R help - Aug 2007 - Panel data and imputed datasets

Hi all,

	I am hardly an expert, so I expect that this code is not the easiest/ 
most efficient way of getting where I want. Any suggestions in that  
direction would also be helpful.

	I am working on panel analysis with five imputed datasets, generated  
by Amelia. To do panel analysis, it seemed that the plm package was  
the best, providing a convenient wrapper for fixed and random effects  
and Hausman tests. And since I've got five datasets, it seemed  
reasonable that what I wanted to do was to combine these as a big  
imputation data frame.  The plm regression function requires a data  
argument, and simply using the imputationList result didn't work, nor  
did calling the names(allhiv) work (that resulted in "imputations"  
and "call").

	Where do I point the plm command to look for the data? Or have I  
gone about this in entirely the wrong way?

	Thanks in advance for the help.

Best,
-N

Here's the code I have so far:
#Read in the imputed datasets
data1 <- read.dta("outdata1.dta")
data2 <- read.dta("outdata2.dta")
data3 <- read.dta("outdata3.dta")
data4 <- read.dta("outdata4.dta")
data5 <- read.dta("outdata5.dta")

#Set the datasets as panels (for subsequent analysis in plm)
pdata.frame(data1, "country", time="year")
pdata.frame(data2, "country", time="year")
pdata.frame(data3, "country", time="year")
pdata.frame(data4, "country", time="year")
pdata.frame(data5, "country", time="year")

#Using mitools, combine the panel data frames 1-5
allhiv <- imputationList(list(data1,data2,data3,data4,data5))

#A test regression
form2<-APIPolSupport~subnatexpoftotal+adultprev.lag+pressfreedom

#The following is something I tried but which didn't work.
estimateHIV1 <-with(allhiv, plm(form2, data=imputations[1:5,]))

----------
Nathan A. Paxton
Ph.D. Candidate
Dept. of Government, Harvard University

Resident Tutor
John Winthrop House, Harvard University

napaxton AT fas DOT harvard DOT edu
http://www.fas.harvard.edu/~napaxton
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