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Re: st: using heckman in combination with mi estimate
From
Stas Kolenikov <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: using heckman in combination with mi estimate
Date
Mon, 29 Jul 2013 16:27:35 -0500
I responded on CV -- I think it's OK.
-- Stas Kolenikov, PhD, PStat (ASA, SSC)
-- Senior Survey Statistician, Abt SRBI
-- Opinions stated in this email are mine only, and do not reflect the
position of my employer
-- http://stas.kolenikov.name
On Mon, Jul 29, 2013 at 9:17 AM, Barry Svien <[email protected]> wrote:
> 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?
>
> Any guidance on this matter would be much appreciated.
>
> Note: I have also posted this question to CrossValidated (no responses yet, unfortunately). Here is the link: http://stats.stackexchange.com/questions/65678/using-heckman-in-combination-with-mi-estimate-stata
>
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