Over the past thirty years, obtaining diagnostic information from examinees’ item responses has become an increasingly important feature of educational and psychological testing. The objective can be achieved by sequentially selecting multidimensional items to fit the class of latent traits being assessed, and therefore Multidimensional Computerized Adaptive Testing (MCAT) is one reasonable approach to such task. This study conducts a rigorous investigation on the relationships among four promising item selection methods: D-optimality, KL information index, continuous entropy, and mutual information. Some theoretical connections among the methods are demonstrated to show how information about the unknown vector θ can be gained from different perspectives. Two simulation studies were carried out to compare the performance of the four methods. The simulation results showed that mutual information not only improved the overall estimation accuracy but also yielded the smallest conditional mean squared error in most region of θ. In the end, the overlap rates were calculated to empirically show the similarity and difference among the four methods.

A distinction is proposed between measures and predictors of latent variables. The discussion addresses the consequences of the distinction for the true-score model, the linear factor model, Structural Equation Models, longitudinal and multilevel models, and item-response models. A distribution-free treatment of calibration and error-of-measurement is given, and the contrasting properties of measures and predictors are examined.

The G-DINA (generalized deterministic inputs, noisy “and” gate) model is a generalization of the DINA model with more relaxed assumptions. In its saturated form, the G-DINA model is equivalent to other general models for cognitive diagnosis based on alternative link functions. When appropriate constraints are applied, several commonly used cognitive diagnosis models (CDMs) can be shown to be special cases of the general models. In addition to model formulation, the G-DINA model as a general CDM framework includes a component for item-by-item model estimation based on design and weight matrices, and a component for item-by-item model comparison based on the Wald test. The paper illustrates the estimation and application of the G-DINA model as a framework using real and simulated data. It concludes by discussing several potential implications of and relevant issues concerning the proposed framework.

Bi-factor analysis is a form of confirmatory factor analysis originally introduced by Holzinger. The bi-factor model has a general factor and a number of group factors. The purpose of this article is to introduce an exploratory form of bi-factor analysis. An advantage of using exploratory bi-factor analysis is that one need not provide a specific bi-factor model a priori. The result of an exploratory bi-factor analysis, however, can be used as an aid in defining a specific bi-factor model. Our exploratory bi-factor analysis is simply exploratory factor analysis using a bi-factor rotation criterion. This is a criterion designed to approximate perfect cluster structure in all but the first column of a rotated loading matrix. Examples are given to show how exploratory bi-factor analysis can be used with ideal and real data. The relation of exploratory bi-factor analysis to the Schmid–Leiman method is discussed.

We propose three latent scales within the framework of nonparametric item response theory for polytomously scored items. Latent scales are models that imply an invariant item ordering, meaning that the order of the items is the same for each measurement value on the latent scale. This ordering property may be important in, for example, intelligence testing and person-fit analysis. We derive observable properties of the three latent scales that can each be used to investigate in real data whether the particular model adequately describes the data. We also propose a methodology for analyzing test data in an effort to find support for a latent scale, and we use two real-data examples to illustrate the practical use of this methodology.

We study the identification and consistency of Bayesian semiparametric IRT-type models, where the uncertainty on the abilities’ distribution is modeled using a prior distribution on the space of probability measures. We show that for the semiparametric Rasch Poisson counts model, simple restrictions ensure the identification of a general distribution generating the abilities, even for a finite number of probes. For the semiparametric Rasch model, only a finite number of properties of the general abilities’ distribution can be identified by a finite number of items, which are completely characterized. The full identification of the semiparametric Rasch model can be only achieved when an infinite number of items is available. The results are illustrated using simulated data.

Matrices can be diagonalized by singular vectors or, when they are symmetric, by eigenvectors. Pairs of square matrices often admit simultaneous diagonalization, and always admit block wise simultaneous diagonalization. Generalizing these possibilities to more than two (non-square) matrices leads to methods of simplifying three-way arrays by nonsingular transformations. Such transformations have direct applications in Tucker PCA for three-way arrays, where transforming the core array to simplicity is allowed without loss of fit. Simplifying arrays also facilitates the study of array rank. The typical rank of a three-way array is the smallest number of rank-one arrays that have the array as their sum, when the array is generated by random sampling from a continuous distribution. In some applications, the core array of Tucker PCA is constrained to have a vast majority of zero elements. Both simplicity and typical rank results can be applied to distinguish constrained Tucker PCA models from tautologies. An update of typical rank results over the real number field is given in the form of two tables.

The Maxbet method is a generalized principal components analysis of a data set, where the group structure of the variables is taken into account. Similarly, 3-block[12,13] partial Maxdiff method is a generalization of covariance analysis, where only the covariances between blocks (1, 2) and (1, 3) are taken into account. The aim of this paper is to give the global maximum for the 2-block Maxbet and 3-block[12,13] partial Maxdiff problems by picking the best solution from the complete solution set for the multivariate eigenvalue problem involved. To do this, we generalize the characteristic polynomial of a matrix to a system of two characteristic polynomials, and provide the complete solution set of the latter via Sylvester resultants. Examples are provided.

This paper first discusses the relationship between Kullback–Leibler information (KL) and Fisher information in the context of multi-dimensional item response theory and is further interpreted for the two-dimensional case, from a geometric perspective. This explication should allow for a better understanding of the various item selection methods in multi-dimensional adaptive tests (MAT) which are based on these two information measures. The KL information index (KI) method is then discussed and two theorems are derived to quantify the relationship between KI and item parameters. Due to the fact that most of the existing item selection algorithms for MAT bear severe computational complexity, which substantially lowers the applicability of MAT, two versions of simplified KL index (SKI), built from the analytical results, are proposed to mimic the behavior of KI, while reducing the overall computational intensity.

We describe methods for assessing all possible criteria (i.e., dependent variables) and subsets of criteria for regression models with a fixed set of predictors, x (where x is an n×1 vector of independent variables). Our methods build upon the geometry of regression coefficients (hereafter called regression weights) in n-dimensional space. For a full-rank predictor correlation matrix, Rxx, of order n, and for regression models with constant R2 (coefficient of determination), the OLS weight vectors for all possible criteria terminate on the surface of an n-dimensional ellipsoid. The population performance of alternate regression weights—such as equal weights, correlation weights, or rounded weights—can be modeled as a function of the Cartesian coordinates of the ellipsoid. These geometrical notions can be easily extended to assess the sampling performance of alternate regression weights in models with either fixed or random predictors and for models with any value of R2. To illustrate these ideas, we describe algorithms and R (R Development Core Team, 2009) code for: (1) generating points that are uniformly distributed on the surface of an n-dimensional ellipsoid, (2) populating the set of regression (weight) vectors that define an elliptical arc in ℝn, and (3) populating the set of regression vectors that have constant cosine with a target vector in ℝn. Each algorithm is illustrated with real data. The examples demonstrate the usefulness of studying all possible criteria when evaluating alternate regression weights in regression models with a fixed set of predictors.

A new observable consequence of the property of invariant item ordering is presented, which holds under Mokken’s double monotonicity model for dichotomous data. The observable consequence is an invariant ordering of the item-total regressions. Kendall’s measure of concordance W and a weighted version of this measure are proposed as measures for this property. Karabatsos and Sheu proposed a Bayesian procedure (Appl. Psychol. Meas. 28:110–125, 2004), which can be used to determine whether the property of an invariant ordering of the item-total regressions should be rejected for a set of items. An example is presented to illustrate the application of the procedures to empirical data.

This paper proposes a structural analysis for generalized linear models when some explanatory variables are measured with error and the measurement error variance is a function of the true variables. The focus is on latent variables investigated on the basis of questionnaires and estimated using item response theory models. Latent variable estimates are then treated as observed measures of the true variables. This leads to a two-stage estimation procedure which constitutes an alternative to a joint model for the outcome variable and the responses given to the questionnaire. Simulation studies explore the effect of ignoring the true error structure and the performance of the proposed method. Two illustrative examples concern achievement data of university students. Particular attention is given to the Rasch model.

In this paper, the statistical significance of the contribution of variables to the principal components in principal components analysis (PCA) is assessed nonparametrically by the use of permutation tests. We compare a new strategy to a strategy used in previous research consisting of permuting the columns (variables) of a data matrix independently and concurrently, thus destroying the entire correlational structure of the data. This strategy is considered appropriate for assessing the significance of the PCA solution as a whole, but is not suitable for assessing the significance of the contribution of single variables. Alternatively, we propose a strategy involving permutation of one variable at a time, while keeping the other variables fixed. We compare the two approaches in a simulation study, considering proportions of Type I and Type II error. We use two corrections for multiple testing: the Bonferroni correction and controlling the False Discovery Rate (FDR). To assess the significance of the variance accounted for by the variables, permuting one variable at a time, combined with FDR correction, yields the most favorable results. This optimal strategy is applied to an empirical data set, and results are compared with bootstrap confidence intervals.

The relationship between linear factor models and latent profile models is addressed within the context of maximum likelihood estimation based on the joint distribution of the manifest variables. Although the two models are well known to imply equivalent covariance decompositions, in general they do not yield equivalent estimates of the unconditional covariances. In particular, a 2-class latent profile model with Gaussian components underestimates the observed covariances but not the variances, when the data are consistent with a unidimensional Gaussian factor model. In explanation of this phenomenon we provide some results relating the unconditional covariances to the goodness of fit of the latent profile model, and to its excess multivariate kurtosis. The analysis also leads to some useful parameter restrictions related to symmetry.

In behavioural sciences, local dependence and DIF are common, and purification procedures that eliminate items with these weaknesses often result in short scales with poor reliability. Graphical loglinear Rasch models (Kreiner & Christensen, in Statistical Methods for Quality of Life Studies, ed. by M. Mesbah, F.C. Cole & M.T. Lee, Kluwer Academic, pp. 187–203, 2002) where uniform DIF and uniform local dependence are permitted solve this dilemma by modelling the local dependence and DIF. Identifying loglinear Rasch models by a stepwise model search is often very time consuming, since the initial item analysis may disclose a great deal of spurious and misleading evidence of DIF and local dependence that has to disposed of during the modelling procedure.

Like graphical models, graphical loglinear Rasch models possess Markov properties that are useful during the statistical analysis if they are used methodically. This paper describes how. It contains a systematic study of the Markov properties and the way they can be used to distinguish spurious from genuine evidence of DIF and local dependence and proposes a strategy for initial item screening that will reduce the time needed to identify a graphical loglinear Rasch model that fits the item responses. The last part of the paper illustrates the item screening procedure on simulated data and on data on the PF subscale measuring physical functioning in the SF36 Health Survey inventory.

Conditional independence is a fundamental principle in latent variable modeling and item response theory. Violations of this principle, commonly known as local item dependencies, are put in a test information perspective, and sharp bounds on these violations are defined. A modeling approach is proposed that makes use of a mixture representation of these boundaries to account for the local dependence problem by finding a balance between independence on the one side and absolute dependence on the other side. In contrast to alternative approaches, the nature of the proposed boundary mixture model does not necessitate a change in formulation of the typical item characteristic curves used in item response theory. This has attractive interpretational advantages and may be useful for general test construction purposes.

Regularized generalized canonical correlation analysis (RGCCA) is a generalization of regularized canonical correlation analysis to three or more sets of variables. It constitutes a general framework for many multi-block data analysis methods. It combines the power of multi-block data analysis methods (maximization of well identified criteria) and the flexibility of PLS path modeling (the researcher decides which blocks are connected and which are not). Searching for a fixed point of the stationary equations related to RGCCA, a new monotonically convergent algorithm, very similar to the PLS algorithm proposed by Herman Wold, is obtained. Finally, a practical example is discussed.

When the factor analysis model holds, component loadings are linear combinations of factor loadings, and vice versa. This interrelation permits us to define new optimization criteria and estimation methods for exploratory factor analysis. Although this article is primarily conceptual in nature, an illustrative example and a small simulation show the methodology to be promising.

Statisticians typically estimate the parameters of latent class and latent profile models using the Expectation-Maximization algorithm. This paper proposes an alternative two-stage approach to model fitting. The first stage uses the modified k-means and hierarchical clustering algorithms to identify the latent classes that best satisfy the conditional independence assumption underlying the latent variable model. The second stage then uses mixture modeling treating the class membership as known. The proposed approach is theoretically justifiable, directly checks the conditional independence assumption, and converges much faster than the full likelihood approach when analyzing high-dimensional data. This paper also develops a new classification rule based on latent variable models. The proposed classification procedure reduces the dimensionality of measured data and explicitly recognizes the heterogeneous nature of the complex disease, which makes it perfect for analyzing high-throughput genomic data. Simulation studies and real data analysis demonstrate the advantages of the proposed method.