Effect Displays for Multinomial
and Proportional-Odds Logit Models
John Fox and Robert Andersen
McMaster University
Abstract
An "effect display" is a graphical
or tabular summary of a statistical model based on high-order terms in the model.
Effect displays have previously been defined by Fox (1987, 2003) for generalized
linear models (including linear models). Such displays are especially compelling
for complicated models, for example those including interactions or polynomial
terms. This paper extends effect displays to models commonly used for polytomous
categorical response variables: the multinomial logit model and the proportional-odds
logit model. Determining point estimates of effects for these models is a straightforward
extension of results for the generalized linear model. Estimating sampling variation
for effects on the probability scale in the multinomial and proportional-odds
logit models is more challenging, however, and we use the delta method to derive
approximate standard errors. Finally, we provide software for effect displays
in the R statistical computing environment.
A Portable Document Format (PDF)
file containing the paper is available, logit-effect-displays.pdf
(329 KB). If you do not have a PDF viewer, free viewers for a variety of platforms
are available from Adobe.
R program
code and examples are also
available. Data files for the examples: BEPS.txt and
WVS.txt.
This is a working paper, and is not
to be quoted without permission of the authors. Comments and suggestions are
welcome, and may be sent to jfox AT mcmaster.ca.
Last modified: 8 January 2005 by John Fox