Pub Date : 2024-09-01Epub Date: 2024-07-04DOI: 10.1007/s11336-024-09980-7
Paul De Boeck, Michael L DeKay, Jolynn Pek
Wu and Browne (Psychometrika 80(3):571-600, 2015. https://doi.org/10.1007/s11336-015-9451-3 ; henceforth W &B) introduced the notion of adventitious error to explicitly take into account approximate goodness of fit of covariance structure models (CSMs). Adventitious error supposes that observed covariance matrices are not directly sampled from a theoretical population covariance matrix but from an operational population covariance matrix. This operational matrix is randomly distorted from the theoretical matrix due to differences in study implementations. W &B showed how adventitious error is linked to the root mean square error of approximation (RMSEA) and how the standard errors (SEs) of parameter estimates are augmented. Our contribution is to consider adventitious error as a general phenomenon and to illustrate its consequences. Using simulations, we illustrate that its impact on SEs can be generalized to pairwise relations between variables beyond the CSM context. Using derivations, we conjecture that heterogeneity of effect sizes across studies and overestimation of statistical power can both be interpreted as stemming from adventitious error. We also show that adventitious error, if it occurs, has an impact on the uncertainty of composite measurement outcomes such as factor scores and summed scores. The results of a simulation study show that the impact on measurement uncertainty is rather small although larger for factor scores than for summed scores. Adventitious error is an assumption about the data generating mechanism; the notion offers a statistical framework for understanding a broad range of phenomena, including approximate fit, varying research findings, heterogeneity of effects, and overestimates of power.
Wu 和 Browne(Psychometrika 80(3):571-600, 2015. https://doi.org/10.1007/s11336-015-9451-3; 以下简称 W &B)引入了偶然误差的概念,以明确考虑协方差结构模型(CSM)的近似拟合优度。偶然误差假设观测到的协方差矩阵不是直接从理论种群协方差矩阵中采样,而是从操作种群协方差矩阵中采样。由于研究实施的不同,该操作矩阵与理论矩阵之间存在随机扭曲。W & B 展示了偶然误差与均方根近似误差 (RMSEA) 的关系,以及参数估计的标准误差 (SE) 是如何增加的。我们的贡献在于将偶然误差视为一种普遍现象,并说明其后果。通过模拟,我们说明了偶然误差对标准误差的影响可以扩展到 CSM 范围之外的变量之间的成对关系。通过推导,我们推测不同研究之间效应大小的异质性和统计能力的高估都可以解释为源于偶然误差。我们还表明,偶然误差(如果发生)会对因子得分和总分等综合测量结果的不确定性产生影响。模拟研究的结果表明,对测量不确定性的影响相当小,但对因子得分的影响大于对总分的影响。偶然误差是对数据生成机制的一种假设;这一概念为理解各种现象提供了一个统计框架,这些现象包括近似拟合、不同的研究结果、效应的异质性以及对力量的高估。
{"title":"Adventitious Error and Its Implications for Testing Relations Between Variables and for Composite Measurement Outcomes.","authors":"Paul De Boeck, Michael L DeKay, Jolynn Pek","doi":"10.1007/s11336-024-09980-7","DOIUrl":"10.1007/s11336-024-09980-7","url":null,"abstract":"<p><p>Wu and Browne (Psychometrika 80(3):571-600, 2015. https://doi.org/10.1007/s11336-015-9451-3 ; henceforth W &B) introduced the notion of adventitious error to explicitly take into account approximate goodness of fit of covariance structure models (CSMs). Adventitious error supposes that observed covariance matrices are not directly sampled from a theoretical population covariance matrix but from an operational population covariance matrix. This operational matrix is randomly distorted from the theoretical matrix due to differences in study implementations. W &B showed how adventitious error is linked to the root mean square error of approximation (RMSEA) and how the standard errors (SEs) of parameter estimates are augmented. Our contribution is to consider adventitious error as a general phenomenon and to illustrate its consequences. Using simulations, we illustrate that its impact on SEs can be generalized to pairwise relations between variables beyond the CSM context. Using derivations, we conjecture that heterogeneity of effect sizes across studies and overestimation of statistical power can both be interpreted as stemming from adventitious error. We also show that adventitious error, if it occurs, has an impact on the uncertainty of composite measurement outcomes such as factor scores and summed scores. The results of a simulation study show that the impact on measurement uncertainty is rather small although larger for factor scores than for summed scores. Adventitious error is an assumption about the data generating mechanism; the notion offers a statistical framework for understanding a broad range of phenomena, including approximate fit, varying research findings, heterogeneity of effects, and overestimates of power.</p>","PeriodicalId":54534,"journal":{"name":"Psychometrika","volume":" ","pages":"1055-1073"},"PeriodicalIF":2.9,"publicationDate":"2024-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC11458726/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141499657","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"心理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-01DOI: 10.1007/s11336-024-09974-5
Chen-Wei Liu, Björn Andersson, Anders Skrondal
{"title":"Erratum: A Constrained Metropolis-Hastings Robbins-Monro Algorithm for Q Matrix Estimation in DINA Models.","authors":"Chen-Wei Liu, Björn Andersson, Anders Skrondal","doi":"10.1007/s11336-024-09974-5","DOIUrl":"10.1007/s11336-024-09974-5","url":null,"abstract":"","PeriodicalId":54534,"journal":{"name":"Psychometrika","volume":" ","pages":"1107"},"PeriodicalIF":2.9,"publicationDate":"2024-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140946581","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"心理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-01Epub Date: 2024-06-22DOI: 10.1007/s11336-024-09979-0
Garritt L Page, Ernesto San Martín, David Torres Irribarra, Sébastien Van Bellegem
We aim to estimate school value-added dynamically in time. Our principal motivation for doing so is to establish school effectiveness persistence while taking into account the temporal dependence that typically exists in school performance from one year to the next. We propose two methods of incorporating temporal dependence in value-added models. In the first we model the random school effects that are commonly present in value-added models with an auto-regressive process. In the second approach, we incorporate dependence in value-added estimators by modeling the performance of one cohort based on the previous cohort's performance. An identification analysis allows us to make explicit the meaning of the corresponding value-added indicators: based on these meanings, we show that each model is useful for monitoring specific aspects of school persistence. Furthermore, we carefully detail how value-added can be estimated over time. We show through simulations that ignoring temporal dependence when it exists results in diminished efficiency in value-added estimation while incorporating it results in improved estimation (even when temporal dependence is weak). Finally, we illustrate the methodology by considering two cohorts from Chile's national standardized test in mathematics.
{"title":"Temporally Dynamic, Cohort-Varying Value-Added Models.","authors":"Garritt L Page, Ernesto San Martín, David Torres Irribarra, Sébastien Van Bellegem","doi":"10.1007/s11336-024-09979-0","DOIUrl":"10.1007/s11336-024-09979-0","url":null,"abstract":"<p><p>We aim to estimate school value-added dynamically in time. Our principal motivation for doing so is to establish school effectiveness persistence while taking into account the temporal dependence that typically exists in school performance from one year to the next. We propose two methods of incorporating temporal dependence in value-added models. In the first we model the random school effects that are commonly present in value-added models with an auto-regressive process. In the second approach, we incorporate dependence in value-added estimators by modeling the performance of one cohort based on the previous cohort's performance. An identification analysis allows us to make explicit the meaning of the corresponding value-added indicators: based on these meanings, we show that each model is useful for monitoring specific aspects of school persistence. Furthermore, we carefully detail how value-added can be estimated over time. We show through simulations that ignoring temporal dependence when it exists results in diminished efficiency in value-added estimation while incorporating it results in improved estimation (even when temporal dependence is weak). Finally, we illustrate the methodology by considering two cohorts from Chile's national standardized test in mathematics.</p>","PeriodicalId":54534,"journal":{"name":"Psychometrika","volume":" ","pages":"1074-1103"},"PeriodicalIF":2.9,"publicationDate":"2024-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141441115","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"心理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-01Epub Date: 2024-03-01DOI: 10.1007/s11336-024-09955-8
Chengyu Cui, Chun Wang, Gongjun Xu
Multidimensional item response theory (MIRT) models have generated increasing interest in the psychometrics literature. Efficient approaches for estimating MIRT models with dichotomous responses have been developed, but constructing an equally efficient and robust algorithm for polytomous models has received limited attention. To address this gap, this paper presents a novel Gaussian variational estimation algorithm for the multidimensional generalized partial credit model. The proposed algorithm demonstrates both fast and accurate performance, as illustrated through a series of simulation studies and two real data analyses.
{"title":"Variational Estimation for Multidimensional Generalized Partial Credit Model.","authors":"Chengyu Cui, Chun Wang, Gongjun Xu","doi":"10.1007/s11336-024-09955-8","DOIUrl":"10.1007/s11336-024-09955-8","url":null,"abstract":"<p><p>Multidimensional item response theory (MIRT) models have generated increasing interest in the psychometrics literature. Efficient approaches for estimating MIRT models with dichotomous responses have been developed, but constructing an equally efficient and robust algorithm for polytomous models has received limited attention. To address this gap, this paper presents a novel Gaussian variational estimation algorithm for the multidimensional generalized partial credit model. The proposed algorithm demonstrates both fast and accurate performance, as illustrated through a series of simulation studies and two real data analyses.</p>","PeriodicalId":54534,"journal":{"name":"Psychometrika","volume":" ","pages":"929-957"},"PeriodicalIF":2.9,"publicationDate":"2024-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140013759","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"心理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-08-14DOI: 10.1007/s11336-024-09987-0
Michael C Edwards
{"title":"Book Review: Subscores : A Practical Guide to Their Production and Consumption by Shelby Haberman, Sandip Sinharay, Richard A. Feinberg, & Howard Wainer.","authors":"Michael C Edwards","doi":"10.1007/s11336-024-09987-0","DOIUrl":"https://doi.org/10.1007/s11336-024-09987-0","url":null,"abstract":"","PeriodicalId":54534,"journal":{"name":"Psychometrika","volume":" ","pages":""},"PeriodicalIF":2.9,"publicationDate":"2024-08-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141977236","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"心理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-07-17DOI: 10.1007/s11336-024-09986-1
Sun-Joo Cho, Sarah Brown-Schmidt, Sharice Clough, Melissa C Duff
This paper presents a model specification for group comparisons regarding a functional trend over time within a trial and learning across a series of trials in intensive binary longitudinal eye-tracking data. The functional trend and learning effects are modeled using by-variable smooth functions. This model specification is formulated as a generalized additive mixed model, which allowed for the use of the freely available mgcv package (Wood in Package 'mgcv.' https://cran.r-project.org/web/packages/mgcv/mgcv.pdf , 2023) in R. The model specification was applied to intensive binary longitudinal eye-tracking data, where the questions of interest concern differences between individuals with and without brain injury in their real-time language comprehension and how this affects their learning over time. The results of the simulation study show that the model parameters are recovered well and the by-variable smooth functions are adequately predicted in the same condition as those found in the application.
本文介绍了一种模型规范,用于在密集二元纵向眼动跟踪数据中,对一次试验中随时间变化的功能趋势和一系列试验中的学习效果进行分组比较。功能趋势和学习效果是通过变量平滑函数来建模的。该模型规格被表述为广义加性混合模型,因此可以使用 R 中免费提供的 mgcv 软件包(Wood in Package 'mgcv.' https://cran.r-project.org/web/packages/mgcv/mgcv.pdf , 2023)。该模型规格被应用于密集二元纵向眼动跟踪数据,其中感兴趣的问题涉及脑损伤患者和非脑损伤患者在实时语言理解方面的差异,以及这种差异如何影响他们随着时间推移的学习。模拟研究的结果表明,模型参数恢复良好,在与应用中发现的相同条件下,副变量平滑函数得到了充分预测。
{"title":"Comparing Functional Trend and Learning among Groups in Intensive Binary Longitudinal Eye-Tracking Data using By-Variable Smooth Functions of GAMM.","authors":"Sun-Joo Cho, Sarah Brown-Schmidt, Sharice Clough, Melissa C Duff","doi":"10.1007/s11336-024-09986-1","DOIUrl":"https://doi.org/10.1007/s11336-024-09986-1","url":null,"abstract":"<p><p>This paper presents a model specification for group comparisons regarding a functional trend over time within a trial and learning across a series of trials in intensive binary longitudinal eye-tracking data. The functional trend and learning effects are modeled using by-variable smooth functions. This model specification is formulated as a generalized additive mixed model, which allowed for the use of the freely available mgcv package (Wood in Package 'mgcv.' https://cran.r-project.org/web/packages/mgcv/mgcv.pdf , 2023) in R. The model specification was applied to intensive binary longitudinal eye-tracking data, where the questions of interest concern differences between individuals with and without brain injury in their real-time language comprehension and how this affects their learning over time. The results of the simulation study show that the model parameters are recovered well and the by-variable smooth functions are adequately predicted in the same condition as those found in the application.</p>","PeriodicalId":54534,"journal":{"name":"Psychometrika","volume":" ","pages":""},"PeriodicalIF":2.9,"publicationDate":"2024-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141629273","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"心理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-06-01Epub Date: 2024-03-22DOI: 10.1007/s11336-024-09961-w
Mengqi Lin, Gongjun Xu
Cognitive diagnosis models (CDMs) provide a powerful statistical and psychometric tool for researchers and practitioners to learn fine-grained diagnostic information about respondents' latent attributes. There has been a growing interest in the use of CDMs for polytomous response data, as more and more items with multiple response options become widely used. Similar to many latent variable models, the identifiability of CDMs is critical for accurate parameter estimation and valid statistical inference. However, the existing identifiability results are primarily focused on binary response models and have not adequately addressed the identifiability of CDMs with polytomous responses. This paper addresses this gap by presenting sufficient and necessary conditions for the identifiability of the widely used DINA model with polytomous responses, with the aim to provide a comprehensive understanding of the identifiability of CDMs with polytomous responses and to inform future research in this field.
认知诊断模型(CDMs)为研究人员和从业人员提供了一种强大的统计和心理测量工具,用于了解受访者潜在属性的精细诊断信息。随着越来越多的具有多重响应选项的项目被广泛使用,人们对使用 CDMs 处理多态响应数据的兴趣日益浓厚。与许多潜变量模型类似,CDM 的可识别性对于准确的参数估计和有效的统计推断至关重要。然而,现有的可识别性结果主要集中在二元响应模型上,并没有充分解决多态响应 CDM 的可识别性问题。本文针对这一空白,提出了被广泛使用的具有多态响应的 DINA 模型的可识别性的充分和必要条件,旨在提供对具有多态响应的 CDM 的可识别性的全面理解,并为该领域的未来研究提供参考。
{"title":"Sufficient and Necessary Conditions for the Identifiability of DINA Models with Polytomous Responses.","authors":"Mengqi Lin, Gongjun Xu","doi":"10.1007/s11336-024-09961-w","DOIUrl":"10.1007/s11336-024-09961-w","url":null,"abstract":"<p><p>Cognitive diagnosis models (CDMs) provide a powerful statistical and psychometric tool for researchers and practitioners to learn fine-grained diagnostic information about respondents' latent attributes. There has been a growing interest in the use of CDMs for polytomous response data, as more and more items with multiple response options become widely used. Similar to many latent variable models, the identifiability of CDMs is critical for accurate parameter estimation and valid statistical inference. However, the existing identifiability results are primarily focused on binary response models and have not adequately addressed the identifiability of CDMs with polytomous responses. This paper addresses this gap by presenting sufficient and necessary conditions for the identifiability of the widely used DINA model with polytomous responses, with the aim to provide a comprehensive understanding of the identifiability of CDMs with polytomous responses and to inform future research in this field.</p>","PeriodicalId":54534,"journal":{"name":"Psychometrika","volume":" ","pages":"717-740"},"PeriodicalIF":2.9,"publicationDate":"2024-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140190424","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"心理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-06-01Epub Date: 2024-01-08DOI: 10.1007/s11336-023-09945-2
Jonas Moss
Most measures of agreement are chance-corrected. They differ in three dimensions: their definition of chance agreement, their choice of disagreement function, and how they handle multiple raters. Chance agreement is usually defined in a pairwise manner, following either Cohen's kappa or Fleiss's kappa. The disagreement function is usually a nominal, quadratic, or absolute value function. But how to handle multiple raters is contentious, with the main contenders being Fleiss's kappa, Conger's kappa, and Hubert's kappa, the variant of Fleiss's kappa where agreement is said to occur only if every rater agrees. More generally, multi-rater agreement coefficients can be defined in a g-wise way, where the disagreement weighting function uses g raters instead of two. This paper contains two main contributions. (a) We propose using Fréchet variances to handle the case of multiple raters. The Fréchet variances are intuitive disagreement measures and turn out to generalize the nominal, quadratic, and absolute value functions to the case of more than two raters. (b) We derive the limit theory of g-wise weighted agreement coefficients, with chance agreement of the Cohen-type or Fleiss-type, for the case where every item is rated by the same number of raters. Trying out three confidence interval constructions, we end up recommending calculating confidence intervals using the arcsine transform or the Fisher transform.
{"title":"Measures of Agreement with Multiple Raters: Fréchet Variances and Inference.","authors":"Jonas Moss","doi":"10.1007/s11336-023-09945-2","DOIUrl":"10.1007/s11336-023-09945-2","url":null,"abstract":"<p><p>Most measures of agreement are chance-corrected. They differ in three dimensions: their definition of chance agreement, their choice of disagreement function, and how they handle multiple raters. Chance agreement is usually defined in a pairwise manner, following either Cohen's kappa or Fleiss's kappa. The disagreement function is usually a nominal, quadratic, or absolute value function. But how to handle multiple raters is contentious, with the main contenders being Fleiss's kappa, Conger's kappa, and Hubert's kappa, the variant of Fleiss's kappa where agreement is said to occur only if every rater agrees. More generally, multi-rater agreement coefficients can be defined in a g-wise way, where the disagreement weighting function uses g raters instead of two. This paper contains two main contributions. (a) We propose using Fréchet variances to handle the case of multiple raters. The Fréchet variances are intuitive disagreement measures and turn out to generalize the nominal, quadratic, and absolute value functions to the case of more than two raters. (b) We derive the limit theory of g-wise weighted agreement coefficients, with chance agreement of the Cohen-type or Fleiss-type, for the case where every item is rated by the same number of raters. Trying out three confidence interval constructions, we end up recommending calculating confidence intervals using the arcsine transform or the Fisher transform.</p>","PeriodicalId":54534,"journal":{"name":"Psychometrika","volume":" ","pages":"517-541"},"PeriodicalIF":2.9,"publicationDate":"2024-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC11164747/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139378748","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"心理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-06-01Epub Date: 2024-03-26DOI: 10.1007/s11336-024-09949-6
Kenneth A Bollen, Kathleen M Gates, Lan Luo
Spearman (Am J Psychol 15(1):201-293, 1904. https://doi.org/10.2307/1412107 ) marks the birth of factor analysis. Many articles and books have extended his landmark paper in permitting multiple factors and determining the number of factors, developing ideas about simple structure and factor rotation, and distinguishing between confirmatory and exploratory factor analysis (CFA and EFA). We propose a new model implied instrumental variable (MIIV) approach to EFA that allows intercepts for the measurement equations, correlated common factors, correlated errors, standard errors of factor loadings and measurement intercepts, overidentification tests of equations, and a procedure for determining the number of factors. We also permit simpler structures by removing nonsignificant loadings. Simulations of factor analysis models with and without cross-loadings demonstrate the impressive performance of the MIIV-EFA procedure in recovering the correct number of factors and in recovering the primary and secondary loadings. For example, in nearly all replications MIIV-EFA finds the correct number of factors when N is 100 or more. Even the primary and secondary loadings of the most complex models were recovered when the sample sizes were at least 500. We discuss limitations and future research areas. Two appendices describe alternative MIIV-EFA algorithms and the sensitivity of the algorithm to cross-loadings.
{"title":"A Model Implied Instrumental Variable Approach to Exploratory Factor Analysis (MIIV-EFA).","authors":"Kenneth A Bollen, Kathleen M Gates, Lan Luo","doi":"10.1007/s11336-024-09949-6","DOIUrl":"10.1007/s11336-024-09949-6","url":null,"abstract":"<p><p>Spearman (Am J Psychol 15(1):201-293, 1904. https://doi.org/10.2307/1412107 ) marks the birth of factor analysis. Many articles and books have extended his landmark paper in permitting multiple factors and determining the number of factors, developing ideas about simple structure and factor rotation, and distinguishing between confirmatory and exploratory factor analysis (CFA and EFA). We propose a new model implied instrumental variable (MIIV) approach to EFA that allows intercepts for the measurement equations, correlated common factors, correlated errors, standard errors of factor loadings and measurement intercepts, overidentification tests of equations, and a procedure for determining the number of factors. We also permit simpler structures by removing nonsignificant loadings. Simulations of factor analysis models with and without cross-loadings demonstrate the impressive performance of the MIIV-EFA procedure in recovering the correct number of factors and in recovering the primary and secondary loadings. For example, in nearly all replications MIIV-EFA finds the correct number of factors when N is 100 or more. Even the primary and secondary loadings of the most complex models were recovered when the sample sizes were at least 500. We discuss limitations and future research areas. Two appendices describe alternative MIIV-EFA algorithms and the sensitivity of the algorithm to cross-loadings.</p>","PeriodicalId":54534,"journal":{"name":"Psychometrika","volume":" ","pages":"687-716"},"PeriodicalIF":2.9,"publicationDate":"2024-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140295346","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"心理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-06-01DOI: 10.1007/s11336-024-09981-6
Sandip Sinharay
{"title":"Remarks From the Editor-in-Chief.","authors":"Sandip Sinharay","doi":"10.1007/s11336-024-09981-6","DOIUrl":"10.1007/s11336-024-09981-6","url":null,"abstract":"","PeriodicalId":54534,"journal":{"name":"Psychometrika","volume":" ","pages":"385"},"PeriodicalIF":3.0,"publicationDate":"2024-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141181425","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"心理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}