Pseudo maximum likelihood estimation and a test for misspecification in mean and covariance structure models

Using the theory of pseudo maximum likelihood estimation the asymptotic covariance matrix of maximum likelihood estimates for mean and covariance structure models is given for the case where the variables are not multivariate normal. This asymptotic covariance matrix is consistently estimated without the computation of the empirical fourth order moment matrix. Using quasi-maximum likelihood theory a Hausman misspecification test is developed. This test is sensitive to misspecification caused by errors that are correlated with the independent variables. This misspecification cannot be detected by the test statistics currently used in covariance structure analysis.For helpful comments on a previous draft of the paper we are indebted to Kenneth A. Bollen, Ulrich L. Küsters, Michael E. Sobel and the anonymous reviewers of Psychometrika. For partial research support, the first author wishes to thank the Department of Sociology at the University of Arizona, where he was a visiting professor during the fall semester 1987.     

Stochastic learning theories for a response continuum with non-determinate reinforcement

Continuous analogues of the finite linear and stimulus sampling theories are developed for non-determinate reinforcement schedules. Closed-form expressions are derived for the asymptotic response distribution and certain sequential statistics. Computations for a target experiment are given to illustrate the character of the theoretical results.This research was supported by the Rockefeller Foundation and the Group Psychology Branch of the Office of Naval Research.     

CLASSI: A classification model for the study of sequential processes and individual differences therein

In psychological research, one often aims at explaining individual differences in S-R profiles, that is, individual differences in the responses (R) with which people react to specific stimuli (S). To this end, researchers often postulate an underlying sequential process, which boils down to the specification of a set of mediating variables (M) and the processes that link these mediating variables to the stimuli and responses under study. Obviously, a crucial task is to chart how the individual differences in the S-R profiles are caused by individual differences in the S-M link and/or by individual differences in the M-R link. In this paper we propose a new model, called CLASSI, which was explicitly designed for this task. In particular, the key principle of CLASSI consists of reducing the S, M, and R nodes of a sequential process to a few mutually exclusive types and inducing an S-M and an M-R person typology from the data, with the S-M person types being characterized in terms of if S type then M type rules and the M-R person types in terms of if M type then R type rules. As such, the S-M and M-R person types and their associated if–then rules represent the important individual differences in the S-M and M-R links of the sequential process under study. An algorithm to fit the CLASSI model is described and evaluated in a simulation study. An application of CLASSI to data from the behavioral domain of anger and sadness is discussed. Finally, we relate CLASSI to other methods and discuss possible extensions. The first author is a post-doctoral fellow of the Fund for Scientific Research—Flanders (Belgium). The research reported in this paper was partially supported by the Research Council of K.U. Leuven (GOA/05/04).     

On the sampling interpretation of confidence intervals and hypothesis tests in the context of conditional maximum likelihood estimation

In the context ofconditional maximum likelihood (CML) estimation, confidence intervals can be interpreted in three different ways, depending on the sampling distribution under which these confidence intervals contain the true parameter value with a certain probability. These sampling distributions are (a) the distribution of the data given theincidental parameters, (b) the marginal distribution of the data (i.e., with the incidental parameters integrated out), and (c) the conditional distribution of the data given the sufficient statistics for the incidental parameters. Results on the asymptotic distribution of CML estimates under sampling scheme (c) can be used to construct asymptotic confidence intervals using only the CML estimates. This is not possible for the results on the asymptotic distribution under sampling schemes (a) and (b). However, it is shown that theconditional asymptotic confidence intervals are also valid under the other two sampling schemes. I am indebted to Theo Eggen, Norman Verhelst and one of Psychometrika's reviewers for their helpful comments.     

Latent curve analysis

As a method for representing development, latent trait theory is presented in terms of a statistical model containing individual parameters and a structure on both the first and second moments of the random variables reflecting growth. Maximum likelihood parameter estimates and associated asymptotic tests follow directly. These procedures may be viewed as an alternative to standard repeated measures ANOVA and to first-order auto-regressive methods. As formulated, the model encompasses cohort sequential designs and allow for period or practice effects. A numerical illustration using data initially collected by Nesselroade and Baltes is presented.The authors wish to thank John Nesselroade for providing us the data for our illustration and Karen Paul and Connie Tilse for assisting in the data analysis. This research was supported by a grant (No. AG03164) from the National Institute on Aging to the senior author.     

Power of the likelihood ratio test in covariance structure analysis

A procedure for computing the power of the likelihood ratio test used in the context of covariance structure analysis is derived. The procedure uses statistics associated with the standard output of the computer programs commonly used and assumes that a specific alternative value of the parameter vector is specified. Using the noncentral Chi-square distribution, the power of the test is approximated by the asymptotic one for a sequence of local alternatives. The procedure is illustrated by an example. A Monte Carlo experiment also shows how good the approximation is for a specific case.This research was made possible by a grant from the Dutch Organization for Advancement of Pure Research (ZWO). The authors also like to acknowledge the helpful comments and suggestions from the editor and anonymous reviewers.     

Standard errors of fit indices using residuals in structural equation modeling

The asymptotic standard errors of the correlation residuals and Bentler's standardized residuals in covariance structures are derived based on the asymptotic covariance matrix of raw covariance residuals. Using these results, approximations of the asymptotic standard errors of the root mean square residuals for unstandardized or standardized residuals are derived by the delta method. Further, in mean structures, approximations of the asymptotic standard errors of residuals, standardized residuals and their summary statistics are derived in a similar manner. Simulations are carried out, which show that the asymptotic standard errors of the various types of residuals and the root mean square residuals in covariance, correlation and mean structures are close to actual ones.The author is indebted to the reviewers for their comments and suggestions which have led to an improvement of this work.     

Alternative test criteria in covariance structure analysis: A unified approach

In the context of covariance structure analysis, a unified approach to the asymptotic theory of alternative test criteria for testing parametric restrictions is provided. The discussion develops within a general framework that distinguishes whether or not the fitting function is asymptotically optimal, and allows the null and alternative hypothesis to be only approximations of the true model. Also, the equivalent of the information matrix, and the asymptotic covariance matrix of the vector of summary statistics, are allowed to be singular. When the fitting function is not asymptotically optimal, test statistics which have asymptotically a chi-square distribution are developed as a natural generalization of more classical ones. Issues relevant for power analysis, and the asymptotic theory of a testing related statistic, are also investigated.This research has been supported by the U.S.-Spanish Joint Committee for Cultural and Educational Cooperation, grant number V-B.854020. The author wishes to express his gratitude to P. M. Bentler who provided very helpful suggestions and research facilities—with an stimulating working environment—at the University of California, Los Angeles, where this work was undertaken. Thanks are also due to W. E. Saris who provided very valuable comments to earlier versions of this paper. Finally, it has also to be acknowledged the editor's and reviewers suggestions which led to substantial improvements of this article.     

The role of desires in sequential impulsive choices

The present research provides evidence for a sequential mitigation effect, which is the phenomenon that participation in a prior impulsive choice task significantly reduces the decision maker’s likelihood of choosing impulsively in a subsequent task. The results of five experiments: (a) provide evidence for the Sequential Mitigation Effect using different study materials and contexts (Experiments 1–3), (b) show that prior impulsive (as opposed to non-impulsive) choice is required for the effect to occur (Experiment 4), and (c) find that the decision maker’s chronic sensitivity to positive and negative outcomes moderates the effect (Experiment 5). The results support the notion that desire for impulsive options functions as a limited motivational resource, and being consumed in the first task, is experienced to a lesser extent in the second task. The sequential mitigation effect may be characterized as a motivational contextual influence on decision making, complementing existing research showing that cognitive context effects influence sequential choices.     

Identifying the Source of Misfit in Item Response Theory Models

When an item response theory model fails to fit adequately, the items for which the model provides a good fit and those for which it does not must be determined. To this end, we compare the performance of several fit statistics for item pairs with known asymptotic distributions under maximum likelihood estimation of the item parameters: (a) a mean and variance adjustment to bivariate Pearson's X², (b) a bivariate subtable analog to Reiser's (1996) overall goodness-of-fit test, (c) a z statistic for the bivariate residual cross product, and (d) Maydeu-Olivares and Joe's (2006) M₂ statistic applied to bivariate subtables. The unadjusted Pearson's X² with heuristically determined degrees of freedom is also included in the comparison. For binary and ordinal data, our simulation results suggest that the z statistic has the best Type I error and power behavior among all the statistics under investigation when the observed information matrix is used in its computation. However, if one has to use the cross-product information, the mean and variance adjusted X² is recommended. We illustrate the use of pairwise fit statistics in 2 real-data examples and discuss possible extensions of the current research in various directions.     

Internal consistency and reliability of alternate short forms of the college women's assertion sample: Clinical and research implications

Assertive behavior is most often assessed with self-report or role-play measures. The latter modality is preferred because it provides for the sampling of the structure of behavior and for the consideration of the situational context. MacDonald (1978) has developed such an assessment device but it is limited by the length of time for administration and scoring. Two studies were conducted to reconstruct reliable alternate short forms. The first study describes the selection of items and demonstrates the internal consistency of the alternate forms. The second study demonstrates the alternate form and retest reliability and provides normative statistics. We conclude that reliable alternate short forms have been constructed to be used in research in clinical applications.This research was supported by the Marie Wilson Howells Fund.Alternate short forms of the CWAS may be obtained from the first author.     

Mixtures of conditional mean- and covariance-structure models

Models and parameters of finite mixtures of multivariate normal densities conditional on regressor variables are specified and estimated. We consider mixtures of multivariate normals where the expected value for each component depends on possibly nonnormal regressor variables. The expected values and covariance matrices of the mixture components are parameterized using conditional mean- and covariance-structures. We discuss the construction of the likelihood function, estimation of the mixture model with regressors using three different EM algorithms, estimation of the asymptotic covariance matrix of parameters and testing for the number of mixture components. In addition to simulation studies, data on food preferences are analyzed.The authors are grateful to Donald B. Rubin and Michael E. Sobel for critical reading of a first draft of this paper and to three anonymous reviewers ofPsychometrika for their helpful comments and suggestions. The research of the first and the third author was supported by a grant from the Deutsche Forschungsgemeinschaft.     

On the estimation of polychoric correlations and their asymptotic covariance matrix

A general theory for parametric inference in contingency tables is outlined. Estimation of polychoric correlations is seen as a special case of this theory. The asymptotic covariance matrix of the estimated polychoric correlations is derived for the case when the thresholds are estimated from the univariate marginals and the polychoric correlations are estimated from the bivariate marginals for given thresholds. Computational aspects are also discussed.The research was supported by the Swedish Council for Research in the Humanities and Social Sciences (HSFR) under the programMultivariate Statistical Analysis. The author thanks a reviewer for pointing out an error in the original version of the paper.     

Derivations of learning statistics from absorbing Markov chains

Learning-process statistics for absorbing Markov-chain models are developed by using matrix methods exclusively. The paper extends earlier work by Bernbach by deriving the distribution of the total number of errors, u-tuples, autocorrelation of errors, sequential statistics, and the expectation and variance of all statistics presented. The technique is then extended to latency derivations including the latencies of sequential statistics. Suggestions are made for using the sequential-statistic algorithm in a maximum-likelihood estimation procedure. The technique is important because statistics for very large absorbing matrices can be easily computed without going through tedious theoretical calculations to find explicit mathematical expressions.The author is indebted to his students Thomas Wiekens and Richard Freund who were helpful in the development of this paper. Support was received for this work from Grant MH-11255 from the National Institutes of Mental Health.     

An Evolving Gang Model in Contemporary Scotland

Young street gangs (YSGs) in Scotland are considered recreational youth outfits bound up in issues of territoriality and protest masculinities. While YSGs occasionally engage in territorial violence, they are nonetheless viewed as distinct entities from organized crime (OC). However, following qualitative interviews (n = 35) with offenders involved in OC, namely illegal drug supply, the author concludes otherwise and presents evidence which suggests that YSGs retain evolving capabilities. The author presents an evolving gang model in which the key sequential stages are outlined as recreational, criminal, and syndicate and argue that, aided by globalization, gang organization has become a means for gang business.     

Variability of the MAX and MIN Statistic: A Theory of the Quantile Spread as a Function of Sample Size

The maximum and minimum of a sample from a probability distribution are extremely important random variables in many areas of psychological theory, methodology, and statistics. For instance, the behavior of the mean of the maximum or minimum processing time, as a function of the number of component random processing times (n), has been studied extensively in an effort to identify the underlying processing architecture (e.g., Townsend & Ashby, 1983; Colonius & Vorberg, 1994). Little is known concerning how measures of variability of the maximum or minimum change with n. Here, a new measure of random variability, the quantile spread, is introduced, which possesses sufficient strength to define distributional orderings and derive a number of results concerning variability of the maximum and the minimum statistics. The quantile spread ordering may be useful in many venues. Several interesting open problems are pointed out. This work was supported by an NIH Grant R01 MH57717 to the first author. Some of the collaboration took place during the year 2000 while J.T. Townsend was a Fellow at the Hanse Institute for Advanced Study (HWK), sponsored by H. Colonius at Oldenburg University.     

Contributions to Estimation of Polychoric Correlations

This research concerns the estimation of polychoric correlations in the context of fitting structural equation models to observed ordinal variables by multistage estimation. The first main contribution of this research is to propose and evaluate a Monte Carlo estimator for the asymptotic covariance matrix (ACM) of the polychoric correlation estimates. In multistage estimation, the ACM plays a prominent role, as overall test statistics, derived fit indices, and parameter standard errors all depend on this quantity. The ACM, however, must itself be estimated. Established approaches to estimating the ACM use a sample-based version, which can yield poor estimates with small samples. A simulation study demonstrates that the proposed Monte Carlo estimator can be more efficient than its sample-based counterpart. This leads to better calibration for established test statistics, in particular with small samples. The second main contribution of this research is a further exploration of the consequences of violating the normality assumption for the underlying response variables. We show the consequences depend on the type of nonnormality, and the number and location of thresholds. The simulation study also demonstrates that overall test statistics have little power to detect the studied forms of nonnormality, regardless of the ACM estimator.     

Asymptotic null distribution of person fit statistics with estimated person parameter

Person fit statistics are considered for dichotomous item response models. The asymptotic null distribution is derived for statistics which are linear in the item responses, and in which the ability parameter is replaced by an estimate. This allows the asymptotically correct standardization of linear person fit statistics with estimated ability parameter. The fact that the ability parameter is estimated usually decreases the asymptotic variance.I am indebted to Herbert Hoijtink and three anonymous referees for their comments on a previous version.