Multinomial processing tree models are widely used in many areas of psychology. Their application relies on the assumption of parameter homogeneity, that is, on the assumption that participants do not differ in their parameter values. Tests for parameter homogeneity are proposed that can be routinely used as part of multinomial model analyses to defend the assumption. If parameter homogeneity is found to be violated, a new family of models, termed latent-class multinomial processing tree models, can be applied that accommodates parameter heterogeneity and correlated parameters, yet preserves most of the advantages of the traditional multinomial method. Estimation, goodness-of-fit tests, and tests of other hypotheses of interest are considered for the new family of models.

This paper presents a hierarchical Bayes circumplex model for ordinal ratings data. The circumplex model was proposed to represent the circular ordering of items in psychological testing by imposing inequalities on the correlations of the items. We provide a specification of the circumplex, propose identifying constraints and conjugate priors for the angular parameters, and accommodate theory-driven constraints in the form of inequalities. We investigate the performance of the proposed MCMC algorithm and apply the model to the analysis of value priorities data obtained from a representative sample of Dutch citizens.

Discretized multivariate normal structural models are often estimated using multistage estimation procedures. The asymptotic properties of parameter estimates, standard errors, and tests of structural restrictions on thresholds and polychoric correlations are well known. It was not clear how to assess the overall discrepancy between the contingency table and the model for these estimators. It is shown that the overall discrepancy can be decomposed into a distributional discrepancy and a structural discrepancy. A test of the overall model specification is proposed, as well as a test of the distributional specification (i.e., discretized multivariate normality). Also, the small sample performance of overall, distributional, and structural tests, as well as of parameter estimates and standard errors is investigated under conditions of correct model specification and also under mild structural and/or distributional misspecification. It is found that relatively small samples are needed for parameter estimates, standard errors, and structural tests. Larger samples are needed for the distributional and overall tests. Furthermore, parameter estimates, standard errors, and structural tests are surprisingly robust to distributional misspecification.

Multilevel models are proven tools in social research for modeling complex, hierarchical systems. In multilevel modeling, statistical inference is based largely on quantification of random variables. This paper distinguishes among three types of random variables in multilevel modeling—model disturbances, random coefficients, and future response outcomes—and provides a unified procedure for predicting them. These predictors are best linear unbiased and are commonly known via the acronym BLUP; they are optimal in the sense of minimizing mean square error and are Bayesian under a diffuse prior.

For parameter estimation purposes, a multilevel model can be written as a linear mixed-effects model. In this way, parameters of the many equations can be estimated simultaneously and hence efficiently. For prediction purposes, we show that it is more convenient to retain the multiple equation feature of multilevel models. In this way, the efficient BLUPs are easy to compute and retain their intuitively appealing recursive form. We also derive explicit equations for standard errors of these different types of predictors.

Prediction in multilevel modeling is important in a wide range of applications. To demonstrate the applicability of our results, this paper discusses prediction in the context of a study of school effectiveness.

This paper deals with optimal partitioning of limited testing time in order to achieve maximum total test score. Nonlinear optimization theory was used to analyze this problem. A general case using a generic item response model is first presented. A special case that applies a response time model proposed by Wang and Hanson (2005) is also presented. Theoretical properties of the optimal solution are derived. Their practical implications to optimal test-taking strategies are also discussed. The theoretical properties are in general agreement with the conventional advice to the examinees on pacing strategy.

Nonparametric item response models have been developed as alternatives to the relatively inflexible parametric item response models. An open question is whether it is possible and practical to administer computerized adaptive testing with nonparametric models. This paper explores the possibility of computerized adaptive testing when using nonparametric item response models. A central issue is that the derivatives of item characteristic Curves may not be estimated well, which eliminates the availability of the standard maximum Fisher information criterion. As alternatives, procedures based on Shannon entropy and Kullback–Leibler information are proposed. For a long test, these procedures, which do not require the derivatives of the item characteristic eurves, become equivalent to the maximum Fisher information criterion. A simulation study is conducted to study the behavior of these two procedures, compared with random item selection. The study shows that the procedures based on Shannon entropy and Kullback–Leibler information perform similarly in terms of root mean square error, and perform much better than random item selection. The study also shows that item exposure rates need to be addressed for these methods to be practical.

Mean comparisons are of great importance in the application of statistics. Procedures for mean comparison with manifest variables have been well studied. However, few rigorous studies have been conducted on mean comparisons with latent variables, although the methodology has been widely used and documented. This paper studies the commonly used statistics in latent variable mean modeling and compares them with parallel manifest variable statistics. Our results indicate that, under certain conditions, the likelihood ratio and Wald statistics used for latent mean comparisons do not always have greater power than the Hotelling T2 statistics used for manifest mean comparisons. The noncentrality parameter corresponding to the T2 statistic can be much greater than those corresponding to the likelihood ratio and Wald statistics, which we find to be different from those provided in the literature. Under a fixed alternative hypothesis, our results also indicate that the likelihood ratio statistic can be stochastically much greater than the corresponding Wald statistic. The robustness property of each statistic is also explored when the model is misspecified or when data are nonnormally distributed. Recommendations and advice are provided for the use of each statistic.

An extension of multiple correspondence analysis is proposed that takes into account cluster-level heterogeneity in respondents’ preferences/choices. The method involves combining multiple correspondence analysis and k-means in a unified framework. The former is used for uncovering a low-dimensional space of multivariate categorical variables while the latter is used for identifying relatively homogeneous clusters of respondents. The proposed method offers an integrated graphical display that provides information on cluster-based structures inherent in multivariate categorical data as well as the interdependencies among the data. An empirical application is presented which demonstrates the usefulness of the proposed method and how it compares to several extant approaches.

Component loss functions (CLFs) similar to those used in orthogonal rotation are introduced to define criteria for oblique rotation in factor analysis. It is shown how the shape of the CLF affects the performance of the criterion it defines. For example, it is shown that monotone concave CLFs give criteria that are minimized by loadings with perfect simple structure when such loadings exist. Moreover, if the CLFs are strictly concave, minimizing must produce perfect simple structure whenever it exists. Examples show that methods defined by concave CLFs perform well much more generally. While it appears important to use a concave CLF, the specific CLF used is less important. For example, the very simple linear CLF gives a rotation method that can easily outperform the most popular oblique rotation methods promax and quartimin and is competitive with the more complex simplimax and geomin methods.

If the ratio m/p tends to zero, where m is the number of factors m and m the number of observable variables, then the inverse diagonal element of the inverted observable covariance matrix tends to the corresponding unique variance ψjj for almost all of these (Guttman, 1956). If the smallest singular value of the loadings matrix from Common Factor Analysis tends to infinity as p increases, then m/p tends to zero. The same condition is necessary and sufficient for to tend to ψjj for all of these. Several related conditions are discussed.

The problem of rotating a matrix orthogonally to a best least squares fit with another matrix of the same order has a closed-form solution based on a singular value decomposition. The optimal rotation matrix is not necessarily rigid, but may also involve a reflection. In some applications, only rigid rotations are permitted. Gower (1976) has proposed a method for suppressing reflections in cases where that is necessary. This paper proves that Gower’s solution does indeed give the best least squares fit over rigid rotation when the unconstrained solution is not rigid. Also, special cases that have multiple solutions are discussed.