The present debate on well-being measurement is clearly pointing out that a valuable evaluation process has to take into account many different and complementary aspects, in order to get a comprehensive picture of the problem and to effectively support decision-making. Assessing well-being requires sharing a conceptual framework about its determinants and about society and needs the identi fi cation of the most consistent and effective methodologies for building indicators and for communicating purposes. From a statistical perspective, one of the critical points concerns the preservation of the true nature of the socio-economic phenomena to be analysed. This calls for an adequate methodological approach. Several socio-economic phenomena have an intrinsic ordinal nature (e.g. material deprivation, democratic development, employment status), and correspondingly, there has been an increasing availability of ordinal datasets. Nevertheless, ordinal data have been often conceived as just a rough approximation of truly numerical and precise, yet non-observable, features, as if a numerical latent structure would exist under ordinal appearances. As a result, the search for alternative statistical procedures has been slowed down, and many epistemological, methodological and statistical problems regarding ordinal data treatment are still open and unsolved: