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Effect Displays for Multinomial and Proportional-Odds Logit Models

John Fox and Robert Andersen
Sociological Methodology
Vol. 36 (2006), pp. 225-255
Stable URL: http://www.jstor.org/stable/25046697
Page Count: 31
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Effect Displays for Multinomial and Proportional-Odds Logit Models
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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.

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