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Large sample theory states the asymptotic normality of the maximum likelihood estimator of the person parameter in the two parameter logistic (2PL) model. In short tests, however, the assumption of normality can be grossly wrong. As a consequence, intended coverage rates may be exceeded and confidence intervals are revealed to be overly conservative. Methods belonging to the higher-order-theory, more specifically saddlepoint approximations, are a convenient way to deal with small-sample problems. Confidence bounds obtained by these means hold the approximate confidence level for a broad range of the person parameter. Moreover, an approximation to the exact distribution permits to compute median unbiased estimates (MUE) that are as likely to overestimate as to underestimate the true person parameter. Additionally, in small samples, these MUE are less mean-biased than the often-used maximum likelihood estimator.
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.
The common way to calculate confidence intervals for item response theory models is to assume that the standardized maximum likelihood estimator for the person parameter θ is normally distributed. However, this approximation is often inadequate for short and medium test lengths. As a result, the coverage probabilities fall below the given level of significance in many cases; and, therefore, the corresponding intervals are no longer confidence intervals in terms of the actual definition. In the present work, confidence intervals are defined more precisely by utilizing the relationship between confidence intervals and hypothesis testing. Two approaches to confidence interval construction are explored that are optimal with respect to criteria of smallness and consistency with the standard approach.
Yuan and Chan (Psychometrika, 76, 670–690, 2011) recently showed how to compute the covariance matrix of standardized regression coefficients from covariances. In this paper, we describe a method for computing this covariance matrix from correlations. Next, we describe an asymptotic distribution-free (ADF; Browne in British Journal of Mathematical and Statistical Psychology, 37, 62–83, 1984) method for computing the covariance matrix of standardized regression coefficients. We show that the ADF method works well with nonnormal data in moderate-to-large samples using both simulated and real-data examples. R code (R Development Core Team, 2012) is available from the authors or through the Psychometrika online repository for supplementary materials.
The use of U-statistics based on rank correlation coefficients in estimating the strength of concordance among a group of rankers is examined for cases where the null hypothesis of random rankings is not tenable. The studentized U-statistics is asymptotically distribution-free, and the Student-t approximation is used for small and moderate sized samples. An approximate confidence interval is constructed for the strength of concordance. Monte Carlo results indicate that the Student-t approximation can be improved by estimating the degrees of freedom.
When the raters participating in a reliability study are a random sample from a larger population of raters, inferences about the intraclass correlation coefficient must be based on the three mean squares from the analysis of variance table summarizing the results: between subjects, between raters, and error. An approximate confidence interval for the parameter is presented as a function of these three mean squares.
Structural equation models (SEM) are widely used for modeling complex multivariate relationships among measured and latent variables. Although several analytical approaches to interval estimation in SEM have been developed, there lacks a comprehensive review of these methods. We review the popular Wald-type and lesser known likelihood-based methods in linear SEM, emphasizing profile likelihood-based confidence intervals (CIs). Existing algorithms for computing profile likelihood-based CIs are described, including two newer algorithms which are extended to construct profile likelihood-based confidence regions (CRs). Finally, we illustrate the use of these CIs and CRs with two empirical examples, and provide practical recommendations on when to use Wald-type CIs and CRs versus profile likelihood-based CIs and CRs. OpenMx example code is provided in an Online Appendix for constructing profile likelihood-based CIs and CRs for SEM.
If the results of a study reveal an interesting association between an exposure and a health outcome, there is a natural tendency to assume that it is real. (Note: we are considering whether two things are associated. This does not imply that one causes the other to occur.) However, before we can even contemplate this possibility we have to try to rule out other possible explanations for the results. There are three main ‘alternative explanations’ that we have to consider whenever we analyse epidemiological data or read the reports of others, whatever the study design; namely, could the results be due to chance, bias or error, or confounding? We discuss the first of these, chance, in this chapter and cover bias and confounding in Chapters 7 and 8, respectively.
Depression is highly prevalent in haemodialysis patients, and diet might play an important role. Therefore, we conducted this cross-sectional study to determine the association between dietary fatty acids (FA) consumption and the prevalence of depression in maintenance haemodialysis (MHD) patients. Dietary intake was assessed using a validated FFQ between December 2021 and January 2022. The daily intake of dietary FA was categorised into three groups, and the lowest tertile was used as the reference category. Depression was assessed using the Patient Health Questionnaire-9. Logistic regression and restricted cubic spline (RCS) models were applied to assess the relationship between dietary FA intake and the prevalence of depression. As a result, after adjustment for potential confounders, a higher intake of total FA [odds ratio (OR)T3 vs. T1 = 1·59, 95 % confidence interval (CI) = 1·04, 2·46] and saturated fatty acids (SFA) (ORT3 vs. T1 = 1·83, 95 % CI = 1·19, 2·84) was associated with a higher prevalence of depressive symptoms. Significant positive linear trends were also observed (P < 0·05) except for SFA intake. Similarly, the prevalence of depression in MHD patients increased by 20% (OR = 1.20, 95% CI = 1.01–1.43) for each standard deviation increment in SFA intake. RCS analysis indicated an inverse U-shaped correlation between SFA and depression (Pnonlinear > 0·05). Additionally, the sensitivity analysis produced similar results. Furthermore, no statistically significant association was observed in the subgroup analysis with significant interaction. In conclusion, higher total dietary FA and SFA were positively associated with depressive symptoms among MHD patients. These findings inform future research exploring potential mechanism underlying the association between dietary FA and depressive symptoms in MHD patients.
This rather long chapter constitutes part of the hike in our walk/hike/stroll set-up. We introduce the reader to the basics of stochastics (representing both probability and statistics) necessary for the more technical discussions on risk later. The path followed starts from probability space (a theoretical concept we quickly leave aside); we then move to the notion of a random variable and,, its distribution function, including the most important discrete as well as continuous examples. Historical examples as well as pedagogical ones are always included in order to support the understanding of the new concepts introduced. These examples often show that there is more to randomness than meets the eye. For the applications discussed later, we will measure statistical uncertainty through the concept of confidence intervals. These can be based either on some asymptotic theory involving the famous bell curve, the normal distribution, or on some form of resampling known under the name of bootstrapping. Further, we add some tools that are very important for measuring and communicating risk; these include the concepts of return periods and quantile functions.
Chapter 10 covers INFERENCES INVOLVING THE MEAN OF A SINGLE POPULATION WHEN σ IS KNOWN and includes the following specific topics, among others: Estimating the Population Mean, μ, Interval Estimation, Confidence Intervals, Hypothesis Testing and Interval Estimation, Effect Size,Type II Error, and Power.
Chapter 15 covers CORRELATION AND SIMPLE REGRESSION AS INFERENTIAL TECHNIQUES and includes the following specific topics, among others:Bivariate Normal Distribution, Statistical Significance Test of Correlation, Confidence Intervals, Statistical Significance of b-Weight, Fit of the Overall Regression Equation, R and R-squared, Adjusted R-squared, Regression Diagnostics, Residual Plots, Influential Observations, Discrepancy, Leverage, Influence, and Power Analyses.
Chapter 10 covers inferences involving the mean of a single population when σ is known and includes the following specific topics, among others: estimating the population mean, interval estimation, confidence intervals, hypothesis testing and interval estimation, effect size, type II error, and power.
Chapter 15 covers correlation and simple regression as inferential techniques and includes the following specific topics, among others: bivariate normal distribution, statistical significance test of correlation, confidence intervals, statistical significance of the b weight, fit of the overall regression equation, R and R-squared, adjusted R-squared, regression diagnostics, residual plots, influential observations, discrepancy, leverage, influence, and power analysis.
Chapter 16 covers an introduction to multiple regression and includes the following specific topics, among others: confidence intervals, statistical significance of the b weight, fit of the overall regression Eeuation, R and R-squared, adjusted R-squared, semipartial correlation, partial slope, confounding, and statistical control.
Three experiments (N = 550) examined the effect of an interval construction elicitation method used in several expert elicitation studies on judgment accuracy. Participants made judgments about topics that were either searchable or unsearchable online using one of two order variations of the interval construction procedure. One group of participants provided their best judgment (one step) prior to constructing an interval (i.e., lower bound, upper bound, and a confidence rating that the correct value fell in the range provided), whereas another group of participants provided their best judgment last, after the three-step confidence interval was constructed. The overall effect of this elicitation method was not significant in 8 out of 9 univariate tests. Moreover, the calibration of confidence intervals was not affected by elicitation order. The findings warrant skepticism regarding the benefit of prior confidence interval construction for improving judgment accuracy.
We show how to elicit the beliefs of an expert in the form of a “most likely interval”, a set of future outcomes that are deemed more likely than any other outcome. Our method, called the Most Likely Interval elicitation rule (MLI), asks the expert for an interval and pays according to how well the answer compares to the actual outcome. We show that the MLI performs well in economic experiments, and satisfies a number of desirable theoretical properties such as robustness to the risk preferences of the expert.
We present a novel method of judgment analysis called Error Parsing, based upon an alternative method of implementing Social Judgment Theory (SJT). SJT and Error Parsing both posit the same three components of error in human judgment: error due to noise, error due to cue weighting, and error due to inconsistency. In that sense, the broad theory and framework are the same. However, SJT and Error Parsing were developed to answer different questions, and thus use different methodological approaches in the analysis of error. While SJT makes use of correlational methods, Error Parsing uses absolute differences. We discuss the similarities and differences between the methodologies and provide empirical evidence for the utility of the Error Parsing technique.Keywords: Social Judgment Theory, judgment, error.
The bootComb R package allows researchers to derive confidence intervals with correct target coverage for arbitrary combinations of arbitrary numbers of independently estimated parameters. Previous versions (<1.1.0) of bootComb used independent bootstrap sampling and required that the parameters themselves are independent—an unrealistic assumption in some real-world applications.
Findings
Using Gaussian copulas to define the dependence between parameters, the bootComb package has been extended to allow for dependent parameters.
Implications
The updated bootComb package can now handle cases of dependent parameters, with users specifying a correlation matrix defining the dependence structure. While in practice it may be difficult to know the exact dependence structure between parameters, bootComb allows running sensitivity analyses to assess the impact of parameter dependence on the resulting confidence interval for the combined parameter.