Package

r-amelia

Description

A Program for Missing Data. A tool that "multiply imputes" missing data
in a single cross-section (such as a survey), from a time series (like
variables collected for each year in a country), or from a time-series-
cross-sectional data set (such as collected by years for each of several
countries). Amelia II implements our bootstrapping-based algorithm that
gives essentially the same answers as the standard IP or EMis
approaches, is usually considerably faster than existing approaches and
can handle many more variables. Unlike Amelia I and other statistically
rigorous imputation software, it virtually never crashes (but please let
us know if you find to the contrary!). The program also generalizes
existing approaches by allowing for trends in time series across
observations within a cross-sectional unit, as well as priors that allow
experts to incorporate beliefs they have about the values of missing
cells in their data. Amelia II also includes useful diagnostics of the
fit of multiple imputation models. The program works from the R command
line or via a graphical user interface that does not require users to
know R.

Note