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  • ERM (eprobit) postestimation under multiple imputation and svy

    I am working with a dataset with survey design effects set (svyset) and using multiple imputation (mi). I am estimating probit models using endogenous treatment effects, so using eprobit with the entreat() option. These models estimate fine using
    Code:
    mi estimate, cmdok: svy: eprobit...
    However, postestimation is causing big headaches.
    Code:
    margins, dydx(*) predict(pr)
    doesn't work even outside the mi environment, because the treatment variable and its predictors within the entreat() clause usually return:

    nconsistent estimation sample levels 0 and 1 of factor TREATMENTVAR

    Code:
    estat teffects
    works outside the mi environment and without the svy: commands, but using estat teffects following svy: eprobit (regardless of mi status) returns:

    invalid subcommand teffects

    and running the same model under mi estimate: (even without svy returns

    estat teffects not valid

    In short: I would like a marginal effects measure (via predict or via teffects) for arguably the most important question: the effect of the treatment on the dependent variable. Any advice will be much appreciated.
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