Effect Displays for Multinomial
and Proportional-Odds Logit Models

John Fox and Robert Andersen

McMaster University


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