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AMELIA II: A Program for Missing Data

AMELIA II: A Program for Missing DataJames Honaker, Gary King, and Matthew BlackwellVersion 7, 2018 Contents1 Introduction32 What AMELIA Assumptions .. Algorithm .. Analysis ..53 Versions of Installation and Updates from R .. Installation in Windows of AmeliaView as a Standalone Program .. Linux (local installation) ..74 A User s data and Initial Results .. Multiple Imputation .. imputed datasets .. Multiple AMELIA Runs .. Output .. Parallel Imputation Using Multicore CPUs .. Imputation-improving Transformations .. Log .. Root .. Identification Variables .. Time Series, or Time Series Cross Sectional data .. and Leads .. Including Prior Information .. Priors for High Missingness, Smalln s, or Large Corre-lations .. priors .. bounds .. Diagnostics .. Densities .. Starting Values .. plots .. maps.

Amelia II also has features to make valid and much more accurate imputations for cross-sectional, time-series, and time-series-cross-section data, and allows the incorporation of observation and data-matrix-cell level prior information.

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