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Researchers are often interested in testing for measurement invariance with respect to an ordinal auxiliary variable such as age group, income class, or school grade. In a factor-analytic context, these tests are traditionally carried out via a likelihood ratio test statistic comparing a model...
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This paper proposes a semiparametric Bayesian framework for the analysis of associations among multivariate longitudinal categorical variables in high-dimensional data settings. This type of data is frequent, especially in the social and behavioral sciences. A semiparametric hierarchical factor...
Persistent link: https://www.econbiz.de/10010848164
The issue of measurement invariance commonly arises in factor-analytic contexts, with methods for assessment including likelihood ratio tests, Lagrange multiplier tests, and Wald tests. These tests all require advance definition of the number of groups, group membership, and offending model...
Persistent link: https://www.econbiz.de/10010998767
The common maximum likelihood (ML) estimator for structural equation models (SEMs) has optimal asymptotic properties under ideal conditions (e.g., correct structure, no excess kurtosis, etc.) that are rarely met in practice. This paper proposes model-implied instrumental variable – generalized...
Persistent link: https://www.econbiz.de/10010998768
A multinormal partial credit model for factor analysis of polytomously scored items with ordered response categories is derived using an extension of the Dutch Identity (Holland in Psychometrika 55:5–18, <CitationRef CitationID="CR11">1990</CitationRef>). In the model, latent variables are assumed to have a multivariate normal...</citationref>
Persistent link: https://www.econbiz.de/10010998775
Rubin and Thayer (Psychometrika, 47:69–76, <CitationRef CitationID="CR16">1982</CitationRef>) proposed the EM algorithm for exploratory and confirmatory maximum likelihood factor analysis. In this paper, we prove the following fact: the EM algorithm always gives a proper solution with positive unique variances and factor correlations...</citationref>
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Exploratory process factor analysis (EPFA) is a data-driven latent variable model for multivariate time series. This article presents analytic standard errors for EPFA. Unlike standard errors for exploratory factor analysis with independent data, the analytic standard errors for EPFA take into...
Persistent link: https://www.econbiz.de/10010949827