Standardized estimates from categorical regression models

Abstract

We consider the problem of interpreting categorical regression models, such as the polytomous logistic model, the continuation-ratio model, the stereotype model, and the cumulative-odds model. We present a method to convert categorical regression coefficients into estimates of standardized fitted probabilities, probability differences and probability ratios. We use a delta-method approach to estimate standard errors. We then present a small simulation study to compare different transforms for setting confidence limits, and provide an illustration of our approach in an observational study of drug therapy of polymyositis.