A method of optimal scaling for multivariate ordinal data and its extensionsSaito, Takayuki;Otsu, Tatsuo
doi: 10.1007/bf02294191pmid: N/A
Abstract This paper develops a method of optimal scaling for multivariate ordinal data, in the framework of a generalized principal component analysis. This method yields a multidimensional configuration of items, a unidimensional scale of category weights for each item and, optionally, a multidimensional configuration of subjects. The computation is performed by alternately solving an eigenvalue problem and executing a quasi-Newton projection method. The algorithm is extended for analysis of data with mixed measurement levels or for analysis with a combined weighting of items. Numerical examples and simulations are provided. The algorithm is discussed and compared with some related methods.
Inferential procedures for correlation coefficients corrected for attenuationHakstian, A. Ralph;Schroeder, Marsha L.;Rogers, W. Todd
doi: 10.1007/bf02294192pmid: N/A
Abstract A model and computational procedure based on classical test score theory are presented for determination of a correlation coefficient corrected for attenuation due to unreliability. Next, variance-covariance expressions for the sample estimates defined earlier are derived, based on application of the delta method. Results of a Monte Carlo study are presented in which the adequacy of the derived expressions was assessed for a large number of data forms and potential hypotheses encountered in the behavioral sciences. It is shown that, based on the proposed procedures, confidence intervals for single coefficients are reasonably precise. Two-sample hypothesis tests, for both independent and dependent samples, are also accurate. However, for hypothesis tests involving a larger number of coefficients than two—both independent and dependent—the proposed procedures require largens for adequate precision. Results of a preliminary power analysis reveal no serious loss in efficiency resulting from correction for attenuation. Implications for practice are discussed.
Latent class models for nonmonotone dichotomous itemsFormann, Anton K.
doi: 10.1007/bf02294193pmid: N/A
Abstract Starting from perfectly discriminating nonmonotone dichotomous items, a class of probabilistic models with or without response errors and with or without intrinsically unscalable respondents is described. All these models can be understood as simply restricted latent class analysis. Thus, the estimation and identifiability of the parameters (class sizes and item latent probabilities) as well as the chi-squared goodness-of-fit tests (Pearson and likelihood-ratio) are free of the problems. The applicability of the proposed variants of latent class models is demonstrated on real attitudinal data.
Internal consistency of tests: Analyses old and newCronbach, Lee J.
doi: 10.1007/bf02294194pmid: N/A
Abstract A coefficient derived from communalities of test parts has been proposed as greatest lower bound to Guttman's “immediate retest reliability.” The communalities have at times been calculated from covariances between itemsets, which tends to underestimate appreciably. When items are experimentally independent, a consistent estimate of the greatest defensible internal-consistency coefficient is obtained by factoring item covariances. In samples of modest size, this analysis capitalizes on chance; an estimate subject to less upward bias is suggested. For estimating alternate-forms reliability, communality-based coefficients are less appropriate than stratified alpha.
Test theory without an answer keyBatchelder, William H.;Romney, A. Kimball
doi: 10.1007/bf02294195pmid: N/A
Abstract A general model is presented for homogeneous, dichotomous items when the answer key is not known a priori. The model is structurally related to the two-class latent structure model with the roles of respondents and items interchanged. For very small sets of respondents, iterative maximum likelihood estimates of the parameters can be obtained by existing methods. For other situations, new estimation methods are developed and assessed with Monte Carlo data. The answer key can be accurately reconstructed with relatively small sets of respondents. The model is useful when a researcher wants to study objectively the knowledge possessed by members of a culturally coherent group that the researcher is not a member of.
Aggregate item response analysisBechtel, Gordon G.;Ofir, Chezy
doi: 10.1007/bf02294196pmid: N/A
Abstract A stochastic postulate is given for the multiple-item, successive-intervals scaling of populations. The logistic equivalent of this postulate provides an aggregate item response model in which a unidimensional submodel may be nested. This reduction provides a subtractive conjoint measurement of several items and stimuli on the same latent scale. Generalized-least-squares methods are used to estimate and test the multiple-item model, and its unidimensional reduction, on aggregate survey responses. The entire procedure is illustrated with an analysis of semantic-differential attitude data. This analysis exhibits an item selection procedure that is applicable to various social constructs.
Some properties of two measures of multivariate associationvan den Burg, Willem;Lewis, Charles
doi: 10.1007/bf02294197pmid: N/A
Abstract Two kinds of measures of multivariate association, based on Wilks' Λ and the Bartlett-Nanda-Pillai trace criterionV, respectively, are compared in terms of properties of the univariateR 2 which they generalize. A unified set of derivations of the properties is provided which are self-contained and not restricted to decompositions in canonical variates. One conclusion is that asymmetric index based on Λ allows generalization of the multiplicative decomposition ofR 2 in terms of squared partial correlations, but not the additive decomposition in terms of squared semipartial correlations, while the reverse is true for anasymmetric index based onV.
Component analysis in cross-sectional and longitudinal dataMillsap, Roger E.;Meredith, William
doi: 10.1007/bf02294198pmid: N/A
Abstract An extension of component analysis to longitudinal or cross-sectional data is presented. In this method, components are derived under the restriction of invariant and/or stationary compositing weights. Optimal compositing weights are found numerically. The method can be generalized to allow differential weighting of the observed variables in deriving the component solution. Some choices of weightings are discussed. An illustration of the method using real data is presented.