[R] R script for obtaining standard errors for marginal effects of multinomial logit

Scooby dato_u at yahoo.com
Sat Aug 4 19:33:25 CEST 2007


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
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