After running a multivariate model with 4 dependent variables, I am struggling to calculate the marginal effects of explanatory variables on the dependent. can anyone help
You are perhaps referring to the Test for Additional Information which is a sub protocol after Analysis of Dispersion according to C.R. Rao (1965) Linear Statistical Inference and Its Applications. John Wiley & Sons, New York, 522pp.
I have produced two R scripts, Andy.R and Adinfo.R that run the initial Analysis of Dispersion and provides the data allowing Test for Additional Information which allows the question:
For Y1, Y2, Y3, .... Yp of a n by p Y observation matrix on the X n by q design matrix:
does Y1 provide any additional information beyond Y2 - Yp on design feature w of design matrix X?
These were designed for R running on a Mac which has minor graphical problems of compatibility with Windows PCs. If you have problems running them we can communicate over the issues.