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So, we've got the Shadow, the Greater Shadow, the Spectre and the Wraith as examples in the Bestiary.
Shadow - Dex 14, Cha 15, BAB +2, CMB +4, CMD 17
CMB should be BAB +2, Dex +2, total +4.
CMD should be 10 + 2 (BAB) +2 (Dex) for a total CMD 14. If the Dex is added twice, once in place of Strength and once as Dex, the total should be CMD 16.
In either case, CMD 17 doesn't work.
Greater Shadow - Dex 20, Cha 15, BAB +6, CMB +11, CMD 24
CMB should be BAB +6, Dex +5 for a +11.
CMD should be 10 + 6 (BAB) +5 (Dex) for a CMD 21. If the Dex is added twice, CMD should be 26.
In either case, CMD 24 doesn't work.
Spectre - Dex 16, Cha 15, BAB +6, CMB +6, CMD 21 (eratta-ed to no longer have Weapon Finesse)
CMB should be BAB +6 plus Dex mod +6 for a CMB +12 (instead of +6, as listed).
CMD should be 10 + 6 (BAB) +6 (Dex) for a CMD 22. If Dex is added twice, it should be CMD 28.
In either case, CMD 21 is wrong.
Wraith - Dex 16, Cha 21, BAB +3, CMB +6, CMD 16
CMB should be BAB +3 and Dex +3 for a CMB +6.
CMD should be 10 +3 (BAB), +3 (Dex) for a CMD 16. This is the only one that's correct, as long as it isn't supposed to count the Dex modifier twice (once from the CMB calculation, where it replaces Strength, once from the CMD calculation, where it remains Dex), which, logically, seems like should be the case.
I've tried plugging in Charisma mod in place of the Dex mod, just in case it was relevant, but that doesn't work either.
There's nothing consistent here, each of these incorporeal creatures is wrong by a different proportion, or in a different direction, making it difficult for me to triangulate a design intent here.
So, TL;DR.
How does one calculate CMB and CMD for an Incorporeal creature?
It would *seem* that, since Dex is serving in place of Str for the CMB calculation, that it should count twice for the CMD calculation (10 + BAB + 2xDex mod), but this doesn't appear to be the case.

Ughbash |
Shadow - Dex 14, Cha 15, BAB +2, CMB +4, CMD 17
CMB is correct, CMD if you use 10 + (BaB) 2 + (Dex bonus)2 + (charisma bonus) 2 + (Dodge) 1 = 17.
Greater Shadow - Dex 20, Cha 15, BAB +6, CMB +11, CMD 24
CMD = 10 + (BAB) 6 + 5 (dex) + Cha (2) + (dodge)1 = CMB 24
Spectre - Dex 16, Cha 15, BAB +6, CMB +6, CMD 21
CMD = 10 + (BaB) 6 + (Dex) 3 + (Cha) 2 = 21
Wraith - Dex 16, Cha 21, BAB +3, CMB +6, CMD 16
CMD = 10 + BaB (3) + (Dex) 3 + (Cha) 5 = 21 (they screwd up)
SO basically the formula is
10 + BAB + DEX + DEFLECTION BONUS (Charisma) + Feats.

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SO basically the formula is
10 + BAB + DEX + DEFLECTION BONUS (Charisma) + Feats.
You rock! That totally makes sense now.
I looked up the Dodge feat, but it didn't say anything about affecting CMD, and I totally missed the bit in the CMD writeup about adding deflection / dodge / etc. bonuses.
Thanks!