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 meth
od to convert categorical regression coefficients into estimates of st
andardized fitted probabilities, probability differences and probabili
ty ratios. We use a delta-method approach to estimate standard errors.
We then present a small simulation study to compare different transfo
rms for setting confidence limits, and provide an illustration of our
approach in an observational study of drug therapy of polymyositis.