Giuseppe Alfonzetti, Ruggero Bellio, Yunxiao Chen, Irini Moustaki
Pairwise likelihood is a limited-information method widely used to estimate latent variable models, including factor analysis of categorical data. It can often avoid evaluating high-dimensional integrals and, thus, is computationally more efficient than relying on the full likelihood. Despite its computational advantage, the pairwise likelihood approach can still be demanding for large-scale problems that involve many observed variables. We tackle this challenge by employing an approximation of the pairwise likelihood estimator, which is derived from an optimization procedure relying on stochastic gradients. The stochastic gradients are constructed by subsampling the pairwise log-likelihood contributions, for which the subsampling scheme controls the per-iteration computational complexity. The stochastic estimator is shown to be asymptotically equivalent to the pairwise likelihood one. However, finite-sample performance can be improved by compounding the sampling variability of the data with the uncertainty introduced by the subsampling scheme. We demonstrate the performance of the proposed method using simulation studies and two real data applications.
{"title":"Pairwise stochastic approximation for confirmatory factor analysis of categorical data","authors":"Giuseppe Alfonzetti, Ruggero Bellio, Yunxiao Chen, Irini Moustaki","doi":"10.1111/bmsp.12347","DOIUrl":"10.1111/bmsp.12347","url":null,"abstract":"<p>Pairwise likelihood is a limited-information method widely used to estimate latent variable models, including factor analysis of categorical data. It can often avoid evaluating high-dimensional integrals and, thus, is computationally more efficient than relying on the full likelihood. Despite its computational advantage, the pairwise likelihood approach can still be demanding for large-scale problems that involve many observed variables. We tackle this challenge by employing an approximation of the pairwise likelihood estimator, which is derived from an optimization procedure relying on stochastic gradients. The stochastic gradients are constructed by subsampling the pairwise log-likelihood contributions, for which the subsampling scheme controls the per-iteration computational complexity. The stochastic estimator is shown to be asymptotically equivalent to the pairwise likelihood one. However, finite-sample performance can be improved by compounding the sampling variability of the data with the uncertainty introduced by the subsampling scheme. We demonstrate the performance of the proposed method using simulation studies and two real data applications.</p>","PeriodicalId":55322,"journal":{"name":"British Journal of Mathematical & Statistical Psychology","volume":"78 1","pages":"22-43"},"PeriodicalIF":1.8,"publicationDate":"2024-04-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140811401","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"心理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In psychological studies, multivariate outcomes measured on the same individuals are often encountered. Effects originating from these outcomes are consequently dependent. Multivariate meta-analysis examines the relationships of multivariate outcomes by estimating the mean effects and their variance–covariance matrices from series of primary studies. In this paper we discuss a unified modelling framework for multivariate meta-analysis that also incorporates measurement error corrections. We focus on two types of effect sizes, standardized mean differences (d) and correlations (r), that are common in psychological studies. Using generalized least squares estimation, we outline estimated mean vectors and variance–covariance matrices for d and r that are corrected for measurement error. Given the burgeoning research involving multivariate outcomes, and the largely overlooked ramifications of measurement error, we advocate addressing measurement error while conducting multivariate meta-analysis to enhance the replicability of psychological research.
在心理学研究中,经常会遇到对同一个人进行多变量测量的结果。因此,这些结果所产生的效应具有依赖性。多元荟萃分析通过估算一系列主要研究的平均效应及其方差-协方差矩阵来研究多元结果之间的关系。本文讨论了多元荟萃分析的统一建模框架,该框架还包含测量误差校正。我们将重点放在心理学研究中常见的两种效应大小--标准化平均差(d)和相关性(r)。利用广义最小二乘法估计,我们概述了经测量误差校正的 d 和 r 的估计均值向量和方差-协方差矩阵。鉴于涉及多元结果的研究方兴未艾,而测量误差的影响在很大程度上被忽视,我们主张在进行多元荟萃分析时解决测量误差问题,以提高心理学研究的可复制性。
{"title":"Advances in meta-analysis: A unifying modelling framework with measurement error correction","authors":"Betsy Jane Becker, Qian Zhang","doi":"10.1111/bmsp.12345","DOIUrl":"10.1111/bmsp.12345","url":null,"abstract":"<p>In psychological studies, multivariate outcomes measured on the same individuals are often encountered. Effects originating from these outcomes are consequently dependent. Multivariate meta-analysis examines the relationships of multivariate outcomes by estimating the mean effects and their variance–covariance matrices from series of primary studies. In this paper we discuss a unified modelling framework for multivariate meta-analysis that also incorporates measurement error corrections. We focus on two types of effect sizes, standardized mean differences (<i>d</i>) and correlations (<i>r</i>), that are common in psychological studies. Using generalized least squares estimation, we outline estimated mean vectors and variance–covariance matrices for <i>d</i> and <i>r</i> that are corrected for measurement error. Given the burgeoning research involving multivariate outcomes, and the largely overlooked ramifications of measurement error, we advocate addressing measurement error while conducting multivariate meta-analysis to enhance the replicability of psychological research.</p>","PeriodicalId":55322,"journal":{"name":"British Journal of Mathematical & Statistical Psychology","volume":"77 3","pages":"395-428"},"PeriodicalIF":1.8,"publicationDate":"2024-04-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1111/bmsp.12345","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140798185","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"心理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Xiaojian Sun, Tongxin Zhang, Chang Nie, Naiqing Song, Tao Xin
Q-matrix is an important component of most cognitive diagnosis models (CDMs); however, it mainly relies on subject matter experts' judgements in empirical studies, which introduces the possibility of misspecified q-entries. To address this, statistical Q-matrix validation methods have been proposed to aid experts' judgement. A few of these methods, including the multiple logistic regression-based (MLR-B) method and the Hull method, can be applied to general CDMs, but they are either time-consuming or lack accuracy under certain conditions. In this study, we combine the L1 regularization and MLR model to validate the Q-matrix. Specifically, an L1 penalty term is imposed on the log-likelihood of the MLR model to select the necessary attributes for each item. A simulation study with various factors was conducted to examine the performance of the new method against the two existing methods. The results show that the regularized MLR-B method (a) produces the highest Q-matrix recovery rate (QRR) and true positive rate (TPR) for most conditions, especially with a small sample size; (b) yields a slightly higher true negative rate (TNR) than either the MLR-B or the Hull method for most conditions; and (c) requires less computation time than the MLR-B method and similar computation time as the Hull method. A real data set is analysed for illustration purposes.
{"title":"Combining regularization and logistic regression model to validate the Q-matrix for cognitive diagnosis model","authors":"Xiaojian Sun, Tongxin Zhang, Chang Nie, Naiqing Song, Tao Xin","doi":"10.1111/bmsp.12346","DOIUrl":"10.1111/bmsp.12346","url":null,"abstract":"<p>Q-matrix is an important component of most cognitive diagnosis models (CDMs); however, it mainly relies on subject matter experts' judgements in empirical studies, which introduces the possibility of misspecified q-entries. To address this, statistical Q-matrix validation methods have been proposed to aid experts' judgement. A few of these methods, including the multiple logistic regression-based (MLR-B) method and the Hull method, can be applied to general CDMs, but they are either time-consuming or lack accuracy under certain conditions. In this study, we combine the <i>L</i><sub>1</sub> regularization and MLR model to validate the Q-matrix. Specifically, an <i>L</i><sub>1</sub> penalty term is imposed on the log-likelihood of the MLR model to select the necessary attributes for each item. A simulation study with various factors was conducted to examine the performance of the new method against the two existing methods. The results show that the regularized MLR-B method (a) produces the highest Q-matrix recovery rate (QRR) and true positive rate (TPR) for most conditions, especially with a small sample size; (b) yields a slightly higher true negative rate (TNR) than either the MLR-B or the Hull method for most conditions; and (c) requires less computation time than the MLR-B method and similar computation time as the Hull method. A real data set is analysed for illustration purposes.</p>","PeriodicalId":55322,"journal":{"name":"British Journal of Mathematical & Statistical Psychology","volume":"78 1","pages":"1-21"},"PeriodicalIF":1.8,"publicationDate":"2024-04-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140677462","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"心理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Recent years have seen a growing interest in the development of person-fit statistics for tests with polytomous items. Some of the most popular person-fit statistics for such tests belong to the class of standardized person-fit statistics,