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.
Amelia II is an R package for the multiple imputation of multivariate incomplete data. It uses an algorithm that combines bootstrapping and the EM algorithm to take draws from the posterior of the missing data. The Amelia package includes normalizing transformations, cell-level priors, and methods for handling time-series cross-sectional data.
Amelia
requires R version 2.14.0 or higher.
install.packages("Amelia")
require(devtools)install_github("IQSS/Amelia", ref = "develop")
// // Amelia II - User visible changes // // //
== 1.7.5 (07 May 2018) ==
== 1.7.4 (21 Nov 2015) ==
== 1.7.3 (14 Nov 2014) ==
== 1.7.2 (08 Jun 2013) ==
== 1.7.1 (24 Mar 2013) ==
== 1.7 (10 Feb 2013) ==
== 1.6 (22 Feb 2012) ==
== 1.5-4 ==
== 1.5-3 ==
== 1.5-2 (26 Apr 2011) ==
== 1.5-1 (23 Nov 2010) ==
== 1.5-0 (23 Nov 2010) ==
== 1.2-18 (4 Nov 2010) ==
== 1.2-17 (10 May 2010) ==
== 1.2-16 (20 Mar 2010) ==
== 1.2-15 (20 Feb 2010) ==
== 1.2-14 (16 Nov 2009) ==
== 1.2-13 (09 Aug 2009) ==
== 1.2-12 (11 Jul 2009) ==
== 1.2-11 (10 Jul 2009) ==
== 1.2-10 (07 Jul 2009) ==
== 1.2-9 (02 Jul 2009) ==
=== 1.2-8 (01 Jul 2009) ==
* Major update to the Amelia manual (now compiled as a vignette
using Sweave).
* Changed a typo that stated values were the "percent missing"
when they should have been "fraction missing." This is fixed.
=== 1.2-7 (29 Jul 2009) ==
* In the amelia output, mu and covMatrices now have relevant
dimension names to be able to tell which column which.
* Fixed a bug in the handling of priors that may have affected
answers, but not significantly.
* The missmap() function can now accept any matrix or data.frame,
not just Amelia output. This allows for drawing a missingness
map before running amelia().
== 1.2-0 (09 Apr 2009) ==
* Amelia output is now an instance of the S3 class 'amelia'.
* Imputations are now stored in a list of length 'm' (the number
of imputations) in output$imputations, which is of the class
'mi', making it simple to pass to Zelig.
* Amelia output contains a matrix of means (one column for each
imputation) and an array of covariance matrices. These are the
posterior modes found by the EM algorithm in each imputation.