概化理论方差分量估计的跨分布分析

方差分量估计是进行概化理论分析的关键。采用MonteCarlo模拟技术,探讨心理与教育测量数据分布对概化理论各种方法估计方差分量的影响。数据分布包括正态、二项和多项分布,估计方法包括Traditional、Jackknife、Bootstrap和MCMC方法。结果表明:(1)Traditional方法估计正态分布和多项分布数据的方差分量相对较好,估计二项分布数据需要校正,Jackknife方法准确地估计了三种分布数据的方差分量,校正的Bootstrap方法和有先验信息的MCMC方法(MCMCinf)估计三种分布数据的方差分量结果较好;(2)心理与教育测量数据分布对四种方法估计概化理论方差分量有影响,数据分布制约着各种方差分量估计方法性能的发挥,需要加以区分地使用。     

概化理论G研究方差分量及其变异量估计影响因素

概化理论是关于行为测量可靠性的统计理论。G研究是进行概化理论分析的关键步骤,其主要目的是进行方差分量及其变异量估计。总结了影响概化理论G研究方差分量及其变异量估计的多种因素,包括估计方法、数据分布、研究设计、样本容量、模型效应和数据形态等,并指出了相关研究存在的六方面不足,如缺乏估计方法的综合比较、较少考察非正态分布数据、较少考虑不平衡或缺失数据等。     

基于概化理论的方差分量变异量估计

概化理论广泛应用于心理与教育测量实践中, 方差分量估计是进行概化理论分析的关键。方差分量估计受限于抽样, 需要对其变异量进行探讨。采用蒙特卡洛(Monte Carlo)数据模拟技术, 在正态分布下讨论不同方法对基于概化理论的方差分量变异量估计的影响。结果表明: Jackknife方法在方差分量变异量估计上不足取; 不采取Bootstrap方法的“分而治之”策略, 从总体上看, Traditional方法和有先验信息的MCMC方法在标准误及置信区间这两个变异量估计上优势明显。     

校正的Bootstrap方法对概化理论方差分量及其变异量估计的改善

Bootstrap方法是一种有放回的再抽样方法, 可用于概化理论的方差分量及其变异量估计。用Monte Carlo技术模拟四种分布数据, 分别是正态分布、二项分布、多项分布和偏态分布数据。基于p×i设计, 探讨校正的Bootstrap方法相对于未校正的Bootstrap方法, 是否改善了概化理论估计四种模拟分布数据的方差分量及其变异量。结果表明：跨越四种分布数据, 从整体到局部, 不论是“点估计”还是“变异量”估计, 校正的Bootstrap方法都要优于未校正的Bootstrap方法, 校正的Bootstrap方法改善了概化理论方差分量及其变异量估计。     

概化理论方差分量及其变异量估计:跨分布的模拟研究

为考察概化理论中方差分量及其变异量估计的准确性,采用模拟研究的方法,探究Traditional法、Jackknife法、Bootstrap法和MCMC法在p×i×h和p×(i:h)2种双侧面设计和正态、二项、多项、偏态分布4种数据类型下的表现。结果显示:(1)4种方法均能准确估计方差分量;(2)估计方差分量的标准误时,若数据正态分布,Traditional法最优,非正态分布时Bootstrap法最优;(3)估计方差分量的90%置信区间时,Bootstrap法在不同分布的数据下表现稳定,但容易受到侧面水平数的影响。综合来说,若数据呈正态分布,建议选用Traditional法; 若数据呈非正态分布,建议选用Bootstrap法。     

考试评分缺失数据的概化理论分析

考试评分缺失数据较为常见,如何有效利用现有数据进行统计分析是个关键性问题。在考试评分中,题目与评分者对试卷得分的影响不容忽视。根据概化理论原理,按考试评分规则推导出含有缺失数据双侧面交叉设计（p×i×r）方差分量估计公式,用Matlab7.0软件模拟多组缺失数据,验证此公式的有效性。结果发现：（1）推导出的公式较为可靠,估计缺失数据的方差分量偏差相对较小,即便数据缺失率达到50％以上,公式仍能对方差分量进行较为准确地估计;（2）题目数量对概化理论缺失数据方差分量的估计影响最大,评分者次之,当题目和评价者数量分别为6和5时,公式能够趋于稳定地估计;（3）学生数量对各方差分量的估计影响较小,无论是小规模考试还是大规模考试,概化理论估计缺失数据的多个方差分量结果相差不大。     

概化理论缺失数据方差分量估计

各种心理调查、心理实验中, 数据的缺失随处可见。由于数据缺失, 给概化理论分析非平衡数据的方差分量带来一系列问题。基于概化理论框架下, 运用Matlab 7.0软件, 自编程序模拟产生随机双面交叉设计p×i×r缺失数据, 比较和探讨公式法、REML法、拆分法和MCMC法在估计各个方差分量上的性能优劣。结果表明：(1) MCMC方法估计随机双面交叉设计p×i×r缺失数据方差分量, 较其它3种方法表现出更强的优势; (2) 题目和评分者是缺失数据方差分量估计重要的影响因素。     

用结构方程建模（SEM）估计概论理论（GT）中的评分者信度

评分者的信度分析,已从经典测量理论的方法（Kendall和谐系数）发展为基于现代测量理论（如GT）的方法,但由于GT中方差分量估计的工具和途径有限,使该方法的推广受到限制。本文介绍了结构方程建模（SEM）估计GT中方差分量的必要性及原理,并通过对某省直国家机关公务员录用考试结构化面试的评分者信度分析,阐述用SEM估计概化理论中不同设计下的评分者信度研究。     

用结构方程建模(SEM)估计概化理论(GT)中的评分者信度

评分者的信度分析 ,已从经典测量理论的方法 (Kendall和谐系数 )发展为基于现代测量理论 (如GT)的方法 ,但由于GT中方差分量估计的工具和途径有限 ,使该方法的推广受到限制。本文介绍了结构方程建模 (SEM )估计GT中方差分量的必要性及原理 ,并通过对某省直国家机关公务员录用考试结构化面试的评分者信度分析 ,阐述用SEM估计概化理论中不同设计下的评分者信度研究     

不同参数分布形态下GIRM方法和传统GT方法的对比研究

GIRM(Generalizability in Item Response Modeling)是一种将概化理论GT和项目反应理论IRT相结合后计算概化理论中方差分量的一种方法.当GIRM方法下θp和βi的抽样分布与GIRM方法中的MCMC先验分布一致时,GIRM方法对方差分量估计具有较高的准确性.为了进一步检验GIRM方法对IRT参数分布形态的敏感性,研究在将MCMC先验分布固定的情况下,探讨不同IRT参数分布形态下GIRM方法的适用性,并将所得结果与传统GT方法相比较.结果表明:(1)在各种参数分布形态下,采用GIRM方法估计IRT模型的参数是可行的;(2)GIRM方法在被试能力参数为标准正态分布时对σ2(p)估计的准确性高于传统GT方法,但在均匀分布和偏态分布下略差于传统GT方法;(3) GIRM方法在题目难度参数为偏态分布情况下对σ2(i)的估计准确性显著差于传统GT方法;(4)两种方法对于σ2(pie)估计的准确性在任何参数分布形态下都大致相当,优劣并无统一规律.     

Standard errors and confidence intervals for correlations corrected for indirect range restriction: A simulation study comparing analytic and bootstrap methods

A frequent topic of psychological research is the estimation of the correlation between two variables from a sample that underwent a selection process based on a third variable. Due to indirect range restriction, the sample correlation is a biased estimator of the population correlation, and a correction formula is used. In the past, bootstrap standard error and confidence intervals for the corrected correlations were examined with normal data. The present study proposes a large-sample estimate (an analytic method) for the standard error, and a corresponding confidence interval for the corrected correlation. Monte Carlo simulation studies involving both normal and non-normal data were conducted to examine the empirical performance of the bootstrap and analytic methods. Results indicated that with both normal and non-normal data, the bootstrap standard error and confidence interval were generally accurate across simulation conditions (restricted sample size, selection ratio, and population correlations) and outperformed estimates of the analytic method. However, with certain combinations of distribution type and model conditions, the analytic method has an advantage, offering reasonable estimates of the standard error and confidence interval without resorting to the bootstrap procedure's computer-intensive approach. We provide SAS code for the simulation studies.     

The psychometric function: II. Bootstrap-based confidence intervals and sampling

The psychometric function relates an observer’s performance to an independent variable, usually a physical quantity of an experimental stimulus. Even if a model is successfully fit to the data and its goodness of fit is acceptable, experimenters require an estimate of the variability of the parameters to assess whether differences across conditions are significant. Accurate estimates of variability are difficult to obtain, however, given the typically small size of psychophysical data sets: Traditional statistical techniques are only asymptotically correct and can be shown to be unreliable in some common situations. Here and in our companion paper (Wichmann & Hill, 2001), we suggest alternative statistical techniques based on Monte Carlo resampling methods. The present paper’s principal topic is the estimation of the variability of fitted parameters and derived quantities, such as thresholds and slopes. First, we outline the basic bootstrap procedure and argue in favor of the parametric, as opposed to the nonparametric, bootstrap. Second, we describe how the bootstrap bridging assumption, on which the validity of the procedure depends, can be tested. Third, we show how one’s choice of sampling scheme (the placement of sample points on the stimulus axis) strongly affects the reliability of bootstrap confidence intervals, and we make recommendations on how to sample the psychometric function efficiently. Fourth, we show that, under certain circumstances, the (arbitrary) choice of the distribution function can exert an unwanted influence on the size of the bootstrap confidence intervals obtained, and we make recommendations on how to avoid this influence. Finally, we introduce improved confidence intervals (bias corrected and accelerated) that improve on the parametric and percentile-based bootstrap confidence intervals previously used. Software implementing our methods is available.     

Asymptotic confidence intervals for the Pearson correlation via skewness and kurtosis

When bivariate normality is violated, the default confidence interval of the Pearson correlation can be inaccurate. Two new methods were developed based on the asymptotic sampling distribution of Fisher's z′ under the general case where bivariate normality need not be assumed. In Monte Carlo simulations, the most successful of these methods relied on the (Vale & Maurelli, 1983, Psychometrika, 48, 465) family to approximate a distribution via the marginal skewness and kurtosis of the sample data. In Simulation 1, this method provided more accurate confidence intervals of the correlation in non-normal data, at least as compared to no adjustment of the Fisher z′ interval, or to adjustment via the sample joint moments. In Simulation 2, this approximate distribution method performed favourably relative to common non-parametric bootstrap methods, but its performance was mixed relative to an observed imposed bootstrap and two other robust methods (PM1 and HC4). No method was completely satisfactory. An advantage of the approximate distribution method, though, is that it can be implemented even without access to raw data if sample skewness and kurtosis are reported, making the method particularly useful for meta-analysis. Supporting information includes R code.     

Effect of non-normality on test statistics for one-way independent groups designs

The data obtained from one‐way independent groups designs is typically non‐normal in form and rarely equally variable across treatment populations (i.e. population variances are heterogeneous). Consequently, the classical test statistic that is used to assess statistical significance (i.e. the analysis of variance F test) typically provides invalid results (e.g. too many Type I errors, reduced power). For this reason, there has been considerable interest in finding a test statistic that is appropriate under conditions of non‐normality and variance heterogeneity. Previously recommended procedures for analysing such data include the James test, the Welch test applied either to the usual least squares estimators of central tendency and variability, or the Welch test with robust estimators (i.e. trimmed means and Winsorized variances). A new statistic proposed by Krishnamoorthy, Lu, and Mathew, intended to deal with heterogeneous variances, though not non‐normality, uses a parametric bootstrap procedure. In their investigation of the parametric bootstrap test, the authors examined its operating characteristics under limited conditions and did not compare it to the Welch test based on robust estimators. Thus, we investigated how the parametric bootstrap procedure and a modified parametric bootstrap procedure based on trimmed means perform relative to previously recommended procedures when data are non‐normal and heterogeneous. The results indicated that the tests based on trimmed means offer the best Type I error control and power when variances are unequal and at least some of the distribution shapes are non‐normal.     

Modeling error distributions of growth curve models through Bayesian methods

Growth curve models are widely used in social and behavioral sciences. However, typical growth curve models often assume that the errors are normally distributed although non-normal data may be even more common than normal data. In order to avoid possible statistical inference problems in blindly assuming normality, a general Bayesian framework is proposed to flexibly model normal and non-normal data through the explicit specification of the error distributions. A simulation study shows when the distribution of the error is correctly specified, one can avoid the loss in the efficiency of standard error estimates. A real example on the analysis of mathematical ability growth data from the Early Childhood Longitudinal Study, Kindergarten Class of 1998-99 is used to show the application of the proposed methods. Instructions and code on how to conduct growth curve analysis with both normal and non-normal error distributions using the the MCMC procedure of SAS are provided.