Typical Bayesian methods for models with latent variables (or random effects) involve directly sampling the latent variables along with the model parameters. In high-level software code for model definitions (using, e.g., BUGS, JAGS, Stan), the likelihood is therefore specified as conditional on the latent variables. This can lead researchers to perform model comparisons via conditional likelihoods, where the latent variables are considered model parameters. In other settings, however, typical model comparisons involve marginal likelihoods where the latent variables are integrated out. This distinction is often overlooked despite the fact that it can have a large impact on the comparisons of interest. In this paper, we clarify and illustrate these issues, focusing on the comparison of conditional and marginal Deviance Information Criteria (DICs) and Watanabe–Akaike Information Criteria (WAICs) in psychometric modeling. The conditional/marginal distinction corresponds to whether the model should be predictive for the clusters that are in the data or for new clusters (where “clusters” typically correspond to higher-level units like people or schools). Correspondingly, we show that marginal WAIC corresponds to leave-one-cluster out cross-validation, whereas conditional WAIC corresponds to leave-one-unit out. These results lead to recommendations on the general application of the criteria to models with latent variables.

The paper surveys 15 years of progress in three psychometric research areas: latent dimensionality structure, test fairness, and skills diagnosis of educational tests. It is proposed that one effective model for selecting and carrying out research is to chose one's research questions from practical challenges facing educational testing, then bring to bear sophisticated probability modeling and statistical analyses to solve these questions, and finally to make effectiveness of the research answers in meeting the educational testing challenges be the ultimate criterion for judging the value of the research. The problem-solving power and the joy of working with a dedicated, focused, and collegial group of colleagues is emphasized. Finally, it is suggested that the summative assessment testing paradigm that has driven test measurement research for over half a century is giving way to a new paradigm that in addition embraces skills level formative assessment, opening up a plethora of challenging, exciting, and societally important research problems for psychometricians.

The present paper proposes a hierarchical, multi-unidimensional two-parameter logistic item response theory (2PL-MUIRT) model extended for a large number of groups. The proposed model was motivated by a large-scale integrative data analysis (IDA) study which combined data (N = 24,336) from 24 independent alcohol intervention studies. IDA projects face unique challenges that are different from those encountered in individual studies, such as the need to establish a common scoring metric across studies and to handle missingness in the pooled data. To address these challenges, we developed a Markov chain Monte Carlo (MCMC) algorithm for a hierarchical 2PL-MUIRT model for multiple groups in which not only were the item parameters and latent traits estimated, but the means and covariance structures for multiple dimensions were also estimated across different groups. Compared to a few existing MCMC algorithms for multidimensional IRT models that constrain the item parameters to facilitate estimation of the covariance matrix, we adapted an MCMC algorithm so that we could directly estimate the correlation matrix for the anchor group without any constraints on the item parameters. The feasibility of the MCMC algorithm and the validity of the basic calibration procedure were examined using a simulation study. Results showed that model parameters could be adequately recovered, and estimated latent trait scores closely approximated true latent trait scores. The algorithm was then applied to analyze real data (69 items across 20 studies for 22,608 participants). The posterior predictive model check showed that the model fit all items well, and the correlations between the MCMC scores and original scores were overall quite high. An additional simulation study demonstrated robustness of the MCMC procedures in the context of the high proportion of missingness in data. The Bayesian hierarchical IRT model using the MCMC algorithms developed in the current study has the potential to be widely implemented for IDA studies or multi-site studies, and can be further refined to meet more complicated needs in applied research.

Uniform sampling of binary matrices with fixed margins is known as a difficult problem. Two classes of algorithms to sample from a distribution not too different from the uniform are studied in the literature: importance sampling and Markov chain Monte Carlo (MCMC). Existing MCMC algorithms converge slowly, require a long burn-in period and yield highly dependent samples. Chen et al. developed an importance sampling algorithm that is highly efficient for relatively small tables. For larger but still moderate sized tables (300×30) Chen et al.’s algorithm is less efficient. This article develops a new MCMC algorithm that converges much faster than the existing ones and that is more efficient than Chen’s algorithm for large problems. Its stationary distribution is uniform. The algorithm is extended to the case of square matrices with fixed diagonal for applications in social network theory.

Cognitive diagnosis models (CDMs) for educational assessment are constrained latent class models. Examinees are assigned to classes of intellectual proficiency defined in terms of cognitive skills called attributes, which an examinee may or may not have mastered. The Reduced Reparameterized Unified Model (Reduced RUM) has received considerable attention among psychometricians. Markov Chain Monte Carlo (MCMC) or Expectation Maximization (EM) are typically used for estimating the Reduced RUM. Commercial implementations of the EM algorithm are available in the latent class analysis (LCA) routines of Latent GOLD and Mplus, for example. Fitting the Reduced RUM with an LCA routine requires that it be reparameterized as a logit model, with constraints imposed on the parameters. For models involving two attributes, these have been worked out. However, for models involving more than two attributes, the parameterization and the constraints are nontrivial and currently unknown. In this article, the general parameterization of the Reduced RUM as a logit model involving any number of attributes and the associated parameter constraints are derived. As a practical illustration, the LCA routine in Mplus is used for fitting the Reduced RUM to two synthetic data sets and to a real-world data set; for comparison, the results obtained by using the MCMC implementation in OpenBUGS are also provided.

Item cloning is increasingly used to generate slight differences in tasks for use in psychological experiments and educational assessments. This paper investigates the psychometric issues that arise when item cloning introduces variation into the difficulty parameters of the item clones. Four models are proposed and evaluated in simulation studies with conditions representing possible types of variation due to item cloning. Depending on the model specified, unaccounted variance in the item clone difficulties propagates to other parameters in the model, causing specific and predictable patterns of bias. Person parameters are largely unaffected by the choice of model, but for inferences related to the item parameters, the choice is critical and can even be leveraged to identify problematic item cloning.

Statistical methods for identifying aberrances on psychological and educational tests are pivotal to detect flaws in the design of a test or irregular behavior of test takers. Two approaches have been taken in the past to address the challenge of aberrant behavior detection, which are (1) modeling aberrant behavior via mixture modeling methods, and (2) flagging aberrant behavior via residual based outlier detection methods. In this paper, we propose a two-stage method that is conceived of as a combination of both approaches. In the first stage, a mixture hierarchical model is fitted to the response and response time data to distinguish normal and aberrant behaviors using Markov chain Monte Carlo (MCMC) algorithm. In the second stage, a further distinction between rapid guessing and cheating behavior is made at a person level using a Bayesian residual index. Simulation results show that the two-stage method yields accurate item and person parameter estimates, as well as high true detection rate and low false detection rate, under different manipulated conditions mimicking NAEP parameters. A real data example is given in the end to illustrate the potential application of the proposed method.

A Metropolis–Hastings Robbins–Monro (MH-RM) algorithm for high-dimensional maximum marginal likelihood exploratory item factor analysis is proposed. The sequence of estimates from the MH-RM algorithm converges with probability one to the maximum likelihood solution. Details on the computer implementation of this algorithm are provided. The accuracy of the proposed algorithm is demonstrated with simulations. As an illustration, the proposed algorithm is applied to explore the factor structure underlying a new quality of life scale for children. It is shown that when the dimensionality is high, MH-RM has advantages over existing methods such as numerical quadrature based EM algorithm. Extensions of the algorithm to other modeling frameworks are discussed.

In this paper we introduce a latent variable model (LVM) for mixed ordinal and continuous responses, where covariate effects on the continuous latent variables are modelled through a flexible semiparametric Gaussian regression model. We extend existing LVMs with the usual linear covariate effects by including nonparametric components for nonlinear effects of continuous covariates and interactions with other covariates as well as spatial effects. Full Bayesian modelling is based on penalized spline and Markov random field priors and is performed by computationally efficient Markov chain Monte Carlo (MCMC) methods. We apply our approach to a German social science survey which motivated our methodological development.

Latent transition models increasingly include covariates that predict prevalence of latent classes at a given time or transition rates among classes over time. In many situations, the covariate of interest may be latent. This paper describes an approach for handling both manifest and latent covariates in a latent transition model. A Bayesian approach via Markov chain Monte Carlo (MCMC) is employed in order to achieve more robust estimates. A case example illustrating the model is provided using data on academic beliefs and achievement in a low-income sample of adolescents in the United States.

This paper provides a statistical framework for estimating higher-order characteristics of the response time distribution, such as the scale (variability) and shape. Consideration of these higher order characteristics often provides for more rigorous theory development in cognitive and perceptual psychology (e.g., Luce, 1986). RT distribution for a single participant depends on certain participant characteristics, which in turn can be thought of as arising from a distribution of latent variables. The present work focuses on the three-parameter Weibull distribution, with parameters for shape, scale, and shift (initial value). Bayesian estimation in a hierarchical framework is conceptually straightforward. Parameter estimates, both for participant quantities and population parameters, are obtained through Markov Chain Monte Carlo methods. The methods are illustrated with an application to response time data in an absolute identification task. The behavior of the Bayes estimates are compared to maximum likelihood (ML) estimates through Monte Carlo simulations. For small sample size, there is an occasional tendency for the ML estimates to be unreasonably extreme. In contrast, by borrowing strength across participants, Bayes estimation “shrinks” extreme estimates. The results are that the Bayes estimators are more accurate than the corresponding ML estimators.

The analysis of insurance and annuity products issued on multiple lives requires the use of statistical models which account for lifetime dependence. This paper presents a Dirichlet process mixture-based approach that allows to model dependent lifetimes within a group, such as married couples, accounting for individual as well as group-specific covariates. The model is analyzed in a fully Bayesian setting and illustrated to jointly model the lifetime of male–female couples in a portfolio of joint and last survivor annuities of a Canadian life insurer. The inferential approach allows to account for right censoring and left truncation, which are common features of data in survival analysis. The model shows improved in-sample and out-of-sample performance compared to traditional approaches assuming independent lifetimes and offers additional insights into the determinants of the dependence between lifetimes and their impact on joint and last survivor annuity prices.

As a Bayesian approach to fitting motorway traffic flow models remains rare in the literature, we empirically explore the sampling challenges this approach offers which have to do with the strong correlations and multimodality of the posterior distribution. In particular, we provide a unified statistical model to estimate using motorway data both boundary conditions and fundamental diagram parameters in a motorway traffic flow model due to Lighthill, Whitham, and Richards known as LWR. This allows us to provide a traffic flow density estimation method that is shown to be superior to two methods found in the traffic flow literature. To sample from this challenging posterior distribution, we use a state-of-the-art gradient-free function space sampler augmented with parallel tempering.

In Venter and Şahin (2017), the author's name appeared incorrectly as “ŞULE ŞAHÎN”.

The author's name should appear as “ŞULE ŞAHİN”.

The original article has been corrected to rectify this error.

Age-period-cohort models used in life and general insurance can be over-parameterized, and actuaries have used several methods to avoid this, such as cubic splines. Regularization is a statistical approach for avoiding over-parameterization, and it can reduce estimation and predictive variances compared to MLE. In Markov Chain Monte Carlo (MCMC) estimation, regularization is accomplished by the use of mean-zero priors, and the degree of parsimony can be optimized by numerically efficient out-of-sample cross-validation. This provides a consistent framework for comparing a variety of regularized MCMC models, such as those built with cubic splines, linear splines (as ours is), and the limiting case of non-regularized estimation. We apply this to the multiple-trend model of Hunt and Blake (2014).

Markov chain Monte Carlo (MCMC) methods provide an essential tool in statistics for sampling from complex probability distributions. While the standard approach to MCMC involves constructing discrete-time reversible Markov chains whose transition kernel is obtained via the Metropolis–Hastings algorithm, there has been recent interest in alternative schemes based on piecewise deterministic Markov processes (PDMPs). One such approach is based on the zig-zag process, introduced in Bierkens and Roberts (2016), which proved to provide a highly scalable sampling scheme for sampling in the big data regime; see Bierkens et al. (2016). In this paper we study the performance of the zig-zag sampler, focusing on the one-dimensional case. In particular, we identify conditions under which a central limit theorem holds and characterise the asymptotic variance. Moreover, we study the influence of the switching rate on the diffusivity of the zig-zag process by identifying a diffusion limit as the switching rate tends to ∞. Based on our results we compare the performance of the zig-zag sampler to existing Monte Carlo methods, both analytically and through simulations.

We develop a Bayesian model for continuous-time incurred but not yet reported (IBNYR) events under four types of secondary data, and show that unreported events, such as claims, have a Poisson distribution with a reduced arrival parameter if event arrivals are Poisson distributed. Using insurance claims as an example of an IBNYR event, we apply Markov chain Monte Carlo (MCMC) to the continuous-time IBNYR claims model of Jewell using Type I and Type IV data. We illustrate the relative stability of the MCMC method versus the Gammoid approximation of Jewell by showing that the MCMC estimates approach their prior parameters, while the Gammoid approximations grow without bound for Type IV data. Moreover, this holds for any distribution that the delay parameter is assumed to follow. Our framework also allows for the computation of posterior confidence intervals for the parameters.

We connect known results about diffusion limits of Markov chain Monte Carlo (MCMC) algorithms to the computer science notion of algorithm complexity. Our main result states that any weak limit of a Markov process implies a corresponding complexity bound (in an appropriate metric). We then combine this result with previously-known MCMC diffusion limit results to prove that under appropriate assumptions, the random-walk Metropolis algorithm in d dimensions takes O(d) iterations to converge to stationarity, while the Metropolis-adjusted Langevin algorithm takes O(d1/3) iterations to converge to stationarity.