Under a formula score instruction (FSI), test takers omit items. If students are encouraged to answer every item (under a rights-only scoring instruction, ROI), the score distribution will be different. In this paper, we formulate a simple statistical model to predict the score ROI distribution using the FSI data. Estimation error is also provided. In addition, a preliminary investigation of the probability of guessing correctly on omitted items and its sensitivity is presented in the paper. Based on the data used in this paper, the probability of guessing correctly may be close or slightly greater than the chance score.

Many psychological concepts are unobserved and usually represented as latent factors apprehended through multiple observed indicators. When multiple-subject multivariate time series data are available, dynamic factor analysis models with random effects offer one way of modeling patterns of within- and between-person variations by combining factor analysis and time series analysis at the factor level. Using the Dirichlet process (DP) as a nonparametric prior for individual-specific time series parameters further allows the distributional forms of these parameters to deviate from commonly imposed (e.g., normal or other symmetric) functional forms, arising as a result of these parameters’ restricted ranges. Given the complexity of such models, a thorough sensitivity analysis is critical but computationally prohibitive. We propose a Bayesian local influence method that allows for simultaneous sensitivity analysis of multiple modeling components within a single fitting of the model of choice. Five illustrations and an empirical example are provided to demonstrate the utility of the proposed approach in facilitating the detection of outlying cases and common sources of misspecification in dynamic factor analysis models, as well as identification of modeling components that are sensitive to changes in the DP prior specification.

When a statistically significant mean difference is found, the magnitude of the difference is judged qualitatively using an effect size such as Cohen’s d. In contrast, in a structural equation model (SEM), the result of the statistical test of model fit is often disregarded if significant, and inferences are drawn using “close” models retained based on point estimates of sample statistics (goodness-of-fit indices). However, when a SEM cannot be retained using a test of exact fit, all substantive inferences drawn from it are suspect. It is therefore important to determine the size of the model misfit. Standardized residual covariances and residual correlations provide standardized effect sizes of the misfit of SEM models. They can be summarized using the Standardized Root Mean Squared Residual (SRMSR) and the Correlation Root Mean Squared Residual (CRMSR) which can be used as overall effect sizes of the misfit. Statistical theory is provided that allows the construction of confidence intervals and tests of close fit based on the SRMSR and CRMSR. It is hoped that the use of standardized effect sizes of misfit will help reconcile current practices in SEM and elsewhere in statistics.

One of the main problems in cluster analysis is that of determining the number of groups in the data. In general, the approach taken depends on the cluster method used. For K-means, some of the most widely employed criteria are formulated in terms of the decomposition of the total point scatter, regarding a two-mode data set of N points in p dimensions, which are optimally arranged into K classes. This paper addresses the formulation of criteria to determine the number of clusters, in the general situation in which the available information for clustering is a one-mode $N\times N$\documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$$N\times N$$\end{document} dissimilarity matrix describing the objects. In this framework, p and the coordinates of points are usually unknown, and the application of criteria originally formulated for two-mode data sets is dependent on their possible reformulation in the one-mode situation. The decomposition of the variability of the clustered objects is proposed in terms of the corresponding block-shaped partition of the dissimilarity matrix. Within-block and between-block dispersion values for the partitioned dissimilarity matrix are derived, and variance-based criteria are subsequently formulated in order to determine the number of groups in the data. A Monte Carlo experiment was carried out to study the performance of the proposed criteria. For simulated clustered points in p dimensions, greater efficiency in recovering the number of clusters is obtained when the criteria are calculated from the related Euclidean distances instead of the known two-mode data set, in general, for unequal-sized clusters and for low dimensionality situations. For simulated dissimilarity data sets, the proposed criteria always outperform the results obtained when these criteria are calculated from their original formulation, using dissimilarities instead of distances.

This paper considers the reflection unidentifiability problem in confirmatory factor analysis (CFA) and the associated implications for Bayesian estimation. We note a direct analogy between the multimodality in CFA models that is due to all possible column sign changes in the matrix of loadings and the multimodality in finite mixture models that is due to all possible relabelings of the mixture components. Drawing on this analogy, we derive and present a simple approach for dealing with reflection in variance in Bayesian factor analysis. We recommend fitting Bayesian factor analysis models without rotational constraints on the loadings—allowing Markov chain Monte Carlo algorithms to explore the full posterior distribution—and then using a relabeling algorithm to pick a factor solution that corresponds to one mode. We demonstrate our approach on the case of a bifactor model; however, the relabeling algorithm is straightforward to generalize for handling multimodalities due to sign invariance in the likelihood in other factor analysis models.

Norm statistics allow for the interpretation of scores on psychological and educational tests, by relating the test score of an individual test taker to the test scores of individuals belonging to the same gender, age, or education groups, et cetera. Given the uncertainty due to sampling error, one would expect researchers to report standard errors for norm statistics. In practice, standard errors are seldom reported; they are either unavailable or derived under strong distributional assumptions that may not be realistic for test scores. We derived standard errors for four norm statistics (standard deviation, percentile ranks, stanine boundaries and Z-scores) under the mild assumption that the test scores are multinomially distributed. A simulation study showed that the standard errors were unbiased and that corresponding Wald-based confidence intervals had good coverage. Finally, we discuss the possibilities for applying the standard errors in practical test use in education and psychology. The procedure is provided via the R function check.norms, which is available in the mokken package.

A new multiple indicator multilevel latent state-trait (LST) model for the analysis of multitrait–multimethod–multioccasion (MTMM-MO) data is proposed. The LST-COM model combines current CFA-MTMM modeling approaches of interchangeable and structurally different methods and LST modeling approaches. The model enables researchers to specify construct and method factors on the level of time-stable (trait) as well as time-variable (occasion-specific) latent variables and analyze the convergent and discriminant validity among different rater groups across time. The statistical performance of the model is scrutinized by a simulation study and guidelines for empirical applications are provided.

We introduce the network model as a formal psychometric model, conceptualizing the covariance between psychometric indicators as resulting from pairwise interactions between observable variables in a network structure. This contrasts with standard psychometric models, in which the covariance between test items arises from the influence of one or more common latent variables. Here, we present two generalizations of the network model that encompass latent variable structures, establishing network modeling as parts of the more general framework of structural equation modeling (SEM). In the first generalization, we model the covariance structure of latent variables as a network. We term this framework latent network modeling (LNM) and show that, with LNM, a unique structure of conditional independence relationships between latent variables can be obtained in an explorative manner. In the second generalization, the residual variance–covariance structure of indicators is modeled as a network. We term this generalization residual network modeling (RNM) and show that, within this framework, identifiable models can be obtained in which local independence is structurally violated. These generalizations allow for a general modeling framework that can be used to fit, and compare, SEM models, network models, and the RNM and LNM generalizations. This methodology has been implemented in the free-to-use software package lvnet, which contains confirmatory model testing as well as two exploratory search algorithms: stepwise search algorithms for low-dimensional datasets and penalized maximum likelihood estimation for larger datasets. We show in simulation studies that these search algorithms perform adequately in identifying the structure of the relevant residual or latent networks. We further demonstrate the utility of these generalizations in an empirical example on a personality inventory dataset.

Yuan and Chan (Psychometrika 76:670–690, 2011. doi:10.1007/S11336-011-9224-6) derived consistent confidence intervals for standardized regression coefficients under fixed and random score assumptions. Jones and Waller (Psychometrika 80:365–378, 2015. doi:10.1007/S11336-013-9380-Y) extended these developments to circumstances where data are non-normal by examining confidence intervals based on Browne’s (Br J Math Stat Psychol 37:62–83, 1984. doi:10.1111/j.2044-8317.1984.tb00789.x) asymptotic distribution-free (ADF) theory. Seven different heteroscedastic-consistent (HC) estimators were investigated in the current study as potentially better solutions for constructing confidence intervals on standardized regression coefficients under non-normality. Normal theory, ADF, and HC estimators were evaluated in a Monte Carlo simulation. Findings confirmed the superiority of the HC3 (MacKinnon and White, J Econ 35:305–325, 1985. doi:10.1016/0304-4076(85)90158-7) and HC5 (Cribari-Neto and Da Silva, Adv Stat Anal 95:129–146, 2011. doi:10.1007/s10182-010-0141-2) interval estimators over Jones and Waller’s ADF estimator under all conditions investigated, as well as over the normal theory method. The HC5 estimator was more robust in a restricted set of conditions over the HC3 estimator. Some possible extensions of HC estimators to other effect size measures are considered for future developments.

The ideal point classification (IPC) model was originally proposed for analysing multinomial data in the presence of predictors. In this paper, we studied properties of the IPC model for analysing bivariate binary data with a specific focus on three quantities: (1) the marginal probabilities; (2) the association structure between the two binary responses; and (3) the joint probabilities. We found that the IPC model with a specific class point configuration represents either the marginal probabilities or the association structure. However, the IPC model is not able to represent both quantities at the same time. We then derived a new parametrization of the model, the bivariate IPC (BIPC) model, which is able to represent both the marginal probabilities and the association structure. Like the standard IPC model, the results of the BIPC model can be displayed in a biplot, from which the effects of predictors on the binary responses and on their association can be read. We will illustrate our findings with a psychological example relating personality traits to depression and anxiety disorders.

Item response theory (IRT) observed-score kernel equating is introduced for the non-equivalent groups with anchor test equating design using either chain equating or post-stratification equating. The equating function is treated in a multivariate setting and the asymptotic covariance matrices of IRT observed-score kernel equating functions are derived. Equating is conducted using the two-parameter and three-parameter logistic models with simulated data and data from a standardized achievement test. The results show that IRT observed-score kernel equating offers small standard errors and low equating bias under most settings considered.

In the social sciences we are often interested in comparing models specified by parametric equality or inequality constraints. For instance, when examining three group means $\{{\mathit{\mu }}_1,{\mathit{\mu }}_2,{\mathit{\mu }}_3\}$\documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$$\{ \mu _1, \mu _2, \mu _3\}$$\end{document} through an analysis of variance (ANOVA), a model may specify that ${\mathit{\mu }}_1<{\mathit{\mu }}_2<{\mathit{\mu }}_3$\documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$$\mu _1<\mu _2<\mu _3$$\end{document}, while another one may state that $\{{\mathit{\mu }}_1={\mathit{\mu }}_3\}<{\mathit{\mu }}_2$\documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$$\{ \mu _1=\mu _3\} <\mu _2$$\end{document}, and finally a third model may instead suggest that all means are unrestricted. This is a challenging problem, because it involves a combination of nonnested models, as well as nested models having the same dimension. We adopt an objective Bayesian approach, requiring no prior specification from the user, and derive the posterior probability of each model under consideration. Our method is based on the intrinsic prior methodology, suitably modified to accommodate equality and inequality constraints. Focussing on normal ANOVA models, a comparative assessment is carried out through simulation studies. We also present an application to real data collected in a psychological experiment.

We propose a nonparametric item response theory model for dichotomously-scored items in a Bayesian framework. The model is based on a latent class (LC) formulation, and it is multidimensional, with dimensions corresponding to a partition of the items in homogenous groups that are specified on the basis of inequality constraints among the conditional success probabilities given the latent class. Moreover, an innovative system of prior distributions is proposed following the encompassing approach, in which the largest model is the unconstrained LC model. A reversible-jump type algorithm is described for sampling from the joint posterior distribution of the model parameters of the encompassing model. By suitably post-processing its output, we then make inference on the number of dimensions (i.e., number of groups of items measuring the same latent trait) and we cluster items according to the dimensions when unidimensionality is violated. The approach is illustrated by two examples on simulated data and two applications based on educational and quality-of-life data.

A penalized likelihood (PL) method for structural equation modeling (SEM) was proposed as a methodology for exploring the underlying relations among both observed and latent variables. Compared to the usual likelihood method, PL includes a penalty term to control the complexity of the hypothesized model. When the penalty level is appropriately chosen, the PL can yield an SEM model that balances the model goodness-of-fit and model complexity. In addition, the PL results in a sparse estimate that enhances the interpretability of the final model. The proposed method is especially useful when limited substantive knowledge is available for model specifications. The PL method can be also understood as a methodology that links the traditional SEM to the exploratory SEM (Asparouhov & Muthén in Struct Equ Model Multidiscipl J 16:397–438, 2009). An expectation-conditional maximization algorithm was developed to maximize the PL criterion. The asymptotic properties of the proposed PL were also derived. The performance of PL was evaluated through a numerical experiment, and two real data illustrations were presented to demonstrate its utility in psychological research.

Asymptotic robustness against misspecification of the underlying distribution for the polychoric correlation estimation is studied. The asymptotic normality of the pseudo-maximum likelihood estimator is derived using the two-step estimation procedure. The t distribution assumption and the skew-normal distribution assumption are used as alternatives to the normal distribution assumption in a numerical study. The numerical results show that the underlying normal distribution can be substantially biased, even though skewness and kurtosis are not large. The skew-normal assumption generally produces a lower bias than the normal assumption. Thus, it is worth using a non-normal distributional assumption if the normal assumption is dubious.

When test forms are calibrated separately, item response theory parameters are not comparable because they are expressed on different measurement scales. The equating process includes the conversion of item parameter estimates on a common scale and the determination of comparable test scores. Various statistical methods have been proposed to perform equating between two test forms. This paper provides a generalization to multiple test forms of the mean-geometric mean, the mean-mean, the Haebara, and the Stocking–Lord methods. The proposed methods estimate simultaneously the equating coefficients that permit the scale transformation of the parameters of all forms to the scale of the base form. Asymptotic standard errors of the equating coefficients are derived. A simulation study is presented to illustrate the performance of the methods.

Two marginal one-parameter item response theory models are introduced, by integrating out the latent variable or random item parameter. It is shown that both marginal response models are multivariate (probit) models with a compound symmetry covariance structure. Several common hypotheses concerning the underlying covariance structure are evaluated using (fractional) Bayes factor tests. The support for a unidimensional factor (i.e., assumption of local independence) and differential item functioning are evaluated by testing the covariance components. The posterior distribution of common covariance components is obtained in closed form by transforming latent responses with an orthogonal (Helmert) matrix. This posterior distribution is defined as a shifted-inverse-gamma, thereby introducing a default prior and a balanced prior distribution. Based on that, an MCMC algorithm is described to estimate all model parameters and to compute (fractional) Bayes factor tests. Simulation studies are used to show that the (fractional) Bayes factor tests have good properties for testing the underlying covariance structure of binary response data. The method is illustrated with two real data studies.

In the behavioral sciences, many research questions pertain to a regression problem in that one wants to predict a criterion on the basis of a number of predictors. Although in many cases, ordinary least squares regression will suffice, sometimes the prediction problem is more challenging, for three reasons: first, multiple highly collinear predictors can be available, making it difficult to grasp their mutual relations as well as their relations to the criterion. In that case, it may be very useful to reduce the predictors to a few summary variables, on which one regresses the criterion and which at the same time yields insight into the predictor structure. Second, the population under study may consist of a few unknown subgroups that are characterized by different regression models. Third, the obtained data are often hierarchically structured, with for instance, observations being nested into persons or participants within groups or countries. Although some methods have been developed that partially meet these challenges (i.e., principal covariates regression (PCovR), clusterwise regression (CR), and structural equation models), none of these methods adequately deals with all of them simultaneously. To fill this gap, we propose the principal covariates clusterwise regression (PCCR) method, which combines the key idea’s behind PCovR (de Jong & Kiers in Chemom Intell Lab Syst 14(1–3):155–164, 1992) and CR (Späth in Computing 22(4):367–373, 1979). The PCCR method is validated by means of a simulation study and by applying it to cross-cultural data regarding satisfaction with life.

A Generalized INDCLUS model, termed GINDCLUS, is presented for clustering three-way two-mode proximity data. In order to account for the heterogeneity of the data, both a partition of the subjects into homogeneous classes and a covering of the objects into groups are simultaneously determined. Furthermore, the availability of information which is external to the three-way data is exploited to better account for such heterogeneity: the weights of both classifications are linearly linked to external variables allowing for the identification of meaningful classes of subjects and groups of objects. The model is fitted in a least-squares framework, and an efficient Alternating Least-Squares algorithm is provided. An extensive simulation study and an application on benchmark data are also presented.

The purpose of this note is to focus on the finiteness of the weighted likelihood estimator (WLE) of ability in the context of dichotomous and polytomous item response theory (IRT) models. It is established that the WLE always returns finite ability estimates. This general result is valid for dichotomous (one-, two-, three- and four-parameter logistic) IRT models, the class of polytomous difference models and divide-by-total models, independently of the number of items, the item parameters and the response patterns. Further implications of this result are outlined.