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    Evidenzen des Materiellen in virtuellen Trinkabenden

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    Models for multicategorical responses - Testing the hypothesis of constant probability

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    Categorical responses are ubiquitous in social and political research. Binary logit and probit models already appear elusive to may researchers, not the least because of their intrinsic non-linearity. Even more elusive are models of responses with more than two categories. Here the values and, possibly, the statistical significance of coefficients depend on the choice of the baseline category of the response. To address this, a recent paper published in Political Analysis recommends to look at the statistical significance of differences in probabilities rather than the statistical significance of individual coefficients. I argue that such a recommendation does not help with practitioners’ confusion about these models as it conflates inference with interpretation. I further show that there are established techniques of inferences in the statistician’s toolbox that avoid such conflation. Third, I show that probability changes always occur if any of the coefficients in a multinomial logit model are non-zero. Finally, I present a two-stage logit model that allows for some of the response probabilities to remain constant while others vary with the values of independentvariables

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