Dear statalist users,

when estimating a multinomial logit or probit model for a dependent variable with multiple outcomes, one can calculate the marginal effect on a combination of outcomes, e.g., the marginal effect on "either outcome 1 or outcome 2", as the sum of the marginal effect on outcome 1 and the marginal effect on outcome 2, since the outcomes are mutually exclusive.

But how would one calculate the standard error for the marginal effect on "either outcome 1 or outcome 2"? Or is there another way to calculate the marginal effect on the joint probability of more than one outcome?

Any help is greatly appreciated!