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Introduction to Categorical Data Analysis

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184 MULTICATEGORY LOGIT MODELS<br />

Likewise, substituting ˆα2, ˆα3, and ˆα4 for Democrats yields P(Y ˆ ≤ 2) = 0.38,<br />

P(Y ˆ ≤ 3) = 0.77, and P(Y ˆ ≤ 4) = 0.89. Category probabilities are differences of<br />

cumulative probabilities. For example, the estimated probability that a Democrat is<br />

moderate (category 3) is<br />

ˆπ3 = ˆ<br />

P(Y = 3) = ˆ<br />

P(Y ≤ 3) − ˆ<br />

P(Y ≤ 2) = 0.39<br />

6.2.3 Inference about Model Parameters<br />

For testing independence (H0: β = 0), Table 6.8 reports that the likelihood-ratio<br />

statistic is 58.6 with df = 1. This gives extremely strong evidence of an association<br />

(P

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