A new estimator of the uniqueness in factor analysis

A closed form estimator of the uniqueness (unique variance) in factor analysis is proposed. It has analytically desirable properties—consistency, asymptotic normality and scale invariance. The estimation procedure is given through the application to the two sets of Emmett's data and Holzinger and Swineford's data. The new estimator is shown to lead to values rather close to the maximum likelihood estimator.     

On the estimation of parameters in latent structure analysis

In this note, we describe the iterative procedure introduced earlier by Goodman to calculate the maximum likelihood estimates of the parameters in latent structure analysis, and we provide here a simple and direct proof of the fact that the parameter estimates obtained with the iterative procedure cannot lie outside the allowed interval. Formann recently stated that Goodman's algorithm can yield parameter estimates that lie outside the allowed interval, and we prove in the present note that Formann's contention is incorrect.This research was supported in part by Research Contract No. NSF SOC 76-80389 from the Division of the Social Sciences of the National Science Foundation. The author is indebted to C. C. Clogg for helpful comments and for the numerical results reported here (see, e.g., Table 1).     

Estimating the standard errors of rotated factor loadings by jackknifing

The jackknife by groups and modifications of the jackknife by groups are used to estimate standard errors of rotated factor loadings for selected populations in common factor model maximum likelihood factor analysis. Simulations are performed in whicht-statistics based upon these jackknife estimates of the standard errors are computed. The validity of thet-statistics and their associated confidence intervals is assessed. Methods are given through which the computational efficiency of the jackknife may be greatly enhanced in the factor analysis model.Computing assistance was obtained from the Health Sciences Computing Facility, UCLA, sponsored by NIH Special Research Resources Grant RR-3.The author wishes to thank his doctoral committee co-chairmen, Drs James W. Frane and Robert I. Jennrich, UCLA, for their contributions to this research.     

A feasible method for standard errors of estimate in maximum likelihood factor analysis

A jackknife-like procedure is developed for producing standard errors of estimate in maximum likelihood factor analysis. Unlike earlier methods based on information theory, the procedure developed is computationally feasible on larger problems. Unlike earlier methods based on the jackknife, the present procedure is not plagued by the factor alignment problem, the Heywood case problem, or the necessity to jackknife by groups. Standard errors may be produced for rotated and unrotated loading estimates using either orthogonal or oblique rotation as well as for estimates of unique factor variances and common factor correlations. The total cost for larger problems is a small multiple of the square of the number of variables times the number of observations used in the analysis. Examples are given to demonstrate the feasibility of the method.The research done by R. I. Jennrich was supported in part by NSF Grant MCS 77-02121. The research done by D. B. Clarkson was supported in part by NSERC Grant A3109.     

Likelihood methods for testing group problem solving models with censored data

Problem solving models relating individual and group solution times under time limit censoring are presented. Maximum likelihood estimates of parameters of the resulting censored distributions are derived and goodness of fit tests for the individual-group models are constructed. The methods are illustrated on data previously analyzed by Restle and Davis.This research was supported by grants from the Graduate School, University of Minnesota. Also, work of the second author was aided by a Single Quarter Leave granted by the Regents of the University of Minnesota.     

Confidence regions for multidimensional scaling analysis

Techniques are developed for surrounding each of the points in a multidimensional scaling solution with a region which will contain the population point with some level of confidence. Bayesian credibility regions are also discussed. A general theorem is proven which describes the asymptotic distribution of maximum likelihood estimates subject to identifiability constraints. This theorem is applied to a number of models to display asymptotic variance-covariance matrices for coordinate estimates under different rotational constraints. A technique is described for displaying Bayesian conditional credibility regions for any sample size.The research reported here was supported by grant number APA 320 to the author by the National Research Council of Canada.     

On muthén’s maximum likelihood for two-level covariance structure models

Data in social and behavioral sciences are often hierarchically organized. Special statistical procedures that take into account the dependence of such observations have been developed. Among procedures for 2-level covariance structure analysis, Muthén’s maximum likelihood (MUML) has the advantage of easier computation and faster convergence. When data are balanced, MUML is equivalent to the maximum likelihood procedure. Simulation results in the literature endorse the MUML procedure also for unbalanced data. This paper studies the analytical properties of the MUML procedure in general. The results indicate that the MUML procedure leads to correct model inference asymptotically when level-2 sample size goes to infinity and the coefficient of variation of the level-1 sample sizes goes to zero. The study clearly identifies the impact of level-1 and level-2 sample sizes on the standard errors and test statistic of the MUML procedure. Analytical results explain previous simulation results and will guide the design or data collection for the future applications of MUML.This research was supported by NSF Grant DMS04-37167.We thank Dr.Bengt Muthén for providing key references. We are also grateful to three expert reviewers for their constructive comments that have led the paper to an improvement over the previous version.This revised article was published online in August 2005 with the PDF paginated correctly.     

A note on item information in any direction for the multidimensional three-parameter logistic model

The purpose of this note is twofold: (a) to present the formula for the item information function (IIF) in any direction for the Multidimensional 3-Parameter Logistic (M3-PL) model and (b) to give the equation for the location of maximum item information (θ_max) in the direction of the item discrimination vector. Several corollaries are given. Implications for future research are discussed.This research was supported in part by an Educational Testing Service (ETS) Harold T. Gulliksen Psychometric Research Fellowship to the author.This revised article was published online in August 2005 with the PDF paginated correctly.     

Two efficient selection methods for high-dimensional CD-CAT utilizing max-marginals factor from MAP query and ensemble learning approach

Computerized adaptive testing for cognitive diagnosis (CD-CAT) needs to be efficient and responsive in real time to meet practical applications' requirements. For high-dimensional data, the number of categories to be recognized in a test grows exponentially as the number of attributes increases, which can easily cause system reaction time to be too long such that it adversely affects the examinees and thus seriously impacts the measurement efficiency. More importantly, the long-time CPU operations and memory usage of item selection in CD-CAT due to intensive computation are impractical and cannot wholly meet practice needs. This paper proposed two new efficient selection strategies (HIA and CEL) for high-dimensional CD-CAT to address this issue by incorporating the max-marginals from the maximum a posteriori query and integrating the ensemble learning approach into the previous efficient selection methods, respectively. The performance of the proposed selection method was compared with the conventional selection method using simulated and real item pools. The results showed that the proposed methods could significantly improve the measurement efficiency with about 1/2–1/200 of the conventional methods' computation time while retaining similar measurement accuracy. With increasing number of attributes and size of the item pool, the computation time advantage of the proposed methods becomes more significant.     

A tribute to Howard Rachlin and his two-parameter discounting model: Reliable and flexible model fitting

Delay discounting reflects the rate at which a reward loses its subjective value as a function of delay to that reward. Many models have been proposed to measure delay discounting, and many comparisons have been made among these models. We highlight the two-parameter delay discounting model popularized by Howard Rachlin by demonstrating two key practical features of the Rachlin model. The first feature is flexibility; the Rachlin model fits empirical discounting data closely. Second, when compared with other available two-parameter discounting models, the Rachlin model has the advantage that unique best estimates for parameters are easy to obtain across a wide variety of potential discounting patterns. We focus this work on this second feature in the context of maximum likelihood, showing the relative ease with which the Rachlin model can be utilized compared with the extreme care that must be used with other models for discounting data, focusing on two illustrative cases that pass checks for data validity. Both of these features are demonstrated via a reanalysis of discounting data the authors have previously used for model selection purposes.