Asymptotic biases in exploratory factor analysis and structural equation modeling

Formulas for the asymptotic biases of the parameter estimates in structural equation models are provided in the case of the Wishart maximum likelihood estimation for normally and nonnormally distributed variables. When multivariate normality is satisfied, considerable simplification is obtained for the models of unstandardized variables. Formulas for the models of standardized variables are also provided. Numerical examples with Monte Carlo simulations in factor analysis show the accuracy of the formulas and suggest the asymptotic robustness of the asymptotic biases with normality assumption against nonnormal data. Some relationships between the asymptotic biases and other asymptotic values are discussed.The author is indebted to the editor and anonymous reviewers for their comments, corrections, and suggestions on this paper, and to Yutaka Kano for discussion on biases.     

Asymptotic standard errors of irt observed-score equating methods

A method of the IRT observed-score equating using chain equating through a third test without equating coefficients is presented with the assumption of the three-parameter logistic model. The asymptotic standard errors of the equated scores by this method are obtained using the results given by M. Liou and P.E. Cheng. The asymptotic standard errors of the IRT observed-score equating method using a synthetic examinee group with equating coefficients, which is a currently used method, are also provided. Numerical examples show that the standard errors by these observed-score equating methods are similar to those by the corresponding true score equating methods except in the range of low scores.The author is indebted to Michael J. Kolen for access to the real data used in this article and anonymous reviewers for their corrections and suggestions on this work.     

Data, model, conclusion, doing it again

This paper explores the robustness of conclusions from a statistical model against variations in model choice (rather than variations in random sampling and random assignment to treatments, which are the usual variations covered by inferential statistics). After the problem formulation in section 1, section 2 presents an example from Box and Tiao in which variation in parent distribution is modeled for a one sample location problem. An adaptive Bayesian procedure permits to use a weighted mixture of parent distributions rather than choosing just one, such as a normal or a uniform distribution.In section 3 similar considerations are applied to an event history model for the influence of education and gender on age at first marriage, but here the conclusions are hardly influenced by the choice of the duration distribution. In section 4 a brief discussion of model choice in factor analysis and structural equation models is followed by a more elaborate treatment of the choice of integer valued slopes for item response functions in the OPLM model which is an extension of the Rasch model. A modest simulation study suggests that Adaptive Bayesian Modeling with a mixture of sets of slopes works better than fixing one set of postulated slopes.The paper concludes with some remarks on the roles and sources of prior distributions followed by a short epilogue which argues that simultaneous consideration of a class of models for the same data is sometimes superior to exclusively analyzing the data under one specific model chosen from such a class.This article is based on the Presidential Address Ivo W. Molenaar gave on June 20, 1998 at the 1998 Annual Meeting of the Psychometric Society held at the University of Illinois in Champaign, Illinois. Thanks is given to John Wiley & Sons and George C. Tiao for granting permission to reprint three figures from the book George C. Tiao wrote with George E. P. Box titled Bayesian Inference in Statistical Analysis.—EditorThanks are due to Anne Boomsma, Jeffrey Hoogland, Mark Huisman, Tom Snijders, Marijtje Van Duijn, and Norman Verhelst for suggesting improvements and/or assisting with data analyses.     

Robust canonical discriminant analysis

A method for robust canonical discriminant analysis via two robust objective loss functions is discussed. These functions are useful to reduce the influence of outliers in the data. Majorization is used at several stages of the minimization procedure to obtain a monotonically convergent algorithm. An advantage of the proposed method is that it allows for optimal scaling of the variables. In a simulation study it is shown that under the presence of outliers the robust functions outperform the ordinary least squares function, both when the underlying structure is linear in the variables as when it is nonlinear. Furthermore, the method is illustrated with empirical data.The research of the first author was supported by the Netherlands Organization of Scientific Research (NWO grant 560-267-029).     

A comment on ‘some standard errors in item response theory’

In maximum likelihood estimation the standard error of the location parameter of the three parameter logistic model can be large, due to inaccurate estimation of the lower asymptote. Thissen and Wainer who demonstrated this effect, suggested that the introduction of a prior distribution for the lower asymptote might alleviate the problems. Here it is demonstrated in some detail that the standard error of the location parameter can be made acceptably small in this way.The author thanks Pieter Vijn for his helpful comments.     

A new quantile estimator with weights based on a subsampling approach

Quantiles are widely used in both theoretical and applied statistics, and it is important to be able to deploy appropriate quantile estimators. To improve performance in the lower and upper quantiles, especially with small sample sizes, a new quantile estimator is introduced which is a weighted average of all order statistics. The new estimator, denoted NO, has desirable asymptotic properties. Moreover, it offers practical advantages over four estimators in terms of efficiency in most experimental settings. The Harrell–Davis quantile estimator, the default quantile estimator of the R programming language, the Sfakianakis–Verginis SV2 quantile estimator and a kernel quantile estimator. The NO quantile estimator is also utilized in comparing two independent groups with a percentile bootstrap method and, as expected, it is more successful than other estimators in controlling Type I error rates.     

A Unified Approach to Power Calculation and Sample Size Determination for Random Regression Models

The underlying statistical models for multiple regression analysis are typically attributed to two types of modeling: fixed and random. The procedures for calculating power and sample size under the fixed regression models are well known. However, the literature on random regression models is limited and has been confined to the case of all variables having a joint multivariate normal distribution. This paper presents a unified approach to determining power and sample size for random regression models with arbitrary distribution configurations for explanatory variables. Numerical examples are provided to illustrate the usefulness of the proposed method and Monte Carlo simulation studies are also conducted to assess the accuracy. The results show that the proposed method performs well for various model specifications and explanatory variable distributions. The author would like to thank the editor, the associate editor, and the referees for drawing attention to pertinent references that led to improved presentation. This research was partially supported by National Science Council grant NSC-94-2118-M-009-004.     

Heuristic cognitive diagnosis when the Q‐matrix is unknown

Cognitive diagnosis models of educational test performance rely on a binary Q‐matrix that specifies the associations between individual test items and the cognitive attributes (skills) required to answer those items correctly. Current methods for fitting cognitive diagnosis models to educational test data and assigning examinees to proficiency classes are based on parametric estimation methods such as expectation maximization (EM) and Markov chain Monte Carlo (MCMC) that frequently encounter difficulties in practical applications. In response to these difficulties, non‐parametric classification techniques (cluster analysis) have been proposed as heuristic alternatives to parametric procedures. These non‐parametric classification techniques first aggregate each examinee's test item scores into a profile of attribute sum scores, which then serve as the basis for clustering examinees into proficiency classes. Like the parametric procedures, the non‐parametric classification techniques require that the Q‐matrix underlying a given test be known. Unfortunately, in practice, the Q‐matrix for most tests is not known and must be estimated to specify the associations between items and attributes, risking a misspecified Q‐matrix that may then result in the incorrect classification of examinees. This paper demonstrates that clustering examinees into proficiency classes based on their item scores rather than on their attribute sum‐score profiles does not require knowledge of the Q‐matrix, and results in a more accurate classification of examinees.     

Exploratory second-order analyses for components and factors

Abstract: Exploratory methods using second‐order components and second‐order common factors were proposed. The second‐order components were obtained from the resolution of the correlation matrix of obliquely rotated first‐order principal components. The standard errors of the estimates of the second‐order component loadings were derived from an augmented information matrix with restrictions for the loadings and associated parameters. The second‐order factor analysis proposed was similar to the classical method in that the factor correlations among the first‐order factors were further resolved by the exploratory method of factor analysis. However, in this paper the second‐order factor loadings were estimated by the generalized least squares using the asymptotic variance‐covariance matrix for the first‐order factor correlations. The asymptotic standard errors for the estimates of the second‐order factor loadings were also derived. A numerical example was presented with simulated results.