A Deep Learning Algorithm for High-Dimensional Exploratory Item Factor Analysis.

Diffusion-based item response theory models for responses and response times in tests have attracted increased attention recently in psychometrics. Analyzing response time data, however, is delicate as response times are often contaminated by unusual observations. This can have serious effects on the validity of statistical inference. In this article, we compare three established and two new estimation approaches for diffusion-based item response theory models with respect to their robustness. The three established approaches are the marginal maximum likelihood (ML) estimator for continuous time, the marginal ML estimator for discrete time, and the weighted least squares (WLS) estimator. The new approaches are two modifications of the WLS estimator with better robustness properties. The performance of the estimators is compared in a simulation study. The simulation study illustrates that the new approaches are robust against some forms of random independent contamination. The marginal ML estimator for discrete time also performs well. The marginal ML estimator for continuous time is heavily affected by contamination.

Joint maximum likelihood (JML) estimation is one of the earliest approaches to fitting item response theory (IRT) models. This procedure treats both the item and person parameters as unknown but fixed model parameters and estimates them simultaneously by solving an optimization problem. However, the JML estimator is known to be asymptotically inconsistent for many IRT models, when the sample size goes to infinity and the number of items keeps fixed. Consequently, in the psychometrics literature, this estimator is less preferred to the marginal maximum likelihood (MML) estimator. In this paper, we re-investigate the JML estimator for high-dimensional exploratory item factor analysis, from both statistical and computational perspectives. In particular, we establish a notion of statistical consistency for a constrained JML estimator, under an asymptotic setting that both the numbers of items and people grow to infinity and that many responses may be missing. A parallel computing algorithm is proposed for this estimator that can scale to very large datasets. Via simulation studies, we show that when the dimensionality is high, the proposed estimator yields similar or even better results than those from the MML estimator, but can be obtained computationally much more efficiently. An illustrative real data example is provided based on the revised version of Eysenck's Personality Questionnaire (EPQ-R).

在心理与教育测量中，项目反应理论（Item Response Theory，IRT）模型的参数估计方法是理论研究与实践应用的基本工具。最近，由于IRT模型的不断扩展与EM（expectation-maximization）算法自身的固有问题，参数估计方法的改进与发展显得尤为重要。这里介绍了IRT模型中边际极大似然估计的发展，提出了它的阶段性特征，即联合极大似然估计阶段、确定性潜在心理特质“填补”阶段、随机潜在心理特质“填补”阶段，重点阐述了它的潜在心理特质“填补”（dataaugmentation）思想。EM算法与Metropolis-Hastings Robbins—Monro（MH-RM）算法作为不同的潜在心理特质“填补”方法，都是边际极大似然估计的思想跨越。目前，潜在心理特质“填补”的参数估计方法仍在不断发展与完善。

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.

The present paper deals with the comparison of the performance of different estimation methods for regression models with correlated binary responses. Throughout, we consider probit models where an underlying latent continous random variable crosses a threshold. The error variables in the unobservable latent model are assumed to be normally distributed. The estimation procedures considered are (1) marginal maximum likelihood estimation using Gauss-Hermite quadrature, (2) generalized estimation equations (GEE) techniques with an extension to estimate tetrachoric correlations in a second step, and, (3) the MECOSA approach proposed by Schepers, Arminger and Kusters (1991) using hierarchical mean and covariance structure models. We present the results of a simulation study designed to evaluate the small sample properties of the different estimators and to make some comparisons with respect to technical aspects of the estimation procedures and to bias and mean squared error of the estimators. The results show that the calculation of the ML estimator requires the most computing time, followed by the MECOSA estimator. For small and moderate sample sizes the calculation of the MECOSA estimator is problematic because of problems of convergence as well as a tendency of underestimating the variances. In large samples with moderate or high correlations of the errors in the latent model, the MECOSA estimators are not as efficient as ML or GEE estimators. The higher the `true' value of an equicorrelation structure in the latent model and the larger the sample sizes are, the more is the efficiency gain of the ML estimator compared to the GEE and MECOSA estimators. Using the GEE approach, the ML estimates of tetrachoric correlations calculated in a second step are biased to a smaller extent than using the MECOSA approach.

The Rasch model is one of the most prominent item response models. In this article, different item parameter estimation methods for the Rasch model are systematically compared through a comprehensive simulation study: Different alternatives of joint maximum likelihood (JML) estimation, different alternatives of marginal maximum likelihood (MML) estimation, conditional maximum likelihood (CML) estimation, and several limited information methods (LIM). The type of ability distribution (i.e., nonnormality), the number of items, sample size, and the distribution of item difficulties were systematically varied. Across different simulation conditions, MML methods with flexible distributional specifications can be at least as efficient as CML. Moreover, in many situations (i.e., for long tests), penalized JML and JML with ε adjustment resulted in very efficient estimates and might be considered alternatives to JML implementations currently used in statistical software. Moreover, minimum chi-square (MINCHI) estimation was the best-performing LIM method. These findings demonstrate that JML estimation and LIM can still prove helpful in applied research.

Cognitive diagnostic models (CDMs) are increasingly being used in various assessment contexts to identify cognitive processes and provide tailored feedback. However, the most commonly used estimation method for CDMs, marginal maximum likelihood estimation with Expectation–Maximization (MMLE-EM), can present difficulties when sample sizes are small. This study compares the results of different estimation methods for CDMs under varying sample sizes using simulated and empirical data. The methods compared include MMLE-EM, Bayes modal, Markov chain Monte Carlo, a non-parametric method, and a parsimonious parametric model such as Restricted DINA. We varied the sample size, and assessed the bias in the estimation of item parameters, the precision in attribute classification, the bias in the reliability estimate, and computational cost. The findings suggest that alternative estimation methods are preferred over MMLE-EM under low sample-size conditions, whereas comparable results are obtained under large sample-size conditions. Practitioners should consider using alternative estimation methods when working with small samples to obtain more accurate estimates of CDM parameters. This study aims to maximize the potential of CDMs by providing guidance on the estimation of the parameters.

Type I error rates of the likelihood ratio test for the detection of differential item functioning (DIF) were investigated using monte carlo simulations. The graded response model with five ordered categories was used to generate datasets of a 30-item test for samples of 300 and 1,000 simulated examinees. All DIF comparisons were simulated by randomly pairing two groups of examinees. Three different sample size combinations of reference and focal groups were simulated under two ability matching conditions. For each of the six combinations of sample sizes by ability matching conditions, 100 replications of DIF detection comparisons were simulated. Item parameter estimates and likelihood values were obtained by marginal maximum likelihood estimation using the computer program MULTILOG. Irpe I eryor rates of the likelihood ratio test statistics for all six combinations of sample sizes and ability matching conditions were within theoretically expected values at each of the nominal alpha levels considered.

Most item response theory models assume a uni-dimensional latent space. This study extended previous work on the effects of dimensionality on parameter estimation for dichotomous models to the polytomous graded response model. A multidimensional graded response model was developed to generate data in one, two, and three dimensions. The two- and three-dimension conditions contained datasets that varied in their interdimensional association. The effects of test length and the ratio of sample size to the number of item parameters estimated also were investigated. For the unidimensional data, a sample size ratio of 5:1 provided reasonably accurate estimation; increasing test length from 15 to 30 items did not have a significant impact on the accuracy of item parameter estimation. Regardless of the dimensionality of the data, the difficulty parameters were well estimated. For the multidimensional data, the correlations between the estimated item discrimination and the average (as well as the sum of the) dimensional discrimination were greater than the correlations between the estimated item discrimination and the individual dimensional discriminations. Fidelity coefficients between the mean trait level and the trait level estimate (θ) were greater than those between θ and the latent traits. The impact of equating on accuracy indexes in a multidimensional context is discussed. Index terms: dimensionality, graded response model, IRT, marginal maximum likelihood estimation, polytomous models.

This article studies the estimation of a stepwise signal. To determine the number and locations of change-points of the stepwise signal, we formulate a maximum marginal likelihood estimator, which can be computed with a quadratic cost using dynamic programming. We carry out an extensive investigation on the choice of the prior distribution and study the asymptotic properties of the maximum marginal likelihood estimator. We propose to treat each possible set of change-points equally and adopt an empirical Bayes approach to specify the prior distribution of segment parameters. A detailed simulation study is performed to compare the effectiveness of this method with other existing methods. We demonstrate our method on single-molecule enzyme reaction data and on DNA array comparative genomic hybridization (CGH) data. Our study shows that this method is applicable to a wide range of models and offers appealing results in practice. Supplementary materials for this article are available online.

Variation in growth among individuals and over time: A case study and simulation experiment involving tagged Antarctic toothfish

MIXNO provides maximum marginal likelihood estimates for mixed-effects nominal logistic regression analysis. These models can be used for analysis of correlated nominal response data, for example, data arising from a clustered or longitudinal design. For such data, the mixed-effects model assumes that data within clusters or sub jects are dependent. The degree of dependency is jointly estimated with the usual model parameters, thus adjusting for dependence resulting from nesting of the data. MIXNO uses marginal maximum likelihood estimation, utilizing a Fisher-scoring solution. For the scoring solution, the Cholesky factor of the random-effects variance-covariance matrix is estimated along with the (fixed) effects of explanatory variables. Examples illustrating usage and features of MIXNO are provided.

Two Monte Carlo simulations were performed to compare methods for estimating and testing hypotheses of quadratic effects in latent variable regression models. The methods considered in the current study were (a) a 2-stage moderated regression approach using latent variable scores, (b) an unconstrained product indicator approach, (c) a latent moderated structural equation method, (d) a fully Bayesian approach, and (e) marginal maximum likelihood estimation. Of the 5 estimation methods, it was found that overall the methods based on maximum likelihood estimation and the Bayesian approach performed best in terms of bias, root-mean-square error, standard error ratios, power, and Type I error control, although key differences were observed. Similarities as well as disparities among methods are highlight and general recommendations articulated. As a point of comparison, all 5 approaches were fit to a reparameterized version of the latent quadratic model to educational reading data.

RNA-Seq data characteristically exhibits large variances, which need to be appropriately accounted for in any proposed model. We first explore the effects of this variability on the maximum likelihood estimator (MLE) of the dispersion parameter of the negative binomial distribution, and propose instead to use an estimator obtained via maximization of the marginal likelihood in a conjugate Bayesian framework. We show, via simulation studies, that the marginal MLE can better control this variation and produce a more stable and reliable estimator. We then formulate a conjugate Bayesian hierarchical model, and use this new estimator to propose a Bayesian hypothesis test to detect differentially expressed genes in RNA-Seq data. We use numerical studies to show that our much simpler approach is competitive with other negative binomial based procedures, and we use a real data set to illustrate the implementation and flexibility of the procedure.

The retrieval of aerosol and cloud properties such as their optical thickness and/or layer/top height requires the selection of a model that describes their microphysical properties. We demonstrate that, if there is not enough information for an appropriate microphysical model selection, the solution’s accuracy can be improved if the model uncertainty is taken into account and appropriately quantified. For this purpose, we design a retrieval algorithm accounting for the uncertainty in model selection. The algorithm is based on (i) the computation of each model solution using the iteratively regularized Gauss–Newton method, (ii) the linearization of the forward model around the solution, and (iii) the maximum marginal likelihood estimation and the generalized cross-validation to estimate the optimal model. The algorithm is applied to the retrieval of aerosol optical thickness and aerosol layer height from synthetic measurements corresponding to the Earth Polychromatic Imaging Camera (EPIC) instrument onboard the Deep Space Climate Observatory (DSCOVR) satellite. Our numerical simulations show that the heuristic approach based on the thesolution minimizing the residual, which is frequently used in literature, is completely unrealistic when both the aerosol model and surface albedo are unknown.