Showing papers in "Psychometrika in 1985"

An examination of procedures for determining the number of clusters in a data set

Abstract: A Monte Carlo evaluation of 30 procedures for determining the number of clusters was conducted on artificial data sets which contained either 2, 3, 4, or 5 distinct nonoverlapping clusters. To provide a variety of clustering solutions, the data sets were analyzed by four hierarchical clustering methods. External criterion measures indicated excellent recovery of the true cluster structure by the methods at the correct hierarchy level. Thus, the clustering present in the data was quite strong. The simulation results for the stopping rules revealed a wide range in their ability to determine the correct number of clusters in the data. Several procedures worked fairly well, whereas others performed rather poorly. Thus, the latter group of rules would appear to have little validity, particularly for data sets containing distinct clusters. Applied researchers are urged to select one or more of the better criteria. However, users are cautioned that the performance of some of the criteria may be data dependent.

Understanding correlates of change by modeling individual differences in growth

Abstract: The study of correlates of change is the investigation of systematic individual differences in growth. Our representation of systematic individual differences in growth is built up in two parts: (a) a model for individual growth and, (b) a model for the dependence of parameters in the individual growth models on individual characteristics. First, explicit representations of correlates of change are constructed for various models of individual growth. Second, for the special case of initial status as a correlate of change, properties of collections of growth curves provide new results on the relation between change and initial status. Third, the shortcomings of previous approaches to the assessment of correlates of change are demonstrated. In particular, correlations of residual change measures with exogenous individual characteristics are shown to be poor indicators of systematic individual differences in growth.

On the multivariate asymptotic distribution of sequential Chi-square statistics.

Abstract: The multivariate asymptotic distribution of sequential Chi-square test statistics is investigated. It is shown that: (a) when sequential Chi-square statistics are calculated for nested models on the same data, the statistics have an asymptotic intercorrelation which may be expressed in closed form, and which is, in many cases, quite high; and (b) sequential Chi-squaredifference tests are asymptotically independent. Some Monte Carlo evidence on the applicability of the theory is provided.

Power of the likelihood ratio test in covariance structure analysis

Abstract: A procedure for computing the power of the likelihood ratio test used in the context of covariance structure analysis is derived. The procedure uses statistics associated with the standard output of the computer programs commonly used and assumes that a specific alternative value of the parameter vector is specified. Using the noncentral Chi-square distribution, the power of the test is approximated by the asymptotic one for a sequence of local alternatives. The procedure is illustrated by an example. A Monte Carlo experiment also shows how good the approximation is for a specific case.

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

Abstract: 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.

An analysis and synthesis of multiple correspondence analysis, optimal scaling, dual scaling, homogeneity analysis and other methods for quantifying categorical multivariate data

Abstract: We discuss a variety of methods for quantifying categorical multivariate data. These methods have been proposed in many different countries, by many different authors, under many different names. In the first major section of the paper we analyze the many different methods and show that they all lead to the same equations for analyzing the same data. In the second major section of the paper we introduce the notion of a duality diagram, and use this diagram to synthesize the many superficially different methods into a single method.

A dynamic factor model for the analysis of multivariate time series

Abstract: As a method to ascertain the structure of intra-individual variation,P-technique has met difficulties in the handling of a lagged covariance structure. A new statistical technique, coined dynamic factor analysis, is proposed, which accounts for the entire lagged covariance function of an arbitrary second order stationary time series. Moreover, dynamic factor analysis is shown to be applicable to a relatively short stretch of observations and therefore is considered worthwhile for psychological research. At several places the argumentation is clarified through the use of examples.

Bayesian estimation in the three-parameter logistic model

Abstract: A Bayesian procedure is developed for the estimation of parameters in the two-parameter logistic item response model. Joint modal estimates of the parameters are obtained and procedures for the specification of prior information are described. Through simulation studies it is shown that Bayesian estimates of the parameters are superior to maximum likelihood estimates in the sense that they are (a) more meaningful since they do not drift out of range, and (b) more accurate in that they result in smaller mean squared differences between estimates and true values.

An algorithm for generating artificial test clusters

Abstract: An algorithm for generating artificial data sets which contain distinct nonoverlapping clusters is presented. The algorithm is useful for generating test data sets for Monte Carlo validation research conducted on clustering methods or statistics. The algorithm generates data sets which contain either 1, 2, 3, 4, or 5 clusters. By default, the data are embedded in either a 4, 6, or 8 dimensional space. Three different patterns for assigning the points to the clusters are provided. One pattern assigns the points equally to the clusters while the remaining two schemes produce clusters of unequal sizes. Finally, a number of methods for introducing error in the data have been incorporated in the algorithm.

Binary programming and test design

Abstract: An algorithmic approach to test design, using information functions, is presented. The approach uses a special branch of linear programming, i.e. binary programming. In addition, results of some benchmark problems are presented. Within the same framework, it is also possible to formulate the problem of individualized testing.

Estimating latent correlations between repeated testings

Abstract: A model for longitudinal latent structure analysis is proposed. We assume that test scores for a given mental or attitudinal test are observed for the same individuals at two different points in time. The purpose of the analysis is to fit a model that combines the values of the latent variable at the two time points in a two-dimensional latent density. The correlation coefficient between the two values of the latent variable can then be estimated. The theory and methods are illustrated by a Danish dataset concerning psychic vulnerability.

Correspondence analysis used complementary to loglinear analysis

Abstract: Loglinear analysis and correspondence analysis provide us with two different methods for the decomposition of contingency tables. In this paper we will show that there are cases in which these two techniques can be used complementary to each other. More specifically, we will show that often correspondence analysis can be viewed as providing a decomposition of the difference between two matrices, each following a specific loglinear model. Therefore, in these cases the correspondence analysis solution can be interpreted in terms of the difference between these loglinear models. A generalization of correspondence analysis, recently proposed by Escofier, will also be discussed. With this decomposition, which includes classical correspondence analysis as a special case, it is possible to use correspondence analysis complementary to loglinear analysis in more instances than those described for classical correspondence analysis. In this context correspondence analysis is used for the decomposition of the residuals of specific restricted loglinear models.

A family of association coefficients for metric scales

Abstract: Four types of metric scales are distinguished: the absolute scale, the ratio scale, the difference scale and the interval scale. A general coefficient of association for two variables of the same metric scale type is developed. Some properties of this general coefficient are discussed. It is shown that the matrix containing these coefficients between any number of variables is Gramian. The general coefficient reduces to specific coefficients of association for each of the four metric scales. Two of these coefficients are well known, the product-moment correlation and Tucker's congruence coefficient. Applications of the new coefficients are discussed.

Combinatorial data analysis: Association and partial association

Abstract: A combinatorial data analysis strategy is reviewed that is designed to compare two arbitrary measures of proximity defined between the objects from some set. Based on a particular cross-product definition of correspondence between these two numerically specified notions of proximity (typically represented in the form of matrices), extensions are then pursued to indices of partial association that relate the observed pattern of correspondence between the first two proximity measures to a third. The attendant issues of index normalization and significance testing are discussed; the latter is approached through a simple randomization model implemented either through a Monte Carlo procedure or distributional approximations based on the first three moments. Applications of the original comparison strategy and its extensions to partial association may be developed for a variety of methodological and substantive tasks. Besides rank correlation, we emphasize the topics of spatial autocorrelation for one variable and spatial association between two and mention the connection to the usual randomization approach for one-way analysis-of-variance.

Three-way metric unfolding via alternating weighted least squares

Abstract: Three-way unfolding was developed by DeSarbo (1978) and reported in DeSarbo and Carroll (1980, 1981) as a new model to accommodate the analysis of two-mode three-way data (e.g., nonsymmetric proximities for stimulus objects collected over time) and three-mode, three-way data (e.g., subjects rendering preference judgments for various stimuli in different usage occasions or situations). This paper presents a revised objective function and new algorithm which attempt to prevent the common type of degenerate solutions encountered in typical unfolding analysis. We begin with an introduction of the problem and a review of three-way unfolding. The three-way unfolding model, weighted objective function, and new algorithm are presented. Monte Carlo work via a fractional factorial experimental design is described investigating the effect of several data and model factors on overall algorithm performance. Finally, three applications of the methodology are reported illustrating the flexibility and robustness of the procedure.

Factor analysis for non-normal variables

Abstract: Factor analysis for nonnormally distributed variables is discussed in this paper. The main difference between our approach and more traditional approaches is that not only second order cross-products (like covariances) are utilized, but also higher order cross-products. It turns out that under some conditions the parameters (factor loadings) can be uniquely determined. Two estimation procedures will be discussed. One method gives Best Generalized Least Squares (BGLS) estimates, but is computationally very heavy, in particular for large data sets. The other method is a least squares method which is computationally less heavy. In one example the two methods will be compared by using the bootstrap method. In another example real life data are analyzed.

Increasing Item Complexity: A Possible Cause of Scale Shrinkage for Unidimensional Item Response Theory.

Abstract: When the three-parameter logistic model is applied to tests covering a broad range of difficulty, there frequently is an increase in mean item discrimination and a decrease in variance of item difficulties and traits as the tests become more difficult. To examine the hypothesis that this unexpected scale shrinkage effect occurs because the items increase in complexity as they increase in difficulty, an approximate relationship is derived between the unidimensional model used in data analysis and a multidimensional model hypothesized to be generating the item responses. Scale shrinkage is successfully predicted for several sets of simulated data.

A comparison of latent trait and latent class analyses of Likert-type data

Abstract: This paper brings together and compares two developments in the analysis of Likert attitude scales. The first is the generalization of latent class models to ordered response categories. The second is the introduction of latent trait models with multiplicative parameter structures for the analysis of rating scales. Key similarities and differences between these two methods are described and illustrated by applying a latent trait model and a latent class model to the analysis of a set of “life satisfaction” data. The way in which the latent trait model defines a unit of measurement, takes into account the order of the response categories, and scales the latent classes, is discussed. While the latent class model provides better fit to these data, this is achieved at the cost of a logically inconsistent assignment of individuals to latent classes.

On component analyses

Abstract: Principal components analysis can be redefined in terms of the regression of observed variables upon component variables. Two criteria for the adequacy of a component representation in this context are developed and are shown to lead to different component solutions. Both criteria are generalized to allow weighting, the choice of weights determining the scale invariance properties of the resulting solution. A theorem is presented giving necessary and sufficient conditions for equivalent component solutions under different choices of weighting. Applications of the theorem are discussed that involve the components analysis of linearly derived variables and of external variables.

Least-squares theory based on general distributional assumptions with an application to the incomplete observations problem

Abstract: The linear regression modely=β′x+e is reanalyzed. Taking the modest position that β′x is an approximation of the “best” predictor ofy we derive the asymptotic distribution ofb andR 2, under mild assumptions. The method of derivation yields an easy answer to the estimation ofβ from a data set which contains incomplete observations, where the incompleteness is random.

A latent class model for rating data

Abstract: A latent class model for rating data is presented which is the analogue of Andrich's binomial Rasch model for Lazarsfeld's latent class analysis (LCA). The response probabilities for the rating categories follow a binomial distribution and depend on class-specific item parameters. The EM-algorithm for parameter estimation as well as goodness of fit tests for the model are described. An example using questionnaire items on interest in physics illustrates the use of the model as an alternative to the latent trait approach of analyzing test data.

A Constrained Spline Estimator of a Hazard Function.

Abstract: A constrained quadratic spline is proposed as an estimator of the hazard function of a random variable. A maximum penalized likelihood procedure is used to fit the estimator to a sample of psychological response times. The results of a small simulation study suggest that, with a sample size of 500, the procedure may provide a reasonably precise estimate of the shape of a hazard function.

Considerations in psychometric modeling of response time

Abstract: Semiparametric models express a set of distributions of event times in terms of (a) a single parameter which varies across distributions and (b) a single function which does not vary across distributions and which has an unspecified form. These models appear to be attractive alternatives to parametric models of response times in psychometrics. However, our use of such models may require incorporating additional functions which do not vary across distributions and may require expressing the models in terms of the joint distribution of response class and response time.

External analysis with three-mode principal component models

Abstract: Through external analysis of two-mode data one attempts to map the elements of one mode (e.g., attributes) as vectors in a fixed space of the elements of the other mode (e.g., stimuli). This type of analysis is extended to three-mode data, for instance, when the ratings are made by more individuals. It is described how alternating least squares algorithms for three-mode principal component analysis (PCA) are adapted to enable external analysis, and it is demonstrated that these techniques are useful for exploring differences in the individuals' mappings of the attribute vectors in the fixed stimulus space. Conditions are described under which individual differences may be ignored. External three-mode PCA is illustrated with data from a person perception experiment, designed after two studies by Rosenberg and his associates whose results were used as external information.

On the greatest lower bound to reliability

Abstract: Certain ambiguities in a recent paper on the computation and statistics of the greatest lower bound are clarified.

Statistical consistency and hypothesis testing for nonmetric multidimensional scaling

Abstract: The properties of nonmetric multidimensional scaling (NMDS) are explored by specifying statistical models, proving statistical consistency, and developing hypothesis testing procedures. Statistical models with errors in the dependent and independent variables are described for quantitative and qualitative data. For these models, statistical consistency often depends crucially upon how error enters the model and how data are collected and summarized (e.g., by means, medians, or rank statistics). A maximum likelihood estimator for NMDS is developed, and its relationship to the standard Shepard-Kruskal estimation method is described. This maximum likelihood framework is used to develop a method for testing the overall fit of the model.

Axiomatic foundations of a three-set guttman simplex model with applicability to longitudinal data

Abstract: In this paper the usual two-set Guttman simplex model is extended to three sets. The axiomatic foundations of this extention are presented. Two cases are discussed. In Case 1 there is a three-set joint order, while in Case 2 there is a two-set joint order consistent across all levels of the third set. Case 2 represents the first clear formulation of a longitudinal developmental scale. The model is discussed in terms of its most straightforward application, longitudinal developmental data, and in terms of other possible applications.

Iterative least squares estimates of communality: Initial estimate need not affect stabilized value

Abstract: A common criticism of iterative least squares estimates of communality is that method of initial estimation may influence stabilized values. As little systematic research on this topic has been performed, the criticism appears to be based on cumulated experience with empirical data sets. In the present paper, two studies are reported in which four types of initial estimate (unities, squared multiple correlations, highestr, and zeroes) and four levels of convergence criterion were employed using four widely available computer packages (BMDP, SAS, SPSS, and SOUPAC). The results suggest that initial estimates have no effect on stabilized communality estimates when a stringent criterion for convergence is used, whereas initial estimates appear to affect stabilized values employing rather gross convergence criteria. There were no differences among the four computer packages for matrices without Heywood cases.

Estimating the Imputed Social Cost of Errors of Measurement.

Abstract: If a loss function is available specifying the social cost of an error of measurement in the score on a unidimensional test, an asymptotic method, based on item response theory, is developed for optimal test design for a specified target population of examinees. Since in the real world such loss functions are not available, it is more useful to reverse this process; thus a method is developed for finding the loss function for which a given test is an optimally designed test for the target population. An illustrative application is presented for one operational test.

A Note on the Asymptotic Variance-Covariance Matrix of Item Parameter Estimates in the RASCH model.

Abstract: Lord and Wingersky have developed a method for computing the asymptotic variance-covariance matrix of maximum likelihood estimates for item and person parameters under some restrictions on the estimates which are needed in order to fix the latent scale. The method is tedious, but can be simplified for the Rasch model when one is only interested in the item parameters. This is demonstrated here under a suitable restriction on the item parameter estimates.