This has worked well for me removing all unwanted roms from a full merged romset, tested on MAME 2014 0.159, providing the romlist you have is in the correct format with all the data
display Arcade
romlist Arcade
in_cycle yes
in_menu yes
global_filter
rule FileIsAvailable equals 1
rule CloneOf not_equals .*
rule Category not_contains Electromechanical|Tabletop|Casino|Quiz|Mahjong|Computer|Microcomputer|Test|Portable|Console|Handheld|Device|Training Board|Synthesiser|Clock|Document Processors|Mature|Rhythm|Instruments|Misc.|Fishing
rule Category not_equals Misc.|Quiz / Korean|Electromechanical / Reels|Casino / Cards|Casino / Reels|Multiplay / Compilation|Puzzle / Misc.|Puzzle / Match|Utilities / Update
rule Title not_contains bootleg|prototype|Mahjong|PlayChoice|Mega-Tech|Mega Play|Nintendo Super System|JAMMA
rule Manufacturer not_contains bootleg
rule Year not_contains ?
filter All
filter Favourites
rule Favourite equals 1