Multinomial logit (mnrfit) - How can I calculate partial derivatives of probabilities ( aka : partial effects on the probabilities )
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Dear All,
I have estimated a multinomial logit regression on MATLAB using mnrfit, and I got the B matrix with the coefficients, the STATS matrix with the statistics and the DEV matrix with the deviance.
What I would now like to have is the "partial derivatives of probabilities" wrt to the individual variables.. also known as "partial effects of the characteristics on the probabilities" (ΔProb),and a way to know which one of them are statistically significant. I believe I have to use mnrval somehow but I don't really know.
Can somebody let me know how to get these ?
Thank a lot in advance
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