Nonconvergence,improper solutions,and starting values in lisrel maximum likelihood estimation

In the framework of a robustness study on maximum likelihood estimation with LISREL three types of problems are dealt with: nonconvergence, improper solutions, and choice of starting values. The purpose of the paper is to illustrate why and to what extent these problems are of importance for users of LISREL. The ways in which these issues may affect the design and conclusions of robustness research is also discussed.     

On the sampling theory roundations of item response theory models

Item response theory (IT) models are now in common use for the analysis of dichotomous item responses. This paper examines the sampling theory foundations for statistical inference in these models. The discussion includes: some history on the stochastic subject versus the random sampling interpretations of the probability in IRT models; the relationship between three versions of maximum likelihood estimation for IRT models; estimating versus estimating -predictors; IRT models and loglinear models; the identifiability of IRT models; and the role of robustness and Bayesian statistics from the sampling theory perspective.A presidential address can serve many different functions. This one is a report of investigations I started at least ten years ago to understand what IRT was all about. It is a decidedly one-sided view, but I hope it stimulates controversy and further research. I have profited from discussions of this material with many people including: Brian Junker, Charles Lewis, Nicholas Longford, Robert Mislevy, Ivo Molenaar, Donald Rock, Donald Rubin, Lynne Steinberg, Martha Stocking, William Stout, Dorothy Thayer, David Thissen, Wim van der Linden, Howard Wainer, and Marilyn Wingersky. Of course, none of them is responsible for any errors or misstatements in this paper. The research was supported in part by the Cognitive Science Program, Office of Naval Research under Contract No. Nooo14-87-K-0730 and by the Program Statistics Research Project of Educational Testing Service.     

Identification of inconsistent variates in factor analysis

When some of observed variates do not conform to the model under consideration, they will have a serious effect on the results of statistical analysis. In factor analysis the model with inconsistent variates may result in improper solutions. In this article a useful method for identifying a variate as inconsistent is proposed in factor analysis. The procedure is based on the likelihood principle. Several statistical properties such as the effect of misspecified hypotheses, the problem of multiple comparisons, and robustness to violation of distributional assumptions are investigated. The procedure is illustrated by some examples.     

Essential independence and likelihood-based ability estimation for polytomous items

A definition ofessential independence is proposed for sequences of polytomous items. For items satisfying the reasonable assumption that the expected amount of credit awarded increases with examinee ability, we develop a theory ofessential unidimensionality which closely parallels that of Stout. Essentially unidimensional item sequences can be shown to have a unique (up to change-of-scale) dominant underlying trait, which can be consistently estimated by a monotone transformation of the sum of the item scores. In more general polytomous-response latent trait models (with or without ordered responses), anM-estimator based upon maximum likelihood may be shown to be consistent for under essentially unidimensional violations of local independence and a variety of monotonicity/identifiability conditions. A rigorous proof of this fact is given, and the standard error of the estimator is explored. These results suggest that ability estimation methods that rely on the summation form of the log likelihood under local independence should generally be robust under essential independence, but standard errors may vary greatly from what is usually expected, depending on the degree of departure from local independence. An index of departure from local independence is also proposed.This work was supported in part by Office of Naval Research Grant N00014-87-K-0277 and National Science Foundation Grant NSF-DMS-88-02556. The author is grateful to William F. Stout for many helpful comments, and to an anonymous reviewer for raising the questions addressed in section 2. A preliminary version of section 6 appeared in the author's Ph.D. thesis.     

A Simple Simulation Technique for Nonnormal Data with Prespecified Skewness,Kurtosis, and Covariance Matrix

We present and investigate a simple way to generate nonnormal data using linear combinations of independent generator (IG) variables. The simulated data have prespecified univariate skewness and kurtosis and a given covariance matrix. In contrast to the widely used Vale-Maurelli (VM) transform, the obtained data are shown to have a non-Gaussian copula. We analytically obtain asymptotic robustness conditions for the IG distribution. We show empirically that popular test statistics in covariance analysis tend to reject true models more often under the IG transform than under the VM transform. This implies that overly optimistic evaluations of estimators and fit statistics in covariance structure analysis may be tempered by including the IG transform for nonnormal data generation. We provide an implementation of the IG transform in the R environment.     

A Limited Information Estimator for Dynamic Factor Models

Structural equation modeling (SEM) is an increasingly popular method for examining multivariate time series data. As in cross-sectional data analysis, structural misspecification of time series models is inevitable, and further complicated by the fact that errors occur in both the time series and measurement components of the model. In this article, we introduce a new limited information estimator and local fit diagnostic for dynamic factor models within the SEM framework. We demonstrate the implementation of this estimator and examine its performance under both correct and incorrect model specifications via a small simulation study. The estimates from this estimator are compared to those from the most common system-wide estimators and are found to be more robust to the structural misspecifications considered.     

Taxicab Correspondence Analysis

Taxicab correspondence analysis is based on the taxicab singular value decomposition of a contingency table, and it shares some similar properties with correspondence analysis. It is more robust than the ordinary correspondence analysis, because it gives uniform weights to all the points. The visual map constructed by taxicab correspondence analysis has a larger sweep and clearer perspective than the map obtained by correspondence analysis. Two examples are provided. This research was financed by the Natural Sciences and Engineering Research Council of Canada. The author thanks Serge Vienneau for his help regarding the graphical displays, and also thanks the editor, associate editor, and two reviewers for their constructive comments.     

Comparing variances of correlated variables

A test is proposed for the equality of the variances ofk 2 correlated variables. Pitman's test fork = 2 reduces the null hypothesis to zero correlation between their sum and their difference. Its extension, eliminating nuisance parameters by a bootstrap procedure, is valid for any correlation structure between thek normally distributed variables. A Monte Carlo study for several combinations of sample sizes and number of variables is presented, comparing the level and power of the new method with previously published tests. Some nonnormal data are included, for which the empirical level tends to be slightly higher than the nominal one. The results show that our method is close in power to the asymptotic tests which are extremely sensitive to nonnormality, yet it is robust and much more powerful than other robust tests.This research was supported by the fund for the promotion of research at the Technion.     

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.     

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.