[R] Help with Amelia

Mark Seeto markseeto at gmail.com
Wed Dec 22 19:52:17 CET 2010

Amit Patel-7 wrote:
> Hi
> I have used the amelia command from the Amelia R package. this gives me a
> number 
> of imputed datasets. 
> This may be a silly question, but i am not a statistician, but I am not
> sure how 
> to combine these results to obtain the imputed dataset to usse for further 
> statistical analysis. 

The details depend on what you are doing with the data.

Take the method you would use if there were no missing data, and apply it to
each imputed data set. Average the estimates of interest from each imputed
data set to get overall estimates. You then have to adjust the covariance
matrix of the estimates to account for variability due to imputation. This
is explained in various places, for example "Statistical Analysis with
Missing Data" by Little and Rubin, and "Regression Modeling Strategies" by

Frank Harrell's rms package can do this combining of imputations for you. 

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