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The trend of opening government data, in order to be used for scientific, commercial and political purposes, has resulted in the development of numerous e-infrastructures providing public sector information (PSI). The big investments that have been made in this direction necessitate a deeper understanding and assessment of the value they produce. This paper presents a methodology for evaluating PSI e-infrastructures, which is based on the estimation of multiple value models corresponding to their main stakeholder groups: data users and data providers. Each value model consists of several value dimensions and their corresponding value measures, organized in three levels (associated with efficiency, effectiveness and future behaviour), and also the relations among them. The proposed methodology allows a comprehensive assessment of the various types of value generated by a PSI e-infrastructure for each stakeholder group, and also the interconnections among them. This enables a better understanding of the whole value generation mechanism and a rational definition of improvements priorities.