Hidden Markov models (HMMs) have been applied in various domains, which makes the identifiability issue of HMMs popular among researchers. Classical identifiability conditions shown in previous studies are too strong for practical analysis. In this paper, we propose generic identifiability conditions for discrete time HMMs with finite state space. Also, recent studies about cognitive diagnosis models (CDMs) applied first-order HMMs to track changes in attributes related to learning. However, the application of CDMs requires a known $\mathit{Q}$\documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$$\varvec{Q}$$\end{document} matrix to infer the underlying structure between latent attributes and items, and the identifiability constraints of the model parameters should also be specified. We propose generic identifiability constraints for our restricted HMM and then estimate the model parameters, including the $\mathit{Q}$\documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$$\varvec{Q}$$\end{document} matrix, through a Bayesian framework. We present Monte Carlo simulation results to support our conclusion and apply the developed model to a real dataset.

Lyu et al. (Psychometrika, 2023) demonstrated that item-specific factors can cause spurious effects on the structural parameters of IRTree models for multiple nested response processes per item. Here, we discuss some boundary conditions and argue that person selection effects on item parameters are not unique to item-specific factors and that the effects presented by Lyu et al. (Psychometrika, 2023) may not generalize to the family of IRTree models as a whole. We conclude with the recommendation that IRTree model specification should be guided by theoretical considerations, rather than driven by data, in order to avoid misinterpretations of parameter differences.

Establishing the invariance property of an instrument (e.g., a questionnaire or test) is a key step for establishing its measurement validity. Measurement invariance is typically assessed by differential item functioning (DIF) analysis, i.e., detecting DIF items whose response distribution depends not only on the latent trait measured by the instrument but also on the group membership. DIF analysis is confounded by the group difference in the latent trait distributions. Many DIF analyses require knowing several anchor items that are DIF-free in order to draw inferences on whether each of the rest is a DIF item, where the anchor items are used to identify the latent trait distributions. When no prior information on anchor items is available, or some anchor items are misspecified, item purification methods and regularized estimation methods can be used. The former iteratively purifies the anchor set by a stepwise model selection procedure, and the latter selects the DIF-free items by a LASSO-type regularization approach. Unfortunately, unlike the methods based on a correctly specified anchor set, these methods are not guaranteed to provide valid statistical inference (e.g., confidence intervals and p-values). In this paper, we propose a new method for DIF analysis under a multiple indicators and multiple causes (MIMIC) model for DIF. This method adopts a minimal $L_1$\documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$$L_1$$\end{document} norm condition for identifying the latent trait distributions. Without requiring prior knowledge about an anchor set, it can accurately estimate the DIF effects of individual items and further draw valid statistical inferences for quantifying the uncertainty. Specifically, the inference results allow us to control the type-I error for DIF detection, which may not be possible with item purification and regularized estimation methods. We conduct simulation studies to evaluate the performance of the proposed method and compare it with the anchor-set-based likelihood ratio test approach and the LASSO approach. The proposed method is applied to analysing the three personality scales of the Eysenck personality questionnaire-revised (EPQ-R).

The purpose of this paper is to demonstrate and evaluate the use of Bayesian dynamic borrowing (Viele et al, in Pharm Stat 13:41-54, 2014) as a means of systematically utilizing historical information with specific applications to large-scale educational assessments. Dynamic borrowing via Bayesian hierarchical models is a special case of a general framework of historical borrowing where the degree of borrowing depends on the heterogeneity among historical data and current data. A joint prior distribution over the historical and current data sets is specified with the degree of heterogeneity across the data sets controlled by the variance of the joint distribution. We apply Bayesian dynamic borrowing to both single-level and multilevel models and compare this approach to other historical borrowing methods such as complete pooling, Bayesian synthesis, and power priors. Two case studies using data from the Program for International Student Assessment reveal the utility of Bayesian dynamic borrowing in terms of predictive accuracy. This is followed by two simulation studies that reveal the utility of Bayesian dynamic borrowing over simple pooling and power priors in cases where the historical data is heterogeneous compared to the current data based on bias, mean squared error, and predictive accuracy. In cases of homogeneous historical data, Bayesian dynamic borrowing performs similarly to data pooling, Bayesian synthesis, and power priors. In contrast, for heterogeneous historical data, Bayesian dynamic borrowing performed at least as well, if not better, than other methods of borrowing with respect to mean squared error, percent bias, and leave-one-out cross-validation.

Test items for which the item score reflects a sequential or IRTree modeling outcome are considered. For such items, we argue that item-specific factors, although not empirically measurable, will often be present across stages of the same item. In this paper, we present a conceptual model that incorporates such factors. We use the model to demonstrate how the varying conditional distributions of item-specific factors across stages become absorbed into the stage-specific item discrimination and difficulty parameters, creating ambiguity in the interpretations of item and person parameters beyond the first stage. We discuss implications in relation to various applications considered in the literature, including methodological studies of (1) repeated attempt items; (2) answer change/review, (3) on-demand item hints; (4) item skipping behavior; and (5) Likert scale items. Our own empirical applications, as well as several examples published in the literature, show patterns of violations of item parameter invariance across stages that are highly suggestive of item-specific factors. For applications using sequential or IRTree models as analytical models, or for which the resulting item score might be viewed as outcomes of such a process, we recommend (1) regular inspection of data or analytic results for empirical evidence (or theoretical expectations) of item-specific factors; and (2) sensitivity analyses to evaluate the implications of item-specific factors for the intended inferences or applications.

The goodness-of-fit of the unidimensional monotone latent variable model can be assessed using the empirical conditions of nonnegative correlations (Mokken in A theory and procedure of scale-analysis, Mouton, The Hague, 1971), manifest monotonicity (Junker in Ann Stat 21:1359–1378, 1993), multivariate total positivity of order 2 (Bartolucci and Forcina in Ann Stat 28:1206–1218, 2000), and nonnegative partial correlations (Ellis in Psychometrika 79:303–316, 2014). We show that multidimensional monotone factor models with independent factors also imply these empirical conditions; therefore, the conditions are insensitive to multidimensionality. Conditional association (Rosenbaum in Psychometrika 49(3):425–435, 1984) can detect multidimensionality, but tests of it (De Gooijer and Yuan in Comput Stat Data Anal 55:34–44, 2011) are usually not feasible for realistic numbers of items. The only existing feasible test procedures that can reveal multidimensionality are Rosenbaum’s (Psychometrika 49(3):425–435, 1984) Case 2 and Case 5, which test the covariance of two items or two subtests conditionally on the unweighted sum of the other items. We improve this procedure by conditioning on a weighted sum of the other items. The weights are estimated in a training sample from a linear regression analysis. Simulations show that the Type I error rate is under control and that, for large samples, the power is higher if one dimension is more important than the other or if there is a third dimension. In small samples and with two equally important dimensions, using the unweighted sum yields greater power.

The classical missing at random (MAR) assumption, as defined by Rubin (Biometrika 63:581–592, 1976), is often not required for valid inference ignoring the missingness process. Neither are other assumptions sometimes believed to be necessary that result from misunderstandings of MAR. We discuss three strategies that allow us to use standard estimators (i.e., ignore missingness) in cases where missingness is usually considered to be non-ignorable: (1) conditioning on variables, (2) discarding more data, and (3) being protective of parameters.

Ignorable likelihood (IL) approaches are often used to handle missing data when estimating a multivariate model, such as a structural equation model. In this case, the likelihood is based on all available data, and no model is specified for the missing data mechanism. Inference proceeds via maximum likelihood or Bayesian methods, including multiple imputation without auxiliary variables. Such IL approaches are valid under a missing at random (MAR) assumption. Rabe-Hesketh and Skrondal (Ignoring non-ignorable missingness. Presidential Address at the International Meeting of the Psychometric Society, Beijing, China, 2015; Psychometrika, 2023) consider a violation of MAR where a variable A can affect missingness of another variable B also when A is not observed. They show that this case can be handled by discarding more data before proceeding with IL approaches. This data-deletion approach is similar to the sequential estimation of Mohan et al. (in: Advances in neural information processing systems, 2013) based on their ordered factorization theorem but is preferable for parametric models. Which kind of data-deletion or ordered factorization to employ depends on the nature of the MAR violation. In this article, we therefore propose two diagnostic tests, a likelihood-ratio test for a heteroscedastic regression model and a kernel conditional independence test. We also develop a test-based estimator that first uses diagnostic tests to determine which MAR violation appears to be present and then proceeds with the corresponding data-deletion estimator. Simulations show that the test-based estimator outperforms IL when the missing data problem is severe and performs similarly otherwise.

Factor copula models for item response data are more interpretable and fit better than (truncated) vine copula models when dependence can be explained through latent variables, but are not robust to violations of conditional independence. To circumvent these issues, truncated vines and factor copula models for item response data are joined to define a combined model, the so-called factor tree copula model, with individual benefits from each of the two approaches. Rather than adding factors and causing computational problems and difficulties in interpretation and identification, a truncated vine structure is assumed on the residuals conditional on one or two latent variables. This structure can be better explained as a conditional dependence given a few interpretable latent variables. On the one hand, the parsimonious feature of factor models remains intact and any residual dependencies are being taken into account on the other. We discuss estimation along with model selection. In particular, we propose model selection algorithms to choose a plausible factor tree copula model to capture the (residual) dependencies among the item responses. Our general methodology is demonstrated with an extensive simulation study and illustrated by analyzing Post-Traumatic Stress Disorder.

Fit indices are highly frequently used for assessing the goodness of fit of latent variable models. Most prominent fit indices, such as the root-mean-square error of approximation (RMSEA) or the comparative fit index (CFI), are based on a noncentrality parameter estimate derived from the model fit statistic. While a noncentrality parameter estimate is well suited for quantifying the amount of systematic error, the complex weighting function involved in its calculation makes indices derived from it challenging to interpret. Moreover, noncentrality-parameter-based fit indices yield systematically different values, depending on the indicators’ level of measurement. For instance, RMSEA and CFI yield more favorable fit indices for models with categorical as compared to metric variables under otherwise identical conditions. In the present article, approaches for obtaining an approximation discrepancy estimate that is independent from any specific weighting function are considered. From these unweighted approximation error estimates, fit indices analogous to RMSEA and CFI are calculated and their finite sample properties are investigated using simulation studies. The results illustrate that the new fit indices consistently estimate their true value which, in contrast to other fit indices, is the same value for metric and categorical variables. Advantages with respect to interpretability are discussed and cutoff criteria for the new indices are considered.

A number of parametric and nonparametric methods for estimating cognitive diagnosis models (CDMs) have been developed and applied in a wide range of contexts. However, in the literature, a wide chasm exists between these two families of methods, and their relationship to each other is not well understood. In this paper, we propose a unified estimation framework to bridge the divide between parametric and nonparametric methods in cognitive diagnosis to better understand their relationship. We also develop iterative joint estimation algorithms and establish consistency properties within the proposed framework. Lastly, we present comprehensive simulation results to compare different methods and provide practical recommendations on the appropriate use of the proposed framework in various CDM contexts.

We propose a two-step estimator for multilevel latent class analysis (LCA) with covariates. The measurement model for observed items is estimated in its first step, and in the second step covariates are added in the model, keeping the measurement model parameters fixed. We discuss model identification, and derive an Expectation Maximization algorithm for efficient implementation of the estimator. By means of an extensive simulation study we show that (1) this approach performs similarly to existing stepwise estimators for multilevel LCA but with much reduced computing time, and (2) it yields approximately unbiased parameter estimates with a negligible loss of efficiency compared to the one-step estimator. The proposal is illustrated with a cross-national analysis of predictors of citizenship norms.

Item response tree (IRTree) models are widely used in various applications for their ability to differentiate sets of sub-responses from polytomous item response data based on a pre-specified tree structure. Lyu et al. (Psychometrika) article highlighted that item slopes are often lower for later nodes than earlier nodes in IRTree applications. Lyu et al. argued that this phenomenon might signal the presence of item-specific factors across nodes. In this commentary, I present a different perspective that conditional dependencies in IRTree data could explain the phenomenon more generally. I illustrate my point with an empirical example, utilizing the latent space item response model that visualizes conditional dependencies in IRTree data. I conclude the commentary with a discussion on the potential of exploring conditional dependencies in IRTree data that goes beyond identifying the sources of conditional dependencies.

Optimal treatment regimes (OTRs) have been widely employed in computer science and personalized medicine to provide data-driven, optimal recommendations to individuals. However, previous research on OTRs has primarily focused on settings that are independent and identically distributed, with little attention given to the unique characteristics of educational settings, where students are nested within schools and there are hierarchical dependencies. The goal of this study is to propose a framework for designing OTRs from multisite randomized trials, a commonly used experimental design in education and psychology to evaluate educational programs. We investigate modifications to popular OTR methods, specifically Q-learning and weighting methods, in order to improve their performance in multisite randomized trials. A total of 12 modifications, 6 for Q-learning and 6 for weighting, are proposed by utilizing different multilevel models, moderators, and augmentations. Simulation studies reveal that all Q-learning modifications improve performance in multisite randomized trials and the modifications that incorporate random treatment effects show the most promise in handling cluster-level moderators. Among weighting methods, the modification that incorporates cluster dummies into moderator variables and augmentation terms performs best across simulation conditions. The proposed modifications are demonstrated through an application to estimate an OTR of conditional cash transfer programs using a multisite randomized trial in Colombia to maximize educational attainment.

Significant heterogeneity in network structures reflecting individuals’ dynamic processes can exist within subgroups of people (e.g., diagnostic category, gender). This makes it difficult to make inferences regarding these predefined subgroups. For this reason, researchers sometimes wish to identify subsets of individuals who have similarities in their dynamic processes regardless of any predefined category. This requires unsupervised classification of individuals based on similarities in their dynamic processes, or equivalently, in this case, similarities in their network structures of edges. The present paper tests a recently developed algorithm, S-GIMME, that takes into account heterogeneity across individuals with the aim of providing subgroup membership and precise information about the specific network structures that differentiate subgroups. The algorithm has previously provided robust and accurate classification when evaluated with large-scale simulation studies but has not yet been validated on empirical data. Here, we investigate S-GIMME’s ability to differentiate, in a purely data-driven manner, between brain states explicitly induced through different tasks in a new fMRI dataset. The results provide new evidence that the algorithm was able to resolve, in an unsupervised data-driven manner, the differences between different active brain states in empirical fMRI data to segregate individuals and arrive at subgroup-specific network structures of edges. The ability to arrive at subgroups that correspond to empirically designed fMRI task conditions, with no biasing or priors, suggests this data-driven approach can be a powerful addition to existing methods for unsupervised classification of individuals based on their dynamic processes.

Accurate assessment of a student’s ability is the key task of a test. Assessments based on final responses are the standard. As the infrastructure advances, substantially more information is observed. One of such instances is the process data that is collected by computer-based interactive items and contain a student’s detailed interactive processes. In this paper, we show both theoretically and with simulated and empirical data that appropriately including such information in the assessment will substantially improve relevant assessment precision.

The present article proposes and evaluates marginal maximum likelihood (ML) estimation methods for hierarchical multinomial processing tree (MPT) models with random and fixed effects. We assume that an identifiable MPT model with S parameters holds for each participant. Of these S parameters, R parameters are assumed to vary randomly between participants, and the remaining $S-R$\documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$$S-R$$\end{document} parameters are assumed to be fixed. We also propose an extended version of the model that includes effects of covariates on MPT model parameters. Because the likelihood functions of both versions of the model are too complex to be tractable, we propose three numerical methods to approximate the integrals that occur in the likelihood function, namely, the Laplace approximation (LA), adaptive Gauss–Hermite quadrature (AGHQ), and Quasi Monte Carlo (QMC) integration. We compare these three methods in a simulation study and show that AGHQ performs well in terms of both bias and coverage rate. QMC also performs well but the number of responses per participant must be sufficiently large. In contrast, LA fails quite often due to undefined standard errors. We also suggest ML-based methods to test the goodness of fit and to compare models taking model complexity into account. The article closes with an illustrative empirical application and an outlook on possible extensions and future applications of the proposed ML approach.

We show that separable nonlinear least squares (SNLLS) estimation is applicable to all linear structural equation models (SEMs) that can be specified in RAM notation. SNLLS is an estimation technique that has successfully been applied to a wide range of models, for example neural networks and dynamic systems, often leading to improvements in convergence and computation time. It is applicable to models of a special form, where a subset of parameters enters the objective linearly. Recently, Kreiberg et al. (Struct Equ Model Multidiscip J 28(5):725–739, 2021. https://doi.org/10.1080/10705511.2020.1835484) have shown that this is also the case for factor analysis models. We generalize this result to all linear SEMs. To that end, we show that undirected effects (variances and covariances) and mean parameters enter the objective linearly, and therefore, in the least squares estimation of structural equation models, only the directed effects have to be obtained iteratively. For model classes without unknown directed effects, SNLLS can be used to analytically compute least squares estimates. To provide deeper insight into the nature of this result, we employ trek rules that link graphical representations of structural equation models to their covariance parametrization. We further give an efficient expression for the gradient, which is crucial to make a fast implementation possible. Results from our simulation indicate that SNLLS leads to improved convergence rates and a reduced number of iterations.

In social, behavioral and economic sciences, researchers are interested in modeling a social network among a group of individuals, along with their attributes. The attributes can be responses to survey questionnaires and are often high dimensional. We propose a joint latent space model (JLSM) that summarizes information from the social network and the multivariate attributes in a person-attribute joint latent space. We develop a variational Bayesian expectation–maximization estimation algorithm to estimate the attribute and person locations in the joint latent space. This methodology allows for effective integration, informative visualization and prediction of social networks and attributes. Using JLSM, we explore the French financial elites based on their social networks and their career, political views and social status. We observe a division in the social circles of the French elites in accordance with the differences in their attributes. We analyze user networks and behaviors in multimodal social media systems like YouTube. A R package “jlsm” is developed to fit the models proposed in this paper and is publicly available from the CRAN repository https://cran.r-project.org/web/packages/jlsm/jlsm.pdf.

We present generalized additive latent and mixed models (GALAMMs) for analysis of clustered data with responses and latent variables depending smoothly on observed variables. A scalable maximum likelihood estimation algorithm is proposed, utilizing the Laplace approximation, sparse matrix computation, and automatic differentiation. Mixed response types, heteroscedasticity, and crossed random effects are naturally incorporated into the framework. The models developed were motivated by applications in cognitive neuroscience, and two case studies are presented. First, we show how GALAMMs can jointly model the complex lifespan trajectories of episodic memory, working memory, and speed/executive function, measured by the California Verbal Learning Test (CVLT), digit span tests, and Stroop tests, respectively. Next, we study the effect of socioeconomic status on brain structure, using data on education and income together with hippocampal volumes estimated by magnetic resonance imaging. By combining semiparametric estimation with latent variable modeling, GALAMMs allow a more realistic representation of how brain and cognition vary across the lifespan, while simultaneously estimating latent traits from measured items. Simulation experiments suggest that model estimates are accurate even with moderate sample sizes.