Dichotomous IRT models can be viewed as families of stochastically ordered distributions of responses to test items. This paper explores several properties of such distributions. In particular, it is examined under what conditions stochastic order in families of conditional distributions is transferred to their inverse distributions, from two families of related distributions to a third family, or from multivariate conditional distributions to a marginal distribution. The main results are formulated as a series of theorems and corollaries which apply to dichotomous IRT models. One part of the results holds for unidimensional models with fixed item parameters. The other part holds for models with random item parameters as used, for example, in adaptive testing or for tests with multidimensional abilities.

This paper explores the robustness of conclusions from a statistical model against variations in model choice (rather than variations in random sampling and random assignment to treatments, which are the usual variations covered by inferential statistics). After the problem formulation in section 1, section 2 presents an example from Box and Tiao in which variation in parent distribution is modeled for a one sample location problem. An adaptive Bayesian procedure permits to use a weighted mixture of parent distributions rather than choosing just one, such as a normal or a uniform distribution.

In section 3 similar considerations are applied to an event history model for the influence of education and gender on age at first marriage, but here the conclusions are hardly influenced by the choice of the duration distribution. In section 4 a brief discussion of model choice in factor analysis and structural equation models is followed by a more elaborate treatment of the choice of integer valued slopes for item response functions in the OPLM model which is an extension of the Rasch model. A modest simulation study suggests that Adaptive Bayesian Modeling with a mixture of sets of slopes works better than fixing one set of postulated slopes.

The paper concludes with some remarks on the roles and sources of prior distributions followed by a short epilogue which argues that simultaneous consideration of a class of models for the same data is sometimes superior to exclusively analyzing the data under one specific model chosen from such a class.

Rationale and the actual procedures of two nonparametric approaches, called Bivariate P.D.F. Approach and Conditional P.D.F. Approach, for estimating the operating characteristic of a discrete item response, or the conditional probability, given latent trait, that the examinee's response be that specific response, are introduced and discussed. These methods are featured by the facts that: (a) estimation is made without assuming any mathematical forms, and (b) it is based upon a relatively small sample of several hundred to a few thousand examinees.

Some examples of the results obtained by the Simple Sum Procedure and the Differential Weight Procedure of the Conditional P.D.F. Approach are given, using simulated data. The usefulness of these nonparametric methods is also discussed.

Neural Network models are commonly used for cluster analysis in engineering, computational neuroscience, and the biological sciences, although they are rarely used in the social sciences. In this study we compare the classification capabilities of the 1-dimensional Kohonen neural network with two partitioning (Hartigan and Späth k-means) and three hierarchical (Ward's, complete linkage, and average linkage) cluster methods in 2,580 data sets with known cluster structure. Overall, the performance of the Kohonen networks was similar to, or better than, the performance of the other methods.

There are various optimization strategies for approximating, through the minimization of a least-squares loss function, a given symmetric proximity matrix by a sum of matrices each subject to some collection of order constraints on its entries. We extend these approaches to include components in the approximating sum that satisfy what are called the strongly-anti-Robinson (SAR) or circular strongly-anti-Robinson (CSAR) restrictions. A matrix that is SAR or CSAR is representable by a particular graph-theoretic structure, where each matrix entry is reproducible from certain minimum path lengths in the graph. One published proximity matrix is used extensively to illustrate the types of approximation that ensue when the SAR or CSAR constraints are imposed.

This paper contains an assessment of the accuracy of Kendall's chi-square approximation to circular triad distributions. Estimated indices are compared to enumerated values across the upper and lower tails of cumulative proportions of circular triad distributions for 5–15 objects. In general, the approximation is found to be quite good. The median difference between the exact distribution and Kendall's approximation is .000692. Critical value approximations are never in error by more than one circular triad and are almost always in the conservative direction. A researcher can be confident that little meaningful error will be present when using Kendall's approximation for experiments outside the range of tabled values. It appears that the chi-square approximation will be accurate to at least two decimal places for distributions beyond 15 objects.

This paper is about fitting multivariate normal mixture distributions subject to structural equation modeling. The general model comprises common factor and structural regression models. The introduction of covariance and mean structure models reduces the number of parameters to be estimated in fitting the mixture and enables one to investigate a variety of substantive hypotheses concerning the differences between the components in the mixture. Within the general model, individual parameters can be subjected to equality, nonlinear and simple bounds constraints. Confidence intervals are based on the inverse of the Hessian and on the likelihood profile. Several illustrations are given and results of a simulation study concerning the confidence intervals are reported.

A test for linear trend among a set of eigenvalues of a correlation matrix is developed. As a technical implementation of Cattell's scree test, this is a generalization of Anderson's test for the equality of eigenvalues, and extends Bentler and Yuan's work on linear trends in eigenvalues of a covariance matrix. The power of minimum x2 and maximum likelihood ratio tests are compared. Examples show that the linear trend hypothesis is more realistic than the standard hypothesis of equality of eigenvalues, and that the hypothesis is compatible with standard decisions on the number of factors or components to retain in data analysis.

In three-mode Principal Components Analysis, the P ×Q ×R core matrix G can be transformed to simple structure before it is interpreted. It is well-known that, when P = QR, G can be transformed to the identity matrix, which implies that all elements become equal to values specified a priori. In the present paper it is shown that, when P = QR − 1, G can be transformed to have nearly all elements equal to values specified a priori. A closed-form solution for this transformation is offered. Theoretical and practical implications of this simple structure transformation of G are discussed.

The subject of factor indeterminacy has a vast history in factor analysis (Guttman, 1955; Lederman, 1938; Wilson, 1928). It has lead to strong differences in opinion (Steiger, 1979). The current paper gives necessary and sufficient conditions for observability of factors in terms of the parameter matrices and a finite number of variables. Five conditions are given which rigorously define indeterminacy. It is shown that (un)observable factors are (in)determinate. Specifically, the indeterminacy proof by Guttman is extended to Heywood cases. The results are illustrated by two examples and implications for indeterminacy are discussed.

Three approaches to the analysis of main and interaction effect hypotheses in nonorthogonal designs were compared in a 2 × 2 design for data that was neither normal in form nor equal in variance. The approaches involved either least squares or robust estimators of central tendency and variability and/or a test statistic that either pools or does not pool sources of variance. Specifically, we compared the ANOVA F test which used trimmed means and Winsorized variances, the Welch-James test with the usual least squares estimators for central tendency and variability and the Welch-James test using trimmed means and Winsorized variances. As hypothesized, we found that the latter approach provided excellent Type I error control, whereas the former two did not.

In restricted statistical models, since the first derivatives of the likelihood displacement are often nonzero, the commonly adopted formulation for local influence analysis is not appropriate. However, there are two kinds of model restrictions in which the first derivatives of the likelihood displacement are still zero. General formulas for assessing local influence under these restrictions are derived and applied to factor analysis as the usually used restriction in factor analysis satisfies the conditions. Various influence schemes are introduced and a comparison to the influence function approach is discussed. It is also shown that local influence for factor analysis is invariant to the scale of the data and is independent of the rotation of the factor loadings.

Maximum likelihood estimation is computationally infeasible for latent variable models involving multivariate categorical responses, in particular for the LISCOMP model. A three-stage generalized least squares approach introduced by Muthén (1983, 1984) can experience problems of instability, bias, non-convergence, and non-positive definiteness of weight matrices in situations of low prevalence, small sample size and large numbers of observed indicator variables. We propose a quadratic estimating equations approach that only requires specification of the first two moments. By performing simultaneous estimation of parameters, this method does not encounter the problems mentioned above and experiences gains in efficiency. Methods are compared through a numerical study and an application to a study of life-events and neurotic illness.

An IRT model based on the Rasch model is proposed for composite tasks, that is, tasks that are decomposed into subtasks of different kinds. There is one subtask for each component that is discerned in the composite tasks. A component is a generic kind of subtask of which the subtasks resulting from the decomposition are specific instantiations with respect to the particular composite tasks under study. The proposed model constrains the difficulties of the composite tasks to be linear combinations of the difficulties of the corresponding subtask items, which are estimated together with the weights used in the linear combinations, one weight for each kind of subtask. Although the model does not belong to the exponential family, its parameters can be estimated using conditional maximum likelihood estimation. The approach is demonstrated with an application to spelling tasks.

Data are ipsative if they are subject to a constant-sum constraint for each individual. In the present study, ordinal ipsative data (OID) are defined as the ordinal rankings across a vector of variables. It is assumed that OID are the manifestations of their underlying nonipsative vector y, which are difficult to observe directly. A two-stage estimation procedure is suggested for the analysis of structural equation models with OID. In the first stage, the partition maximum likelihood (PML) method and the generalized least squares (GLS) method are proposed for estimating the means and the covariance matrix of Acy, where Ac is a known contrast matrix. Based on the joint asymptotic distribution of the first stage estimator and an appropriate weight matrix, the generalized least squares method is used to estimate the structural parameters in the second stage. A goodness-of-fit statistic is given for testing the hypothesized covariance structure. Simulation results show that the proposed method works properly when a sufficiently large sample is available.

A second order approximation to the sample influence curve (SIC) in canonical correlation analysis has been derived in the literature. However, it does not seem satisfactory for some cases. In this paper, we present a more accurate second order approximation. As a particular case, the proposed method is exact for the SIC of the squared multiple correlation coefficient. An example is given.

It is often considered desirable to have the same ordering of the items by difficulty across different levels of the trait or ability. Such an ordering is an invariant item ordering (IIO). An IIO facilitates the interpretation of test results. For dichotomously scored items, earlier research surveyed the theory and methods of an invariant ordering in a nonparametric IRT context. Here the focus is on polytomously scored items, and both nonparametric and parametric IRT models are considered.

The absence of the IIO property in two nonparametric polytomous IRT models is discussed, and two nonparametric models are discussed that imply an IIO. A method is proposed that can be used to investigate whether empirical data imply an IIO. Furthermore, only two parametric polytomous IRT models are found to imply an IIO. These are the rating scale model (Andrich, 1978) and a restricted rating scale version of the graded response model (Muraki, 1990). Well-known models, such as the partial credit model (Masters, 1982) and the graded response model (Samejima, 1969), do no imply an IIO.

In the context of conditional maximum likelihood (CML) estimation, confidence intervals can be interpreted in three different ways, depending on the sampling distribution under which these confidence intervals contain the true parameter value with a certain probability. These sampling distributions are (a) the distribution of the data given the incidental parameters, (b) the marginal distribution of the data (i.e., with the incidental parameters integrated out), and (c) the conditional distribution of the data given the sufficient statistics for the incidental parameters. Results on the asymptotic distribution of CML estimates under sampling scheme (c) can be used to construct asymptotic confidence intervals using only the CML estimates. This is not possible for the results on the asymptotic distribution under sampling schemes (a) and (b). However, it is shown that the conditional asymptotic confidence intervals are also valid under the other two sampling schemes.

Nonlinear latent variable models are specified that include quadratic forms and interactions of latent regressor variables as special cases. To estimate the parameters, the models are put in a Bayesian framework with conjugate priors for the parameters. The posterior distributions of the parameters and the latent variables are estimated using Markov chain Monte Carlo methods such as the Gibbs sampler and the Metropolis-Hastings algorithm. The proposed estimation methods are illustrated by two simulation studies and by the estimation of a non-linear model for the dependence of performance on task complexity and goal specificity using empirical data.

A set of linear conditions on item response functions is derived that guarantees identical observed-score distributions on two test forms. The conditions can be added as constraints to a linear programming model for test assembly that assembles a new test form to have an observed-score distribution optimally equated to the distribution on an old form. For a well-designed item pool and items fitting the IRT model, use of the model results into observed-score pre-equating and prevents the necessity of post hoc equating by a conventional observed-score equating method. An empirical example illustrates the use of the model for an item pool from the Law School Admission Test.