To produce state level results, you can use V022 (sate cross urban/rural) as stratification variable. In Proc Surveymeans, you can add "Domain SHSTATE". It should produce the indicator results on the state level with the SE and 95% CI. However, we do not recommend you produce state level estimates, since the survey sample was not designed for this purpose, especially for the main indicators. The enough sample size to produce a DHS indicator differs based on the indicator type. For the TFR and the mortality rates, at least 800 to 1000 households is required for producing reliable indicators (with acceptable precision).

Regarding the mortality rates, if you are able to replicate the rate itself, it would be easy to apply the Jackknife variance estimation by applying the formula given in the DHS report appendix B; you need to calculate a series of UMR each time by dropping one cluster, then apply the formula.