Heterogeneous factor analysis models: A bayesian approach

Multilevel factor analysis models are widely used in the social sciences to account for heterogeneity in mean structures. In this paper we extend previous work on multilevel models to account for general forms of heterogeneity in confirmatory factor analysis models. We specify various models of mean and covariance heterogeneity in confirmatory factor analysis and develop Markov Chain Monte Carlo (MCMC) procedures to perform Bayesian inference, model checking, and model comparison.We test our methodology using synthetic data and data from a consumption emotion study. The results from synthetic data show that our Bayesian model perform well in recovering the true parameters and selecting the appropriate model. More importantly, the results clearly illustrate the consequences of ignoring heterogeneity. Specifically, we find that ignoring heterogeneity can lead to sign reversals of the factor covariances, inflation of factor variances and underappreciation of uncertainty in parameter estimates. The results from the emotion study show that subjects vary both in means and covariances. Thus traditional psychometric methods cannot fully capture the heterogeneity in our data.     

The First-Order Theories of Dedekind Algebras

A Dedekind Algebra is an ordered pair (B,h) where B is a non-empty set and h is an injective unary function on B. Each Dedekind algebra can be decomposed into a family of disjoint, countable subalgebras called configurations of the Dedekind algebra. There are N₀ isomorphism types of configurations. Each Dedekind algebra is associated with a cardinal-valued function on omega called its configuration signature. The configuration signature of a Dedekind algebra counts the number of configurations in the decomposition of the algebra in each isomorphism type.The configuration signature of a Dedekind algebra encodes the structure of that algebra in the sense that two Dedekind algebras are isomorphic iff their configuration signatures are identical. Configuration signatures are used to establish various results in the first-order model theory of Dedekind algebras. These include categoricity results for the first-order theories of Dedekind algebras and existence and uniqueness results for homogeneous, universal and saturated Dedekind algebras. Fundamental to these results is a condition on configuration signatures that is necessary and sufficient for elementary equivalence.     

Simple matrix methods for analyzing diffusion models of choice probability, choice response time, and simple response time

Diffusion processes (e.g., Wiener process, Ornstein-Uhlenbeck process) are powerful approaches to model human information processes in a variety of psychological tasks. Lack of mathematical tractability, however, has prevented broad applications of these models to empirical data. This tutorial explains step by step, using a matrix approach, how to construct these models, how to implement them on a computer, and how to calculate the predictions made by these models. In particular, we present models for binaries choices for unidimensional and multiattribute choice alternatives; for simple reaction time tasks; and for three alternatives choice problems.     

Efficient nonparametric approaches for estimating the operating characteristics of discrete item responses

Rationale and the actual procedures of two nonparametric approaches, called Bivariate P.D.F. Approach and Conditional P.D.F. Approach, for estimating the operating characteristic of a discrete item response, or the conditional probability, given latent trait, that the examinee's response be that specific response, are introduced and discussed. These methods are featured by the facts that: (a) estimation is made without assuming any mathematical forms, and (b) it is based upon a relatively small sample of several hundred to a few thousand examinees.Some examples of the results obtained by the Simple Sum Procedure and the Differential Weight Procedure of the Conditional P.D.F. Approach are given, using simulated data. The usefulness of these nonparametric methods is also discussed.This research was mostly supported by the Office of Naval Research (N00014-77-C-0360, N00014-81-C-0569, N00014-87-K-0320, N00014-90-J-1456).     

Regression Mixture Models: Does Modeling the Covariance Between Independent Variables and Latent Classes Improve the Results?

Regression mixture models are increasingly used as an exploratory approach to identify heterogeneity in the effects of a predictor on an outcome. In this simulation study, we tested the effects of violating an implicit assumption often made in these models; that is, independent variables in the model are not directly related to latent classes. Results indicate that the major risk of failing to model the relationship between predictor and latent class was an increase in the probability of selecting additional latent classes and biased class proportions. In addition, we tested whether regression mixture models can detect a piecewise relationship between a predictor and outcome. Results suggest that these models are able to detect piecewise relations but only when the relationship between the latent class and the predictor is included in model estimation. We illustrate the implications of making this assumption through a reanalysis of applied data examining heterogeneity in the effects of family resources on academic achievement. We compare previous results (which assumed no relation between independent variables and latent class) to the model where this assumption is lifted. Implications and analytic suggestions for conducting regression mixture based on these findings are noted.     

Dealing with Multiple Solutions in Structural Vector Autoregressive Models

Structural vector autoregressive models (VARs) hold great potential for psychological science, particularly for time series data analysis. They capture the magnitude, direction of influence, and temporal (lagged and contemporaneous) nature of relations among variables. Unified structural equation modeling (uSEM) is an optimal structural VAR instantiation, according to large-scale simulation studies, and it is implemented within an SEM framework. However, little is known about the uniqueness of uSEM results. Thus, the goal of this study was to investigate whether multiple solutions result from uSEM analysis and, if so, to demonstrate ways to select an optimal solution. This was accomplished with two simulated data sets, an empirical data set concerning children's dyadic play, and modifications to the group iterative multiple model estimation (GIMME) program, which implements uSEMs with group- and individual-level relations in a data-driven manner. Results revealed multiple solutions when there were large contemporaneous relations among variables. Results also verified several ways to select the correct solution when the complete solution set was generated, such as the use of cross-validation, maximum standardized residuals, and information criteria. This work has immediate and direct implications for the analysis of time series data and for the inferences drawn from those data concerning human behavior.     

Time-Varying Treatments in Observational Studies: Marginal Structural Models of the Effects of Early Grade Retention on Math Achievement

One of the main objectives of many empirical studies in the social and behavioral sciences is to assess the causal effect of a treatment or intervention on the occurrence of a certain event. The randomized controlled trial is generally considered the gold standard to evaluate such causal effects. However, for ethical or practical reasons, social scientists are often bound to the use of nonexperimental, observational designs. When the treatment and control group are different with regard to variables that are related to the outcome, this may induce the problem of confounding. A variety of statistical techniques, such as regression, matching, and subclassification, is now available and routinely used to adjust for confounding due to measured variables. However, these techniques are not appropriate for dealing with time-varying confounding, which arises in situations where the treatment or intervention can be received at multiple timepoints. In this article, we explain the use of marginal structural models and inverse probability weighting to control for time-varying confounding in observational studies. We illustrate the approach with an empirical example of grade retention effects on mathematics development throughout primary school.