Examining Factor Score Distributions to Determine the Nature of Latent Spaces

Similarities between latent class models with K classes and linear factor models with K ? 1 factors are investigated. Specifically, the mathematical equivalence between the covariance structure of the two models is discussed, and a Monte Carlo simulation is performed using generated data that represents both latent factors and latent classes with known amounts of overlap. It is shown that, under certain conditions, the distribution of factor scores can be related to the continuity of the latent space via tests of multimodality as suggested by McDonald (1967) McDonald, R. P. 1967. Non-linear factor analysis. Psychometric Monographs, 15 Psychometric Society [Google Scholar].     

Fitting and Testing Conditional Multinormal Partial Credit Models

A multinormal partial credit model for factor analysis of polytomously scored items with ordered response categories is derived using an extension of the Dutch Identity (Holland in Psychometrika 55:5?C18, 1990). In the model, latent variables are assumed to have a multivariate normal distribution conditional on unweighted sums of item scores, which are sufficient statistics. Attention is paid to maximum likelihood estimation of item parameters, multivariate moments of latent variables, and person parameters. It is shown that the maximum likelihood estimates can be found without the use of numerical integration techniques. More general models are discussed which can be used for testing the model, and it is shown how models with different numbers of latent variables can be tested against each other. In addition, multi-group extensions are proposed, which can be used for testing both measurement invariance and latent population differences. Models and procedures discussed are demonstrated in an empirical data example.     

A joint modeling framework of responses and response times to assess learning outcomes

Abstract

A general modeling framework of response accuracy and response times is proposed to track skill acquisition and provide additional diagnostic information on the change of latent speed in a learning environment. This framework consists of two types of models: a dynamic response model that captures the response accuracy and the change of discrete latent attribute profile upon factors such as practice, intervention effects, and other latent and observable covariates, and a dynamic response time model that describes the change of the continuous response latency due to change of latent attribute profile. These two types of models are connected through a parameter, describing the change rate of the latent speed through the learning process, and a covariate defined as a function of the latent attribute profile. A Bayesian estimation procedure is developed to calibrate the model parameters and measure the latent variables. The estimation algorithm is evaluated through several simulation studies under various conditions. The proposed models are applied to a real data set collected through a spatial rotation diagnostic assessment paired with learning tools.     

Models for normal intuitionistic modal logics

Kripke-style models with two accessibility relations, one intuitionistic and the other modal, are given for analogues of the modal systemK based on Heyting's prepositional logic. It is shown that these two relations can combine with each other in various ways. Soundness and completeness are proved for systems with only the necessity operator, or only the possibility operator, or both. Embeddings in modal systems with several modal operators, based on classical propositional logic, are also considered. This paper lays the ground for an investigation of intuitionistic analogues of systems stronger thanK. A brief survey is given of the existing literature on intuitionistic modal logic.     

Handling Missing Covariates in Conditional Mixture Models Under Missing at Random Assumptions

Mixture modeling is a popular method that accounts for unobserved population heterogeneity using multiple latent classes that differ in response patterns. Psychologists use conditional mixture models to incorporate covariates into between-class and/or within-class regressions. Although psychologists often have missing covariate data, conditional mixtures are currently fit with a conditional likelihood, treating covariates as fixed and fully observed. Under this exogenous-x approach, missing covariates are handled primarily via listwise deletion. This sacrifices efficiency and does not allow missingness to depend on observed outcomes. Here we describe a modified joint likelihood approach that (a) allows inference about parameters of the exogenous-x conditional mixture even with nonnormal covariates, unlike a conventional multivariate mixture; (b) retains all cases under missing at random assumptions; (c) yields lower bias and higher efficiency than the exogenous-x approach under a variety of conditions with missing covariates; and (d) is straightforward to implement in available commercial software. The proposed approach is illustrated with an empirical analysis predicting membership in latent classes of conduct problems. Recommendations for practice are discussed.     

Estimating Complex Measurement and Growth Models Using the R Package PLmixed

Measurement models, such as factor analysis and item response theory models, are commonly implemented within educational, psychological, and behavioral science research to mitigate the negative effects of measurement error. These models can be formulated as an extension of generalized linear mixed models within a unifying framework that encompasses various kinds of multilevel models and longitudinal models, such as partially nonlinear latent growth models. We introduce the R package PLmixed, which implements profile maximum likelihood estimation to estimate complex measurement and growth models that can be formulated within the general modeling framework using the existing R package lme4 and function optim. We demonstrate the use of PLmixed through two examples before concluding with a brief overview of other possible models.     

Nonlinear Regime-Switching State-Space (RSSS) Models

Nonlinear dynamic factor analysis models extend standard linear dynamic factor analysis models by allowing time series processes to be nonlinear at the latent level (e.g., involving interaction between two latent processes). In practice, it is often of interest to identify the phases—namely, latent “regimes” or classes—during which a system is characterized by distinctly different dynamics. We propose a new class of models, termed nonlinear regime-switching state-space (RSSS) models, which subsumes regime-switching nonlinear dynamic factor analysis models as a special case. In nonlinear RSSS models, the change processes within regimes, represented using a state-space model, are allowed to be nonlinear. An estimation procedure obtained by combining the extended Kalman filter and the Kim filter is proposed as a way to estimate nonlinear RSSS models. We illustrate the utility of nonlinear RSSS models by fitting a nonlinear dynamic factor analysis model with regime-specific cross-regression parameters to a set of experience sampling affect data. The parallels between nonlinear RSSS models and other well-known discrete change models in the literature are discussed briefly.     

Latent Variable Selection for Multidimensional Item Response Theory Models via $$L_{1}$$ Regularization

We develop a latent variable selection method for multidimensional item response theory models. The proposed method identifies latent traits probed by items of a multidimensional test. Its basic strategy is to impose an \(L_{1}\) penalty term to the log-likelihood. The computation is carried out by the expectation–maximization algorithm combined with the coordinate descent algorithm. Simulation studies show that the resulting estimator provides an effective way in correctly identifying the latent structures. The method is applied to a real dataset involving the Eysenck Personality Questionnaire.     

How to Generate Non-normal Data for Simulation of Structural Equation Models

A procedure for generating non-normal data for simulation of structural equation models is proposed. A simple transformation of univariate random variables is used for the generation of data on latent and error variables under some restrictions for the elements of the covariance matrices for these variables. Data on the observed variables is then computed from latent and error variables according to the model. It is shown that by controlling univariate skewness and kurtosis on pre-specified random latent and error variables, observed variables can be made to have a relatively wide range of univariate skewness and kurtosis characteristics according to the pre-specified model. Univariate distributions are used for the generation of data which enables a user to choose from a large number of different distributions. The use of the proposed procedure is illustrated for two different structural equation models and it is shown how PRELIS can be used to generate the data.     

Defining a Family of Cognitive Diagnosis Models Using Log-Linear Models with Latent Variables

This paper uses log-linear models with latent variables (Hagenaars, in Loglinear Models with Latent Variables, 1993) to define a family of cognitive diagnosis models. In doing so, the relationship between many common models is explicitly defined and discussed. In addition, because the log-linear model with latent variables is a general model for cognitive diagnosis, new alternatives to modeling the functional relationship between attribute mastery and the probability of a correct response are discussed.     

CFA Models with a General Factor and Multiple Sets of Secondary Factors

We propose a class of confirmatory factor analysis models that include multiple sets of secondary or specific factors and a general factor. The general factor accounts for the common variance among manifest variables, whereas multiple sets of secondary factors account for the remaining source-specific dependency among subsets of manifest variables. A special case of the model is further proposed which constrains the specific factor loadings to be proportional to the general factor loadings. This proportional model substantially reduces the number of model parameters while preserving the essential structure of the general model. Furthermore, the proportional model allows for the interpretation of latent variables as the expected values of the observed manifest variables, decomposition of the variances, and the inclusion of interactions, similar to generalizability theory. We provide two applications to illustrate the utility of the proposed class of models.     

Bayes Factors for Evaluating Latent Monotonicity in Polytomous Item Response Theory Models

The assumption of latent monotonicity is made by all common parametric and nonparametric polytomous item response theory models and is crucial for establishing an ordinal level of measurement of the item score. Three forms of latent monotonicity can be distinguished: monotonicity of the cumulative probabilities, of the continuation ratios, and of the adjacent-category ratios. Observable consequences of these different forms of latent monotonicity are derived, and Bayes factor methods for testing these consequences are proposed. These methods allow for the quantification of the evidence both in favor and against the tested property. Both item-level and category-level Bayes factors are considered, and their performance is evaluated using a simulation study. The methods are applied to an empirical example consisting of a 10-item Likert scale to investigate whether a polytomous item scoring rule results in item scores that are of ordinal level measurement.

     

Models for stronger normal intuitionistic modal logics

This paper, a sequel to Models for normal intuitionistic modal logics by M. Boi and the author, which dealt with intuitionistic analogues of the modal system K, deals similarly with intuitionistic analogues of systems stronger than K, and, in particular, analogues of S4 and S5. For these prepositional logics Kripke-style models with two accessibility relations, one intuitionistic and the other modal, are given, and soundness and completeness are proved with respect to these models. It is shown how the holding of formulae characteristic for particular logics is equivalent to conditions for the relations of the models. Modalities in these logics are also investigated.This paper presents results of an investigation of intuitionistic modal logic conducted in collaboration with Dr Milan Boi.     

Bayesian Inference for Growth Mixture Models with Latent Class Dependent Missing Data

Growth mixture models (GMMs) with nonignorable missing data have drawn increasing attention in research communities but have not been fully studied. The goal of this article is to propose and to evaluate a Bayesian method to estimate the GMMs with latent class dependent missing data. An extended GMM is first presented in which class probabilities depend on some observed explanatory variables and data missingness depends on both the explanatory variables and a latent class variable. A full Bayesian method is then proposed to estimate the model. Through the data augmentation method, conditional posterior distributions for all model parameters and missing data are obtained. A Gibbs sampling procedure is then used to generate Markov chains of model parameters for statistical inference. The application of the model and the method is first demonstrated through the analysis of mathematical ability growth data from the National Longitudinal Survey of Youth 1997 (Bureau of Labor Statistics, U.S. Department of Labor, 1997). A simulation study considering 3 main factors (the sample size, the class probability, and the missing data mechanism) is then conducted and the results show that the proposed Bayesian estimation approach performs very well under the studied conditions. Finally, some implications of this study, including the misspecified missingness mechanism, the sample size, the sensitivity of the model, the number of latent classes, the model comparison, and the future directions of the approach, are discussed.     

The concept of test and item reliability in relation to factor pattern

It is shown that approaches other than the internal consistency method of estimating test reliability are either less satisfactory or lead to the same general results. The commonly attendant assumption of a single factor throughout the test items is challenged, however. The consideration of a test made up ofK sub-tests each composed of a different orthogonal factor disclosed that the assumption of a single factor produced an erroneous estimate of reliability with a ratio of (n–K)/(n–1) to the correct estimate. Special difficulties arising from this error in application of current techniques to short tests or to test batteries are discussed. Application of this same multi-factor concept to item-analysis discloses similar difficulties in that field. The item-test coefficient approaches 1/K as an upper limit rather than 1.00 and approaches 1/n as a lower limit rather than .00. This latter finding accounts for an over-estimation error in the Kuder-Richardson formula (8). A new method of isolating sub-tests based upon the item-test coefficient is proposed and tentatively outlined. Either this new method or a complete factor analysis is regarded as the only proper approach to the problem of test reliability, and the item-sub-est coefficient is similarly recommended as the proper approach for item analysis.     

Bayesian Estimation for Item Factor Analysis Models with Sparse Categorical Indicators

Psychometric models for item-level data are broadly useful in psychology. A recurring issue for estimating item factor analysis (IFA) models is low-item endorsement (item sparseness), due to limited sample sizes or extreme items such as rare symptoms or behaviors. In this paper, I demonstrate that under conditions characterized by sparseness, currently available estimation methods, including maximum likelihood (ML), are likely to fail to converge or lead to extreme estimates and low empirical power. Bayesian estimation incorporating prior information is a promising alternative to ML estimation for IFA models with item sparseness. In this article, I use a simulation study to demonstrate that Bayesian estimation incorporating general prior information improves parameter estimate stability, overall variability in estimates, and power for IFA models with sparse, categorical indicators. Importantly, the priors proposed here can be generally applied to many research contexts in psychology, and they do not impact results compared to ML when indicators are not sparse. I then apply this method to examine the relationship between suicide ideation and insomnia in a sample of first-year college students. This provides an important alternative for researchers who may need to model items with sparse endorsement.     

Evaluation of Model Fit in Cognitive Diagnosis Models

Cognitive diagnosis models (CDMs) estimate student ability profiles using latent attributes. Model fit to the data needs to be ascertained in order to determine whether inferences from CDMs are valid. This study investigated the usefulness of some popular model fit statistics to detect CDM fit including relative fit indices (AIC, BIC, and CAIC), and absolute fit indices (RMSEA2, ABS(fcor) and MAX(χ²_jj′)). These fit indices were assessed under different CDM settings with respect to Q-matrix misspecification and CDM misspecification. Results showed that relative fit indices selected the correct DINA model most of the times and selected the correct G-DINA model well across most conditions. Absolute fit indices rejected the true DINA model if the Q-matrix was misspecified in any way. Absolute fit indices rejected the true G-DINA model whenever the Q-matrix was under-specified. RMSEA2 could be artificially low when the Q-matrix was over-specified.     

An improved stochastic EM algorithm for large-scale full-information item factor analysis

In this paper, we explore the use of the stochastic EM algorithm (Celeux & Diebolt (1985) Computational Statistics Quarterly, 2, 73) for large-scale full-information item factor analysis. Innovations have been made on its implementation, including an adaptive-rejection-based Gibbs sampler for the stochastic E step, a proximal gradient descent algorithm for the optimization in the M step, and diagnostic procedures for determining the burn-in size and the stopping of the algorithm. These developments are based on the theoretical results of Nielsen (2000, Bernoulli, 6, 457), as well as advanced sampling and optimization techniques. The proposed algorithm is computationally efficient and virtually tuning-free, making it scalable to large-scale data with many latent traits (e.g. more than five latent traits) and easy to use for practitioners. Standard errors of parameter estimation are also obtained based on the missing-information identity (Louis, 1982, Journal of the Royal Statistical Society, Series B, 44, 226). The performance of the algorithm is evaluated through simulation studies and an application to the analysis of the IPIP-NEO personality inventory. Extensions of the proposed algorithm to other latent variable models are discussed.     

Regression among factor scores

Structural equation models with latent variables are sometimes estimated using an intuitive three-step approach, here denoted factor score regression. Consider a structural equation model composed of an explanatory latent variable and a response latent variable related by a structural parameter of scientific interest. In this simple example estimation of the structural parameter proceeds as follows: First, common factor models areseparately estimated for each latent variable. Second, factor scores areseparately assigned to each latent variable, based on the estimates. Third, ordinary linear regression analysis is performed among the factor scores producing an estimate for the structural parameter. We investigate the asymptotic and finite sample performance of different factor score regression methods for structural equation models with latent variables. It is demonstrated that the conventional approach to factor score regression performs very badly. Revised factor score regression, using Regression factor scores for the explanatory latent variables and Bartlett scores for the response latent variables, produces consistent estimators for all parameters.     

Evidence for a General ADHD Factor from a Longitudinal General School Population Study

Recent factor analytic studies in Attention-Deficit/Hyperactivity Disorder (ADHD) have shown that hierarchical models provide a better fit of ADHD symptoms than correlated models. A hierarchical model includes a general ADHD factor and specific factors for inattention, and hyperactivity/impulsivity. The aim of this 12-month longitudinal study was to test the generalizability of the hierarchical models of ADHD within an elementary school population of 6–9 year old children (250 boys, 260 girls). Examination of differences as a function of informant (parent vs. teacher ratings), sex, and time was conducted. Six potential factor structures for the 18 items of the SWAN (Strengths and Weaknesses of ADHD-symptoms and Normal-behavior) scale were tested using confirmatory and exploratory factor analyses. Hierarchical models with a general ADHD factor and two or three specific factors best accounted for parent and teacher reports of symptoms for both boys and girls and at two time points separated by a 12-month interval. Findings indicate that the 18 SWAN items measure a common latent trait as well as orthogonal factors or dimensions of inattention and hyperactivity/impulsivity.