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After fitting a multinomial model to my data with the "multinom" function (package nnet), I want to show the effect of selected variables controlling for other variable values. I know that the "effects" package do mainly what I want, but I want to be able to calculate the prediction error (confidence interval) by myself. Does someone could tell me the methodology and if possible the R code? I think we should use the delta method, but I'm not sure how to apply it in this case.

Here is a small example code (based on data available in the effects package)

library(nnet)
library(effects)
mod <- multinom(vote ~ age + gender, data=BEPS)
summary(mod)

# Call:
# multinom(formula = vote ~ age + gender, data = BEPS)

# Coefficients:
#                  (Intercept)         age gendermale
# Labour             1.2241862 -0.01562320  0.1682676
# Liberal Democrat   0.4979706 -0.01551381  0.1240998

# Std. Errors:
#                  (Intercept)         age gendermale
# Labour             0.2277826 0.003830006  0.1204621
# Liberal Democrat   0.2694373 0.004578836  0.1436882

# Residual Deviance: 3186.266 
# AIC: 3198.266 

plot(allEffects(mod))

output of the effect function

The only thing I need is to be able to calculate the values of errors shown in this graph !

Thank you in advance,

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  • $\begingroup$ Request for mini-tutorials when not accompanied by code that creates an appropriate demonstration set get my close vote. The text in the close dialog that I choose is: "Questions asking us to recommend or find a tool, library or favorite off-site resource are off-topic for Stack Overflow as they tend to attract opinionated answers and spam. Instead, describe the problem and what has been done so far to solve it." $\endgroup$
    – DWin
    Commented May 15, 2014 at 20:10
  • $\begingroup$ Requesting migration. $\endgroup$
    – DWin
    Commented May 16, 2014 at 2:07
  • $\begingroup$ @BondedDust I added some code and a figure to explain my query. Hope this meet your requirements! $\endgroup$
    – Arnaud
    Commented May 16, 2014 at 13:06
  • $\begingroup$ @BondedDust I also tried to find the answer reading the R code from the function, but the R code of the Effect function call a C code ... then I do not understand what is done ... $\endgroup$
    – Arnaud
    Commented May 16, 2014 at 13:23
  • $\begingroup$ Possible duplicate of stats.stackexchange.com/questions/67460/…. $\endgroup$
    – Johan Larsson
    Commented Jul 29, 2015 at 9:14

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