Amelia II: A Program for Missing Data

Amelia II is a complete R package for multiple imputation of missing data. The package implements a new expectation-maximization with bootstrapping algorithm that works faster, with larger numbers of variables, and is far easier to use, than various Markov chainMonte Carlo approaches, but gives essentially the same answers. The program also improves imputation models by allowing researchers to put Bayesian priors on individual cell values, thereby including a great deal of potentially valuable and extensive information. Italso includes features to accurately impute cross-sectional datasets, individual time series, or sets of time series for different cross-sections. A full set of graphical diagnostics are also available. The program is easy to use, and the simplicity of the algorithm makes itfar more robust; both a simple command line and extensive graphical user interface are included.