This is a Stata specific question, and may be better directed to Stata's own Statalist, but I'm trying here first.
Here is the situation. I have a multiply-imputed data set, where the number of imputations = 10 and where imputations are only performed on independent variables. I would like to run the
heckman command on these data, using the
mi estimate prefix. The
heckman command is not a "supported command", but it is possible to force estimation using the
cmdok option. My questions are these: Why isn't
heckman a supported command? Are the results that I get when I force Stata to fit the model (using the
cmdok option) valid? Or, is there some statistical reason why a Heckman-style selection procedure should not be used in a multiply-imputed data setting?