Effect Displays in R for Multinomial and Proportional-Odds Logit Models: Extensions to the effects Package
John Fox, Jangman Hong · 2009
An “effect display ” is a graphical or tabular summary of a statisti-cal 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 espe-cially compelling for complicated models—for example, those in-cluding interactions or polynomial terms. This paper extends effect displays to models commonly used for polytomous categorical re-sponse 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 general-ized 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.