I've recently discovered gretl, having been a fairly elementary user of R and Stata for a few years.

I do work with multiple imputation datasets, and I generate them in R, using the Amelia package. But the sorts of tests I want to run aren't easily done using any of the more canned packages, so I end up having to write long code files to implement Rubin's (1986) combination rules for MI parameter estimates.

I don't need to use gretl to do the actual MI, but I wonder if there's any facility in gretl for doing analysis on separate MI-generated datasets and then combining the results according to the Rubin rules. That is, can gretl be told easily to run a procedure m times for the m existing datasets and then combine the results to get 1 parameter estimate?

Best, -Nathan A. Paxton