Pub Date : 2023-12-01Epub Date: 2023-01-04DOI: 10.1007/s11336-022-09896-0
Feng Ji, Sophia Rabe-Hesketh, Anders Skrondal
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.
在估计多变量模型(如结构方程模型)时,通常使用可忽略似然(IL)方法来处理缺失数据。在这种情况下,可能性基于所有可用数据,并且没有为缺失的数据机制指定模型。推理通过极大似然或贝叶斯方法进行,包括无辅助变量的多重插值。这种IL方法在随机缺失(MAR)假设下是有效的。拉贝-赫斯基和斯克朗达尔(忽略不可忽视的缺失。在心理测量学会国际会议上的主席致辞,北京,中国,2015;Psychometrika, 2023)考虑违反MAR的情况,即当a未被观察到时,变量a也可能影响另一个变量B的缺失。他们表明,这种情况可以通过在继续使用IL方法之前丢弃更多数据来处理。这种数据删除方法类似于Mohan等人基于有序分解定理的顺序估计(参见:Advances in neural information processing systems, 2013),但更适合参数模型。采用哪种类型的数据删除或有序分解取决于违反MAR的性质。因此,在本文中,我们提出了两个诊断检验,一个异方差回归模型的似然比检验和一个核条件独立性检验。我们还开发了一个基于测试的估计器,它首先使用诊断测试来确定存在哪些MAR违规,然后使用相应的数据删除估计器。仿真表明,当缺失数据问题严重时,基于测试的估计器优于IL,而在其他情况下,其性能相似。
{"title":"Diagnosing and Handling Common Violations of Missing at Random.","authors":"Feng Ji, Sophia Rabe-Hesketh, Anders Skrondal","doi":"10.1007/s11336-022-09896-0","DOIUrl":"10.1007/s11336-022-09896-0","url":null,"abstract":"<p><p>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.</p>","PeriodicalId":54534,"journal":{"name":"Psychometrika","volume":" ","pages":"1123-1143"},"PeriodicalIF":2.9,"publicationDate":"2023-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10656344/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10847354","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 : 2023-12-01Epub Date: 2022-12-13DOI: 10.1007/s11336-022-09885-3
William Stout, Robert Henson, Lou DiBello
Three IRT diagnostic-classification-modeling (DCM)-based multiple choice (MC) item design principles are stated that improve classroom quiz student diagnostic classification. Using proven-optimal maximum likelihood-based student classification, example items demonstrate that adherence to these item design principles increases attribute (skills and especially misconceptions) correct classification rates (CCRs). Simple formulas compute these needed item CCRs. By use of these psychometrically driven item design principles, hopefully enough attributes can be accurately diagnosed by necessarily short MC-item-based quizzes to be widely instructionally useful. These results should then stimulate increased use of well-designed MC item quizzes that target accurately diagnosing skills/misconceptions, thereby enhancing classroom learning.
{"title":"Three Psychometric-Model-Based Option-Scored Multiple Choice Item Design Principles that Enhance Instruction by Improving Quiz Diagnostic Classification of Knowledge Attributes.","authors":"William Stout, Robert Henson, Lou DiBello","doi":"10.1007/s11336-022-09885-3","DOIUrl":"10.1007/s11336-022-09885-3","url":null,"abstract":"<p><p>Three IRT diagnostic-classification-modeling (DCM)-based multiple choice (MC) item design principles are stated that improve classroom quiz student diagnostic classification. Using proven-optimal maximum likelihood-based student classification, example items demonstrate that adherence to these item design principles increases attribute (skills and especially misconceptions) correct classification rates (CCRs). Simple formulas compute these needed item CCRs. By use of these psychometrically driven item design principles, hopefully enough attributes can be accurately diagnosed by necessarily short MC-item-based quizzes to be widely instructionally useful. These results should then stimulate increased use of well-designed MC item quizzes that target accurately diagnosing skills/misconceptions, thereby enhancing classroom learning.</p>","PeriodicalId":54534,"journal":{"name":"Psychometrika","volume":" ","pages":"1299-1333"},"PeriodicalIF":2.9,"publicationDate":"2023-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10338507","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 : 2023-12-01Epub Date: 2023-09-26DOI: 10.1007/s11336-023-09932-7
L Andries van der Ark, Wicher P Bergsma, Letty Koopman
Categorical marginal models (CMMs) are flexible tools for modelling dependent or clustered categorical data, when the dependencies themselves are not of interest. A major limitation of maximum likelihood (ML) estimation of CMMs is that the size of the contingency table increases exponentially with the number of variables, so even for a moderate number of variables, say between 10 and 20, ML estimation can become computationally infeasible. An alternative method, which retains the optimal asymptotic efficiency of ML, is maximum empirical likelihood (MEL) estimation. However, we show that MEL tends to break down for large, sparse contingency tables. As a solution, we propose a new method, which we call maximum augmented empirical likelihood (MAEL) estimation and which involves augmentation of the empirical likelihood support with a number of well-chosen cells. Simulation results show good finite sample performance for very large contingency tables.
{"title":"Maximum Augmented Empirical Likelihood Estimation of Categorical Marginal Models for Large Sparse Contingency Tables.","authors":"L Andries van der Ark, Wicher P Bergsma, Letty Koopman","doi":"10.1007/s11336-023-09932-7","DOIUrl":"10.1007/s11336-023-09932-7","url":null,"abstract":"<p><p>Categorical marginal models (CMMs) are flexible tools for modelling dependent or clustered categorical data, when the dependencies themselves are not of interest. A major limitation of maximum likelihood (ML) estimation of CMMs is that the size of the contingency table increases exponentially with the number of variables, so even for a moderate number of variables, say between 10 and 20, ML estimation can become computationally infeasible. An alternative method, which retains the optimal asymptotic efficiency of ML, is maximum empirical likelihood (MEL) estimation. However, we show that MEL tends to break down for large, sparse contingency tables. As a solution, we propose a new method, which we call maximum augmented empirical likelihood (MAEL) estimation and which involves augmentation of the empirical likelihood support with a number of well-chosen cells. Simulation results show good finite sample performance for very large contingency tables.</p>","PeriodicalId":54534,"journal":{"name":"Psychometrika","volume":" ","pages":"1228-1248"},"PeriodicalIF":2.9,"publicationDate":"2023-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10656332/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41159685","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 : 2023-12-01Epub Date: 2023-08-06DOI: 10.1007/s11336-023-09929-2
Roberto Di Mari, Zsuzsa Bakk, Jennifer Oser, Jouni Kuha
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.
{"title":"A two-step estimator for multilevel latent class analysis with covariates.","authors":"Roberto Di Mari, Zsuzsa Bakk, Jennifer Oser, Jouni Kuha","doi":"10.1007/s11336-023-09929-2","DOIUrl":"10.1007/s11336-023-09929-2","url":null,"abstract":"<p><p>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.</p>","PeriodicalId":54534,"journal":{"name":"Psychometrika","volume":" ","pages":"1144-1170"},"PeriodicalIF":2.9,"publicationDate":"2023-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10656341/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9943422","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 : 2023-12-01Epub Date: 2023-09-23DOI: 10.1007/s11336-023-09934-5
Jina Park, Ick Hoon Jin, Minjeong Jeon
How social networks influence human behavior has been an interesting topic in applied research. Existing methods often utilized scale-level behavioral data (e.g., total number of positive responses) to estimate the influence of a social network on human behavior. This study proposes a novel approach to studying social influence that utilizes item-level behavioral measures. Under the latent space modeling framework, we integrate the two latent spaces for respondents' social network data and item-level behavior measures into a single space we call 'interaction map'. The interaction map visualizes the association between the latent homophily among respondents and their item-level behaviors, revealing differential social influence effects across item-level behaviors. We also measure overall social influence by assessing the impact of the interaction map. We evaluate the properties of the proposed approach via extensive simulation studies and demonstrate the proposed approach with a real data in the context of studying how students' friendship network influences their participation in school activities.
{"title":"How Social Networks Influence Human Behavior: An Integrated Latent Space Approach for Differential Social Influence.","authors":"Jina Park, Ick Hoon Jin, Minjeong Jeon","doi":"10.1007/s11336-023-09934-5","DOIUrl":"10.1007/s11336-023-09934-5","url":null,"abstract":"<p><p>How social networks influence human behavior has been an interesting topic in applied research. Existing methods often utilized scale-level behavioral data (e.g., total number of positive responses) to estimate the influence of a social network on human behavior. This study proposes a novel approach to studying social influence that utilizes item-level behavioral measures. Under the latent space modeling framework, we integrate the two latent spaces for respondents' social network data and item-level behavior measures into a single space we call 'interaction map'. The interaction map visualizes the association between the latent homophily among respondents and their item-level behaviors, revealing differential social influence effects across item-level behaviors. We also measure overall social influence by assessing the impact of the interaction map. We evaluate the properties of the proposed approach via extensive simulation studies and demonstrate the proposed approach with a real data in the context of studying how students' friendship network influences their participation in school activities.</p>","PeriodicalId":54534,"journal":{"name":"Psychometrika","volume":" ","pages":"1529-1555"},"PeriodicalIF":2.9,"publicationDate":"2023-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41152396","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 : 2023-12-01Epub Date: 2023-09-19DOI: 10.1007/s11336-023-09933-6
R Maximilian Bee, Tobias Koch, Michael Eid
In this article, we present a general theorem and proof for the global identification of composed CFA models. They consist of identified submodels that are related only through covariances between their respective latent factors. Composed CFA models are frequently used in the analysis of multimethod data, longitudinal data, or multidimensional psychometric data. Firstly, our theorem enables researchers to reduce the problem of identifying the composed model to the problem of identifying the submodels and verifying the conditions given by our theorem. Secondly, we show that composed CFA models are globally identified if the primary models are reduced models such as the CT-C[Formula: see text] model or similar types of models. In contrast, composed CFA models that include non-reduced primary models can be globally underidentified for certain types of cross-model covariance assumptions. We discuss necessary and sufficient conditions for the global identification of arbitrary composed CFA models and provide a Python code to check the identification status for an illustrative example. The code we provide can be easily adapted to more complex models.
{"title":"A General Theorem and Proof for the Identification of Composed CFA Models.","authors":"R Maximilian Bee, Tobias Koch, Michael Eid","doi":"10.1007/s11336-023-09933-6","DOIUrl":"10.1007/s11336-023-09933-6","url":null,"abstract":"<p><p>In this article, we present a general theorem and proof for the global identification of composed CFA models. They consist of identified submodels that are related only through covariances between their respective latent factors. Composed CFA models are frequently used in the analysis of multimethod data, longitudinal data, or multidimensional psychometric data. Firstly, our theorem enables researchers to reduce the problem of identifying the composed model to the problem of identifying the submodels and verifying the conditions given by our theorem. Secondly, we show that composed CFA models are globally identified if the primary models are reduced models such as the CT-C[Formula: see text] model or similar types of models. In contrast, composed CFA models that include non-reduced primary models can be globally underidentified for certain types of cross-model covariance assumptions. We discuss necessary and sufficient conditions for the global identification of arbitrary composed CFA models and provide a Python code to check the identification status for an illustrative example. The code we provide can be easily adapted to more complex models.</p>","PeriodicalId":54534,"journal":{"name":"Psychometrika","volume":" ","pages":"1334-1353"},"PeriodicalIF":2.9,"publicationDate":"2023-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10656336/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41151291","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 : 2023-12-01Epub Date: 2023-08-28DOI: 10.1007/s11336-023-09931-8
Susanne Frick
Multidimensional forced-choice (MFC) tests are increasing in popularity but their construction is complex. The Thurstonian item response model (Thurstonian IRT model) is most often used to score MFC tests that contain dominance items. Currently, in a frequentist framework, information about the latent traits in the Thurstonian IRT model is computed for binary outcomes of pairwise comparisons, but this approach neglects stochastic dependencies. In this manuscript, it is shown how to estimate Fisher information on the block level. A simulation study showed that the observed and expected standard errors based on the block information were similarly accurate. When local dependencies for block sizes [Formula: see text] were neglected, the standard errors were underestimated, except with the maximum a posteriori estimator. It is shown how the multidimensional block information can be summarized for test construction. A simulation study and an empirical application showed small differences between the block information summaries depending on the outcome considered. Thus, block information can aid the construction of reliable MFC tests.
{"title":"Estimating and Using Block Information in the Thurstonian IRT Model.","authors":"Susanne Frick","doi":"10.1007/s11336-023-09931-8","DOIUrl":"10.1007/s11336-023-09931-8","url":null,"abstract":"<p><p>Multidimensional forced-choice (MFC) tests are increasing in popularity but their construction is complex. The Thurstonian item response model (Thurstonian IRT model) is most often used to score MFC tests that contain dominance items. Currently, in a frequentist framework, information about the latent traits in the Thurstonian IRT model is computed for binary outcomes of pairwise comparisons, but this approach neglects stochastic dependencies. In this manuscript, it is shown how to estimate Fisher information on the block level. A simulation study showed that the observed and expected standard errors based on the block information were similarly accurate. When local dependencies for block sizes [Formula: see text] were neglected, the standard errors were underestimated, except with the maximum a posteriori estimator. It is shown how the multidimensional block information can be summarized for test construction. A simulation study and an empirical application showed small differences between the block information summaries depending on the outcome considered. Thus, block information can aid the construction of reliable MFC tests.</p>","PeriodicalId":54534,"journal":{"name":"Psychometrika","volume":" ","pages":"1556-1589"},"PeriodicalIF":2.9,"publicationDate":"2023-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10656335/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10111695","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 : 2023-12-01Epub Date: 2023-02-06DOI: 10.1007/s11336-023-09901-0
Viola Merhof, Thorsten Meiser
It is essential to control self-reported trait measurements for response style effects to ensure a valid interpretation of estimates. Traditional psychometric models facilitating such control consider item responses as the result of two kinds of response processes-based on the substantive trait, or based on response styles-and they assume that both of these processes have a constant influence across the items of a questionnaire. However, this homogeneity over items is not always given, for instance, if the respondents' motivation declines throughout the questionnaire so that heuristic responding driven by response styles may gradually take over from cognitively effortful trait-based responding. The present study proposes two dynamic IRTree models, which account for systematic continuous changes and additional random fluctuations of response strategies, by defining item position-dependent trait and response style effects. Simulation analyses demonstrate that the proposed models accurately capture dynamic trajectories of response processes, as well as reliably detect the absence of dynamics, that is, identify constant response strategies. The continuous version of the dynamic model formalizes the underlying response strategies in a parsimonious way and is highly suitable as a cognitive model for investigating response strategy changes over items. The extended model with random fluctuations of strategies can adapt more closely to the item-specific effects of different response processes and thus is a well-fitting model with high flexibility. By using an empirical data set, the benefits of the proposed dynamic approaches over traditional IRTree models are illustrated under realistic conditions.
{"title":"Dynamic Response Strategies: Accounting for Response Process Heterogeneity in IRTree Decision Nodes.","authors":"Viola Merhof, Thorsten Meiser","doi":"10.1007/s11336-023-09901-0","DOIUrl":"10.1007/s11336-023-09901-0","url":null,"abstract":"<p><p>It is essential to control self-reported trait measurements for response style effects to ensure a valid interpretation of estimates. Traditional psychometric models facilitating such control consider item responses as the result of two kinds of response processes-based on the substantive trait, or based on response styles-and they assume that both of these processes have a constant influence across the items of a questionnaire. However, this homogeneity over items is not always given, for instance, if the respondents' motivation declines throughout the questionnaire so that heuristic responding driven by response styles may gradually take over from cognitively effortful trait-based responding. The present study proposes two dynamic IRTree models, which account for systematic continuous changes and additional random fluctuations of response strategies, by defining item position-dependent trait and response style effects. Simulation analyses demonstrate that the proposed models accurately capture dynamic trajectories of response processes, as well as reliably detect the absence of dynamics, that is, identify constant response strategies. The continuous version of the dynamic model formalizes the underlying response strategies in a parsimonious way and is highly suitable as a cognitive model for investigating response strategy changes over items. The extended model with random fluctuations of strategies can adapt more closely to the item-specific effects of different response processes and thus is a well-fitting model with high flexibility. By using an empirical data set, the benefits of the proposed dynamic approaches over traditional IRTree models are illustrated under realistic conditions.</p>","PeriodicalId":54534,"journal":{"name":"Psychometrika","volume":" ","pages":"1354-1380"},"PeriodicalIF":2.9,"publicationDate":"2023-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10656330/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10668130","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 : 2023-12-01Epub Date: 2023-08-24DOI: 10.1007/s11336-023-09926-5
Selena Wang, Subhadeep Paul, Paul De Boeck
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 .
{"title":"Joint Latent Space Model for Social Networks with Multivariate Attributes.","authors":"Selena Wang, Subhadeep Paul, Paul De Boeck","doi":"10.1007/s11336-023-09926-5","DOIUrl":"10.1007/s11336-023-09926-5","url":null,"abstract":"<p><p>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 .</p>","PeriodicalId":54534,"journal":{"name":"Psychometrika","volume":" ","pages":"1197-1227"},"PeriodicalIF":2.9,"publicationDate":"2023-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10057653","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 : 2023-12-01Epub Date: 2022-06-01DOI: 10.1007/s11336-022-09870-w
Xiangbin Meng, Gongjun Xu
In recent years, the four-parameter model (4PM) has received increasing attention in item response theory. The purpose of this article is to provide more efficient and more reliable computational tools for fitting the 4PM. In particular, this article focuses on the four-parameter normal ogive model (4PNO) model and develops efficient stochastic approximation expectation maximization (SAEM) algorithms to compute the marginalized maximum a posteriori estimator. First, a data augmentation scheme is used for the 4PNO model, which makes the complete data model be an exponential family, and then, a basic SAEM algorithm is developed for the 4PNO model. Second, to overcome the drawback of the SAEM algorithm, we develop an improved SAEM algorithm for the 4PNO model, which is called the mixed SAEM (MSAEM). Results from simulation studies demonstrate that: (1) the MSAEM provides more accurate or comparable estimates as compared with the other estimation methods, while computationally more efficient; (2) the MSAEM is more robust to the choices of initial values and the priors for item parameters, which is a valuable property for practice use. Finally, a real data set is analyzed to show the good performance of the proposed methods.
{"title":"A Mixed Stochastic Approximation EM (MSAEM) Algorithm for the Estimation of the Four-Parameter Normal Ogive Model.","authors":"Xiangbin Meng, Gongjun Xu","doi":"10.1007/s11336-022-09870-w","DOIUrl":"10.1007/s11336-022-09870-w","url":null,"abstract":"<p><p>In recent years, the four-parameter model (4PM) has received increasing attention in item response theory. The purpose of this article is to provide more efficient and more reliable computational tools for fitting the 4PM. In particular, this article focuses on the four-parameter normal ogive model (4PNO) model and develops efficient stochastic approximation expectation maximization (SAEM) algorithms to compute the marginalized maximum a posteriori estimator. First, a data augmentation scheme is used for the 4PNO model, which makes the complete data model be an exponential family, and then, a basic SAEM algorithm is developed for the 4PNO model. Second, to overcome the drawback of the SAEM algorithm, we develop an improved SAEM algorithm for the 4PNO model, which is called the mixed SAEM (MSAEM). Results from simulation studies demonstrate that: (1) the MSAEM provides more accurate or comparable estimates as compared with the other estimation methods, while computationally more efficient; (2) the MSAEM is more robust to the choices of initial values and the priors for item parameters, which is a valuable property for practice use. Finally, a real data set is analyzed to show the good performance of the proposed methods.</p>","PeriodicalId":54534,"journal":{"name":"Psychometrika","volume":"1 1","pages":"1407-1442"},"PeriodicalIF":2.9,"publicationDate":"2023-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43969621","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}