2.15e-07 ***
gdp.pc -2.738e-03 5.235e-04 -5.231 4.99e-07 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 16.62 on 167 degrees of freedom
Multiple R-squared: 0.3234, Adjusted R-squared: 0.3112
F-statistic: 26.6 on 3 and 167 DF, p-value: 4.07e-14
# run zelig on the second amelia run
z.out2 <- zelig(tariff ~ polity + pop + gdp.pc,
data = a.out2$imputations, model = "ls", cite = FALSE)
summary(z.out2)
Call:
lm(formula = formula, weights = weights, model = F, data = data)
Residuals:
Min 1Q Median 3Q Max
-40.13 -11.72 -3.63 10.16 43.77
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 3.400e+01 1.984e+00 17.133 < 2e-16 ***
polity -6.123e-02 2.545e-01 -0.241 0.81
pop 3.289e-08 5.689e-09 5.781 3.56e-08 ***
gdp.pc -3.016e-03 5.501e-04 -5.484 1.51e-07 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 17.47 on 167 degrees of freedom
Multiple R-squared: 0.3495, Adjusted R-squared: 0.3378
F-statistic: 29.91 on 3 and 167 DF, p-value: 1.574e-15
# run zelig on the combined amelia runs
z.out3 <- zelig(tariff ~ polity + pop + gdp.pc,
data = a.out3$imputations, model = "ls", cite = FALSE)
summary(z.out3)
Call:
lm(formula = formula, weights = weights, model = F, data = data)
Residuals:
Min 1Q Median 3Q Max
-29.686 -11.067 -3.367 10.003 45.556
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 3.317e+01 1.891e+00 17.538 < 2e-16 ***
polity -1.060e-01 2.434e-01 -0.435 0.664
pop 2.925e-08 5.405e-09 5.411 2.15e-07 ***
gdp.pc -2.738e-03 5.235e-04 -5.231 4.99e-07 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 16.62 on 167 degrees of freedom
Multiple R-squared: 0.3234, Adjusted R-squared: 0.3112
F-statistic: 26.6 on 3 and 167 DF, p-value: 4.07e-14
Can someone please tell me why summary(z.out3) is returning the exact same results as
summary(z.out1)?
How can I fix this problem so that the ameliabind output is treated the same as a direct
output from the amelia function?
Thanks.
27 Mar
27 Mar
11:55 p.m.
New subject: [amelia] ameliabind and zelig
Hi One,
I am one of the Amelia authors, but I am also currently working on improving the latest
release of Zelig. Zelig has had recent issues with multiply imputed data and I am
currently working on addressing these systemically. There should be a new version of
Zelig released next week that I can certify for multiply imputed data. I am sorry for the
delay and hope you can be patient for this pause. If you would like me to use your
dataset as part of my battery of tests and diagnostics as I am working towards this,
please send it to me off list, and I will check that it works correctly (and delete it
when the development cycle is completed), otherwise, I will be certain to simulate an
example like you constructed.
Feel free to contact me on or off list with any questions,
James.
--
James Honaker, Senior Research Scientist
//// Institute for Quantitative Social Science, Harvard University
________________________________
From: amelia-bounces(a)lists.gking.harvard.edu [amelia-bounces(a)lists.gking.harvard.edu] on
behalf of One Hwang [one(a)healingzoom.com]
Sent: Wednesday, March 27, 2013 10:21 PM
To: zelig(a)lists.gking.harvard.edu
Cc: amelia(a)lists.gking.harvard.edu
Subject: [amelia] ameliabind and zelig
Hi,
I want to combine multiple amelia runs, and use the zelig function on the entire set of
amelia outputs. However, I noticed that when I run zelig on the combined set, the
coefficients don't look right. Here are the script and the R outputs:
require(Amelia)
## Amelia II: Multiple
Imputation
## (Version 1.7, built: 2013-02-10)
library(Zelig)
Attaching package: ‘zoo’
The following object(s) are masked from ‘package:base’:
as.Date, as.Date.numeric
ZELIG (Versions 4.1-3, built: 2013-01-30)
data(freetrade)
a.out1 <-amelia(freetrade, m = 1, ts = "year", cs = "country")
-- Imputation 1 --
1 2 3 4 5 6 7 8 9 10 11 12 13 14
a.out2 <-amelia(freetrade, m = 1, ts =
"year", cs = "country")
-- Imputation 1 --
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
a.out3 <-ameliabind(a.out1, a.out2) # combine the
amelia runs
summary(a.out3)
Amelia output with 2 imputed datasets.
Return code: 1
Message: Normal EM convergence
Chain Lengths:
--------------
Imputation 1: 14
Imputation 2: 15
Rows after Listwise Deletion: 96
Rows after Imputation: 171
Patterns of missingness in the data: 8
Fraction Missing for original variables:
-----------------------------------------
Fraction Missing
year 0.00000000
country 0.00000000
tariff 0.33918129
polity 0.01169591
pop 0.00000000
gdp.pc 0.00000000
intresmi 0.07602339
signed 0.01754386
fiveop 0.10526316
usheg 0.00000000
# run zelig on the first amelia run
z.out1 <- zelig(tariff ~ polity + pop + gdp.pc,
data = a.out1$imputations, model = "ls", cite = FALSE)
summary(z.out1)
Call:
lm(formula = formula, weights = weights, model = F, data = data)
Residuals:
Min 1Q Median 3Q Max
-29.686 -11.067 -3.367 10.003 45.556
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 3.317e+01 1.891e+00 17.538 < 2e-16 ***
polity -1.060e-01 2.434e-01 -0.435 0.664
pop 2.925e-08 5.405e-09 5.411 2.15e-07 ***
gdp.pc -2.738e-03 5.235e-04 -5.231 4.99e-07 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 16.62 on 167 degrees of freedom
Multiple R-squared: 0.3234, Adjusted R-squared: 0.3112
F-statistic: 26.6 on 3 and 167 DF, p-value: 4.07e-14
# run zelig on the second amelia run
z.out2 <- zelig(tariff ~ polity + pop + gdp.pc,
data = a.out2$imputations, model = "ls", cite = FALSE)
summary(z.out2)
Call:
lm(formula = formula, weights = weights, model = F, data = data)
Residuals:
Min 1Q Median 3Q Max
-40.13 -11.72 -3.63 10.16 43.77
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 3.400e+01 1.984e+00 17.133 < 2e-16 ***
polity -6.123e-02 2.545e-01 -0.241 0.81
pop 3.289e-08 5.689e-09 5.781 3.56e-08 ***
gdp.pc -3.016e-03 5.501e-04 -5.484 1.51e-07 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 17.47 on 167 degrees of freedom
Multiple R-squared: 0.3495, Adjusted R-squared: 0.3378
F-statistic: 29.91 on 3 and 167 DF, p-value: 1.574e-15
# run zelig on the combined amelia runs
z.out3 <- zelig(tariff ~ polity + pop + gdp.pc,
data = a.out3$imputations, model = "ls", cite = FALSE)
summary(z.out3)
Call:
lm(formula = formula, weights = weights, model = F, data = data)
Residuals:
Min 1Q Median 3Q Max
-29.686 -11.067 -3.367 10.003 45.556
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 3.317e+01 1.891e+00 17.538 < 2e-16 ***
polity -1.060e-01 2.434e-01 -0.435 0.664
pop 2.925e-08 5.405e-09 5.411 2.15e-07 ***
gdp.pc -2.738e-03 5.235e-04 -5.231 4.99e-07 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 16.62 on 167 degrees of freedom
Multiple R-squared: 0.3234, Adjusted R-squared: 0.3112
F-statistic: 26.6 on 3 and 167 DF, p-value: 4.07e-14
Can someone please tell me why summary(z.out3) is returning the exact same results as
summary(z.out1)?
How can I fix this problem so that the ameliabind output is treated the same as a direct
output from the amelia function?
Thanks.
28 Mar
28 Mar
8:27 a.m.
New subject: [amelia] ameliabind and zelig
Hi all,
Just a quick followup on this--the problem starts because ameliabind
returns an imputations list with duplicate names, and this appears to
confuse zelig. Here is a demonstration that this is in fact the
problem:
require(Amelia)
library(Zelig)
data(freetrade)
a.out1 <-amelia(freetrade, m = 1, ts = "year", cs = "country")
a.out2 <-amelia(freetrade, m = 1, ts = "year", cs = "country")
a.out3 <-ameliabind(a.out1, a.out2) # combine the amelia runs
## the line below gives incorrect results
summary(zelig(tariff ~ polity + pop + gdp.pc, data =
a.out3$imputations, model = "ls", cite = FALSE))
## rename imputations list
names(a.out3$imputations) <- c("imp1", "imp2")
## the line below gives correct results
summary(zelig(tariff ~ polity + pop + gdp.pc, data =
a.out3$imputations, model = "ls", cite = FALSE))
So clearly correctly averages the results when the imputations list
has different names, and fails to do so when the names are duplicated.
I guess in R it is not illegal to have a list with duplicate names,
but it seems like a bad idea. So I suggest that this be considered a
bug in Amelia rather than in Zelig. ameliabind should return an
imputations list with unique names.
Best,
Ista
On Wed, Mar 27, 2013 at 11:55 PM, Honaker, James
<jhonaker(a)iq.harvard.edu> wrote:
Hi One,
I am one of the Amelia authors, but I am also currently working on improving
the latest release of Zelig. Zelig has had recent issues with multiply
imputed data and I am currently working on addressing these systemically.
There should be a new version of Zelig released next week that I can certify
for multiply imputed data. I am sorry for the delay and hope you can be
patient for this pause. If you would like me to use your dataset as part of
my battery of tests and diagnostics as I am working towards this, please
send it to me off list, and I will check that it works correctly (and delete
it when the development cycle is completed), otherwise, I will be certain to
simulate an example like you constructed.
Feel free to contact me on or off list with any questions,
James.
--
James Honaker, Senior Research Scientist
//// Institute for Quantitative Social Science, Harvard University
________________________________
From: amelia-bounces(a)lists.gking.harvard.edu
[amelia-bounces(a)lists.gking.harvard.edu] on behalf of One Hwang
[one(a)healingzoom.com]
Sent: Wednesday, March 27, 2013 10:21 PM
To: zelig(a)lists.gking.harvard.edu
Cc: amelia(a)lists.gking.harvard.edu
Subject: [amelia] ameliabind and zelig
Hi,
I want to combine multiple amelia runs, and use the zelig function on the
entire set of amelia outputs. However, I noticed that when I run zelig on
the combined set, the coefficients don't look right. Here are the script and
the R outputs:
require(Amelia)
## Amelia II: Multiple
Imputation
## (Version 1.7, built: 2013-02-10)
library(Zelig)
Attaching package: ‘zoo’
The following object(s) are masked from ‘package:base’:
as.Date, as.Date.numeric
ZELIG (Versions 4.1-3, built: 2013-01-30)
data(freetrade)
a.out1 <-amelia(freetrade, m = 1, ts = "year", cs = "country")
-- Imputation 1 --
1 2 3 4 5 6 7 8 9 10 11 12 13 14
a.out2 <-amelia(freetrade, m = 1, ts =
"year", cs = "country")
-- Imputation 1 --
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
a.out3 <-ameliabind(a.out1, a.out2) # combine
the amelia runs
summary(a.out3)
Amelia output with 2 imputed datasets.
Return code: 1
Message: Normal EM convergence
Chain Lengths:
--------------
Imputation 1: 14
Imputation 2: 15
Rows after Listwise Deletion: 96
Rows after Imputation: 171
Patterns of missingness in the data: 8
Fraction Missing for original variables:
-----------------------------------------
Fraction Missing
year 0.00000000
country 0.00000000
tariff 0.33918129
polity 0.01169591
pop 0.00000000
gdp.pc 0.00000000
intresmi 0.07602339
signed 0.01754386
fiveop 0.10526316
usheg 0.00000000
# run zelig on the first amelia run
z.out1 <- zelig(tariff ~ polity + pop +
gdp.pc, data = a.out1$imputations,
model = "ls", cite = FALSE)
summary(z.out1)
Call:
lm(formula = formula, weights = weights, model = F, data = data)
Residuals:
Min 1Q Median 3Q Max
-29.686 -11.067 -3.367 10.003 45.556
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 3.317e+01 1.891e+00 17.538 < 2e-16 ***
polity -1.060e-01 2.434e-01 -0.435 0.664
pop 2.925e-08 5.405e-09 5.411 2.15e-07 ***
gdp.pc -2.738e-03 5.235e-04 -5.231 4.99e-07 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 16.62 on 167 degrees of freedom
Multiple R-squared: 0.3234, Adjusted R-squared: 0.3112
F-statistic: 26.6 on 3 and 167 DF, p-value: 4.07e-14
# run zelig on the second amelia run
z.out2 <- zelig(tariff ~ polity + pop +
gdp.pc, data = a.out2$imputations,
model = "ls", cite = FALSE)
summary(z.out2)
Call:
lm(formula = formula, weights = weights, model = F, data = data)
Residuals:
Min 1Q Median 3Q Max
-40.13 -11.72 -3.63 10.16 43.77
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 3.400e+01 1.984e+00 17.133 < 2e-16 ***
polity -6.123e-02 2.545e-01 -0.241 0.81
pop 3.289e-08 5.689e-09 5.781 3.56e-08 ***
gdp.pc -3.016e-03 5.501e-04 -5.484 1.51e-07 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 17.47 on 167 degrees of freedom
Multiple R-squared: 0.3495, Adjusted R-squared: 0.3378
F-statistic: 29.91 on 3 and 167 DF, p-value: 1.574e-15
# run zelig on the combined amelia runs
z.out3 <- zelig(tariff ~ polity + pop +
gdp.pc, data = a.out3$imputations,
model = "ls", cite = FALSE)
summary(z.out3)
Call:
lm(formula = formula, weights = weights, model = F, data = data)
Residuals:
Min 1Q Median 3Q Max
-29.686 -11.067 -3.367 10.003 45.556
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 3.317e+01 1.891e+00 17.538 < 2e-16 ***
polity -1.060e-01 2.434e-01 -0.435 0.664
pop 2.925e-08 5.405e-09 5.411 2.15e-07 ***
gdp.pc -2.738e-03 5.235e-04 -5.231 4.99e-07 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 16.62 on 167 degrees of freedom
Multiple R-squared: 0.3234, Adjusted R-squared: 0.3112
F-statistic: 26.6 on 3 and 167 DF, p-value: 4.07e-14
Can someone please tell me why summary(z.out3) is returning the exact same
results as summary(z.out1)?
How can I fix this problem so that the ameliabind output is treated the same
as a direct output from the amelia function?
Thanks.
-
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8:57 a.m.
New subject: [amelia] ameliabind and zelig
Hi Ista,
Thanks for pointing this out, we'll take a look and try to fix the problem.
The next release should fix this and a few other issues with ameliabind.
Cheers,
matt.
~~~~~~~~~~~
Matthew Blackwell
Assistant Professor of Political Science
University of Rochester
url: http://www.mattblackwell.org
On Thu, Mar 28, 2013 at 8:27 AM, Ista Zahn <istazahn(a)gmail.com> wrote:
Hi all,
Just a quick followup on this--the problem starts because ameliabind
returns an imputations list with duplicate names, and this appears to
confuse zelig. Here is a demonstration that this is in fact the
problem:
require(Amelia)
library(Zelig)
data(freetrade)
a.out1 <-amelia(freetrade, m = 1, ts = "year", cs = "country")
a.out2 <-amelia(freetrade, m = 1, ts = "year", cs = "country")
a.out3 <-ameliabind(a.out1, a.out2) # combine the amelia runs
## the line below gives incorrect results
summary(zelig(tariff ~ polity + pop + gdp.pc, data =
a.out3$imputations, model = "ls", cite = FALSE))
## rename imputations list
names(a.out3$imputations) <- c("imp1", "imp2")
## the line below gives correct results
summary(zelig(tariff ~ polity + pop + gdp.pc, data =
a.out3$imputations, model = "ls", cite = FALSE))
So clearly correctly averages the results when the imputations list
has different names, and fails to do so when the names are duplicated.
I guess in R it is not illegal to have a list with duplicate names,
but it seems like a bad idea. So I suggest that this be considered a
bug in Amelia rather than in Zelig. ameliabind should return an
imputations list with unique names.
Best,
Ista
On Wed, Mar 27, 2013 at 11:55 PM, Honaker, James
<jhonaker(a)iq.harvard.edu> wrote:
a.out2$imputations,
a.out3$imputations,
same
Hi One,
I am one of the Amelia authors, but I am also currently working on
improving
the latest release of Zelig. Zelig has had
recent issues with multiply
imputed data and I am currently working on addressing these systemically.
There should be a new version of Zelig released next week that I can
certify
for multiply imputed data. I am sorry for the
delay and hope you can be
patient for this pause. If you would like me to use your dataset as
part of
my battery of tests and diagnostics as I am
working towards this, please
send it to me off list, and I will check that it works correctly (and
delete
it when the development cycle is completed),
otherwise, I will be
certain to
simulate an example like you constructed.
Feel free to contact me on or off list with any questions,
James.
--
James Honaker, Senior Research Scientist
//// Institute for Quantitative Social Science, Harvard University
________________________________
From: amelia-bounces(a)lists.gking.harvard.edu
[amelia-bounces(a)lists.gking.harvard.edu] on behalf of One Hwang
[one(a)healingzoom.com]
Sent: Wednesday, March 27, 2013 10:21 PM
To: zelig(a)lists.gking.harvard.edu
Cc: amelia(a)lists.gking.harvard.edu
Subject: [amelia] ameliabind and zelig
Hi,
I want to combine multiple amelia runs, and use the zelig function on the
entire set of amelia outputs. However, I noticed that when I run zelig on
the combined set, the coefficients don't look right. Here are the script
and
the R outputs:
a.out1$imputations,
require(Amelia)
## Amelia II: Multiple
Imputation
## (Version 1.7, built: 2013-02-10)
library(Zelig)
Attaching package: ‘zoo’
The following object(s) are masked from ‘package:base’:
as.Date, as.Date.numeric
ZELIG (Versions 4.1-3, built: 2013-01-30)
data(freetrade)
a.out1 <-amelia(freetrade, m = 1, ts = "year", cs = "country")
-- Imputation 1 --
1 2 3 4 5 6 7 8 9 10 11 12 13 14
a.out2 <-amelia(freetrade, m = 1, ts =
"year", cs = "country")
-- Imputation 1 --
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
a.out3 <-ameliabind(a.out1, a.out2) # combine
the amelia runs
summary(a.out3)
Amelia output with 2 imputed datasets.
Return code: 1
Message: Normal EM convergence
Chain Lengths:
--------------
Imputation 1: 14
Imputation 2: 15
Rows after Listwise Deletion: 96
Rows after Imputation: 171
Patterns of missingness in the data: 8
Fraction Missing for original variables:
-----------------------------------------
Fraction Missing
year 0.00000000
country 0.00000000
tariff 0.33918129
polity 0.01169591
pop 0.00000000
gdp.pc 0.00000000
intresmi 0.07602339
signed 0.01754386
fiveop 0.10526316
usheg 0.00000000
# run zelig on the first amelia run
> z.out1 <- zelig(tariff ~ polity + pop + gdp.pc, data = model =
"ls", cite = FALSE)
summary(z.out1)
Call:
lm(formula = formula, weights = weights, model = F, data = data)
Residuals:
Min 1Q Median 3Q Max
-29.686 -11.067 -3.367 10.003 45.556
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 3.317e+01 1.891e+00 17.538 < 2e-16 ***
polity -1.060e-01 2.434e-01 -0.435 0.664
pop 2.925e-08 5.405e-09 5.411 2.15e-07 ***
gdp.pc -2.738e-03 5.235e-04 -5.231 4.99e-07 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 16.62 on 167 degrees of freedom
Multiple R-squared: 0.3234, Adjusted R-squared: 0.3112
F-statistic: 26.6 on 3 and 167 DF, p-value: 4.07e-14
# run zelig on the second amelia run
> z.out2 <- zelig(tariff ~ polity + pop + gdp.pc, data = model =
"ls", cite = FALSE)
summary(z.out2)
Call:
lm(formula = formula, weights = weights, model = F, data = data)
Residuals:
Min 1Q Median 3Q Max
-40.13 -11.72 -3.63 10.16 43.77
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 3.400e+01 1.984e+00 17.133 < 2e-16 ***
polity -6.123e-02 2.545e-01 -0.241 0.81
pop 3.289e-08 5.689e-09 5.781 3.56e-08 ***
gdp.pc -3.016e-03 5.501e-04 -5.484 1.51e-07 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 17.47 on 167 degrees of freedom
Multiple R-squared: 0.3495, Adjusted R-squared: 0.3378
F-statistic: 29.91 on 3 and 167 DF, p-value: 1.574e-15
# run zelig on the combined amelia runs
> z.out3 <- zelig(tariff ~ polity + pop + gdp.pc, data = model =
"ls", cite = FALSE)
summary(z.out3)
Call:
lm(formula = formula, weights = weights, model = F, data = data)
Residuals:
Min 1Q Median 3Q Max
-29.686 -11.067 -3.367 10.003 45.556
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 3.317e+01 1.891e+00 17.538 < 2e-16 ***
polity -1.060e-01 2.434e-01 -0.435 0.664
pop 2.925e-08 5.405e-09 5.411 2.15e-07 ***
gdp.pc -2.738e-03 5.235e-04 -5.231 4.99e-07 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 16.62 on 167 degrees of freedom
Multiple R-squared: 0.3234, Adjusted R-squared: 0.3112
F-statistic: 26.6 on 3 and 167 DF, p-value: 4.07e-14
Can someone please tell me why summary(z.out3) is returning the exact results as summary(z.out1)?
How can I fix this problem so that the ameliabind output is treated the
same
as a direct output from the amelia function?
Thanks.
-
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8 May
8 May
5:47 p.m.
New subject: [amelia] ameliabind and zelig
This did indeed prove to be an issue with the naming in the ameliabind() utility function,
which is now changed as of the next Amelia release (Amelia 1.7.2).
Thanks Ista and One for pointing out the issue. Zelig will now work fine with the output
from the ameliabind() function.
James
--
James Honaker, Senior Research Scientist
//// Institute for Quantitative Social Science, Harvard University
________________________________
From: Matt Blackwell [m.blackwell(a)rochester.edu]
Sent: Thursday, March 28, 2013 8:57 AM
To: Ista Zahn
Cc: Honaker, James; amelia(a)lists.gking.harvard.edu; zelig(a)lists.gking.harvard.edu
Subject: Re: [amelia] [zelig] ameliabind and zelig
Hi Ista,
Thanks for pointing this out, we'll take a look and try to fix the problem. The next
release should fix this and a few other issues with ameliabind.
Cheers,
matt.
~~~~~~~~~~~
Matthew Blackwell
Assistant Professor of Political Science
University of Rochester
url: http://www.mattblackwell.org
On Thu, Mar 28, 2013 at 8:27 AM, Ista Zahn
<istazahn@gmail.com<mailto:istazahn@gmail.com>> wrote:
Hi all,
Just a quick followup on this--the problem starts because ameliabind
returns an imputations list with duplicate names, and this appears to
confuse zelig. Here is a demonstration that this is in fact the
problem:
require(Amelia)
library(Zelig)
data(freetrade)
a.out1 <-amelia(freetrade, m = 1, ts = "year", cs = "country")
a.out2 <-amelia(freetrade, m = 1, ts = "year", cs = "country")
a.out3 <-ameliabind(a.out1, a.out2) # combine the amelia runs
## the line below gives incorrect results
summary(zelig(tariff ~ polity + pop + gdp.pc, data =
a.out3$imputations, model = "ls", cite = FALSE))
## rename imputations list
names(a.out3$imputations) <- c("imp1", "imp2")
## the line below gives correct results
summary(zelig(tariff ~ polity + pop + gdp.pc, data =
a.out3$imputations, model = "ls", cite = FALSE))
So clearly correctly averages the results when the imputations list
has different names, and fails to do so when the names are duplicated.
I guess in R it is not illegal to have a list with duplicate names,
but it seems like a bad idea. So I suggest that this be considered a
bug in Amelia rather than in Zelig. ameliabind should return an
imputations list with unique names.
Best,
Ista
On Wed, Mar 27, 2013 at 11:55 PM, Honaker, James
<jhonaker@iq.harvard.edu<mailto:jhonaker@iq.harvard.edu>> wrote:
Hi One,
I am one of the Amelia authors, but I am also currently working on improving
the latest release of Zelig. Zelig has had recent issues with multiply
imputed data and I am currently working on addressing these systemically.
There should be a new version of Zelig released next week that I can certify
for multiply imputed data. I am sorry for the delay and hope you can be
patient for this pause. If you would like me to use your dataset as part of
my battery of tests and diagnostics as I am working towards this, please
send it to me off list, and I will check that it works correctly (and delete
it when the development cycle is completed), otherwise, I will be certain to
simulate an example like you constructed.
Feel free to contact me on or off list with any questions,
James.
--
James Honaker, Senior Research Scientist
//// Institute for Quantitative Social Science, Harvard University
________________________________
From:
amelia-bounces@lists.gking.harvard.edu<mailto:amelia-bounces@lists.gking.harvard.edu>
[amelia-bounces@lists.gking.harvard.edu<mailto:amelia-bounces@lists.gking.harvard.edu>]
on behalf of One Hwang
[one@healingzoom.com<mailto:one@healingzoom.com>]
Sent: Wednesday, March 27, 2013 10:21 PM
To: zelig@lists.gking.harvard.edu<mailto:zelig@lists.gking.harvard.edu>
Cc: amelia@lists.gking.harvard.edu<mailto:amelia@lists.gking.harvard.edu>
Subject: [amelia] ameliabind and zelig
Hi,
I want to combine multiple amelia runs, and use the zelig function on the
entire set of amelia outputs. However, I noticed that when I run zelig on
the combined set, the coefficients don't look right. Here are the script and
the R outputs:
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require(Amelia)
## Amelia II: Multiple
Imputation
## (Version 1.7, built: 2013-02-10)
library(Zelig)
Attaching package: ‘zoo’
The following object(s) are masked from ‘package:base’:
as.Date, as.Date.numeric
ZELIG (Versions 4.1-3, built: 2013-01-30)
data(freetrade)
a.out1 <-amelia(freetrade, m = 1, ts = "year", cs = "country")
-- Imputation 1 --
1 2 3 4 5 6 7 8 9 10 11 12 13 14
a.out2 <-amelia(freetrade, m = 1, ts =
"year", cs = "country")
-- Imputation 1 --
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
a.out3 <-ameliabind(a.out1, a.out2) # combine
the amelia runs
summary(a.out3)
Amelia output with 2 imputed datasets.
Return code: 1
Message: Normal EM convergence
Chain Lengths:
--------------
Imputation 1: 14
Imputation 2: 15
Rows after Listwise Deletion: 96
Rows after Imputation: 171
Patterns of missingness in the data: 8
Fraction Missing for original variables:
-----------------------------------------
Fraction Missing
year 0.00000000
country 0.00000000
tariff 0.33918129
polity 0.01169591
pop 0.00000000
gdp.pc 0.00000000
intresmi 0.07602339
signed 0.01754386
fiveop 0.10526316
usheg 0.00000000
# run zelig on the first amelia run
z.out1 <- zelig(tariff ~ polity + pop +
gdp.pc, data = a.out1$imputations,
model = "ls", cite = FALSE)
summary(z.out1)
Call:
lm(formula = formula, weights = weights, model = F, data = data)
Residuals:
Min 1Q Median 3Q Max
-29.686 -11.067 -3.367 10.003 45.556
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 3.317e+01 1.891e+00 17.538 < 2e-16 ***
polity -1.060e-01 2.434e-01 -0.435 0.664
pop 2.925e-08 5.405e-09 5.411 2.15e-07 ***
gdp.pc -2.738e-03 5.235e-04 -5.231 4.99e-07 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 16.62 on 167 degrees of freedom
Multiple R-squared: 0.3234, Adjusted R-squared: 0.3112
F-statistic: 26.6 on 3 and 167 DF, p-value: 4.07e-14
# run zelig on the second amelia run
z.out2 <- zelig(tariff ~ polity + pop +
gdp.pc, data = a.out2$imputations,
model = "ls", cite = FALSE)
summary(z.out2)
Call:
lm(formula = formula, weights = weights, model = F, data = data)
Residuals:
Min 1Q Median 3Q Max
-40.13 -11.72 -3.63 10.16 43.77
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 3.400e+01 1.984e+00 17.133 < 2e-16 ***
polity -6.123e-02 2.545e-01 -0.241 0.81
pop 3.289e-08 5.689e-09 5.781 3.56e-08 ***
gdp.pc -3.016e-03 5.501e-04 -5.484 1.51e-07 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 17.47 on 167 degrees of freedom
Multiple R-squared: 0.3495, Adjusted R-squared: 0.3378
F-statistic: 29.91 on 3 and 167 DF, p-value: 1.574e-15
# run zelig on the combined amelia runs
z.out3 <- zelig(tariff ~ polity + pop +
gdp.pc, data = a.out3$imputations,
model = "ls", cite = FALSE)
summary(z.out3)
Call:
lm(formula = formula, weights = weights, model = F, data = data)
Residuals:
Min 1Q Median 3Q Max
-29.686 -11.067 -3.367 10.003 45.556
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 3.317e+01 1.891e+00 17.538 < 2e-16 ***
polity -1.060e-01 2.434e-01 -0.435 0.664
pop 2.925e-08 5.405e-09 5.411 2.15e-07 ***
gdp.pc -2.738e-03 5.235e-04 -5.231 4.99e-07 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 16.62 on 167 degrees of freedom
Multiple R-squared: 0.3234, Adjusted R-squared: 0.3112
F-statistic: 26.6 on 3 and 167 DF, p-value: 4.07e-14
Can someone please tell me why summary(z.out3) is returning the exact same
results as summary(z.out1)?
How can I fix this problem so that the ameliabind output is treated the same
as a direct output from the amelia function?
Thanks.
-
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4029
days inactive
4070
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4 comments
4 participants
participants (4)
-
Honaker, James -
Ista Zahn -
Matt Blackwell -
One Hwang