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st: how to calculate marginal effects for themultiply imputed survey dataset


From   <durguner@uiuc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: how to calculate marginal effects for themultiply imputed survey dataset
Date   Thu, 15 May 2008 16:48:10 -0500 (CDT)

Hello,
I am using 2003 Survey of Small Business Finances data. This is a survey data with multiply imputed dataset for 5 imputations, stratums and weights. Furthermore, I am using Stata 9 version. Below is my question:

I am running a survey logit and survey probit estimation for this multiply imputed survey data.  However, for the overall estimation for the multiple imputation, I cannot get the marginal effects estimation. I can only get this for the 5 imputations separately in Stata. However, there is no way I can get the marginal effects for the overall estimation. I even looked at this in SAS. For instance, SAS doesn't give me at all any marginal effects, even for the separate implicates (I used the proc surveylogit and proc surveyprobit commands for each separate implicate and then combined these results through mianalyze command in SAS for the overall estimation).  

However, I was able to get the marginal effects for separate implicates in Stata (I first used svyset command, then miset and then mim commands for the overall estimation. I even tried using mifit command rather than mim command. However, I couldn't find any postestimation command for marginal effects). 

Do you know whether in literature, marginal effects have been calculated for the overall estimation for a multiply imputed dataset? If yes, can you pls lead me about how to do the marginal effects estimation for the overall estimation for my survey data with multiple imputation either in SAS or STATA?  I will really appreciate any type of help I can get.

Thanks a lot.

Sena
PhD Candidate, Dept. of Agricultural and Consumer Economics 
University of Illinois at Urbana-Champaign 
1301 West Gregory Drive 
326 Mumford Hall 
Urbana, IL 61801 
durguner@uiuc.edu 
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