Scooby
2007-Aug-04 17:33 UTC
[R] R script for obtaining standard errors for marginal effects of multinomial logit
Deat R users, Could you please help me with how to get standard errors (or asymptotic variances) of marginal effects of multinomial logit model? So far I do have estimated coeficients of multinomial logit (using multinom function) and covariance matrix of coefficients. I did also manage to obtain probabilities and marginal effects. However, getting standard errors (which in theory has to be done using delta method) seems to be a little bit tricky and complicated to me. Thanks a lot in advance, David -- View this message in context: http://www.nabble.com/R-script-for-obtaining-standard-errors-for-marginal-effects-of-multinomial-logit-tf4217461.html#a11998475 Sent from the R help mailing list archive at Nabble.com.