| getirt | R Documentation |
Extracts internal components from an object of class est_irt
(from est_irt()), est_mg (from est_mg()), or est_item
(from est_item()).
getirt(x, ...)
## S3 method for class 'est_irt'
getirt(x, what, ...)
## S3 method for class 'est_mg'
getirt(x, what, ...)
## S3 method for class 'est_item'
getirt(x, what, ...)
x |
An object of class |
... |
Additional arguments passed to or from other methods. |
what |
A character string specifying the name of the internal component to extract. |
The following components can be extracted from an object of class est_irt
created by est_irt():
A data frame containing both the item parameter estimates and their corresponding standard errors.
A data frame containing only the item parameter estimates.
A data frame containing the standard errors of the item parameter estimates, calculated using the cross-product approximation method (Meilijson, 1989).
A data frame indicating the position index of each estimated item parameter. This is useful when interpreting the variance-covariance matrix.
A variance-covariance matrix of the item parameter estimates.
The total marginal log-likelihood value summed across all items.
Akaike Information Criterion (AIC) based on the marginal log-likelihood.
Bayesian Information Criterion (BIC) based on the marginal log-likelihood.
A data frame containing the mean, variance, and standard deviation of the latent variable's prior distribution.
A two-column data frame containing quadrature points (first column) and corresponding weights (second column) of the (updated) latent trait prior.
A matrix of normalized posterior densities for all response patterns at each quadrature point. Rows represent examinees, and columns represent quadrature points.
A data frame of the examinee response dataset used in estimation.
The scaling constant (usually 1 or 1.7) used in the IRT model.
The number of unique response patterns.
The number of items included in the dataset.
The convergence criterion used for the E-step in the EM algorithm.
The maximum number of E-steps allowed during EM estimation.
A list describing the prior distribution for item slope parameters.
A list describing the prior distribution for item difficulty (or threshold) parameters.
A list describing the prior distribution for item guessing parameters.
The total number of parameters estimated.
The number of EM cycles completed.
The maximum change in parameter estimates at convergence.
Computation time (in seconds) for the EM algorithm.
Computation time (in seconds) for estimating standard errors.
Total computation time (in seconds) for model estimation.
Result of the first-order test indicating whether the gradients were sufficiently close to zero.
Result of the second-order test indicating whether the information matrix was positive definite (a condition for maximum likelihood).
A note indicating whether the variance-covariance matrix was successfully derived from the information matrix.
Logical value indicating whether Fixed Item Parameter Calibration (FIPC) was applied.
The specific method used for FIPC.
An integer vector indicating the positions of fixed items used during FIPC.
Components that can be extracted from an object of class est_mg created by
est_mg() include:
A list with two components: overall and group.
overall: A data frame containing item parameter estimates and their
standard errors, based on the combined data set across all groups.
group: A list of group-specific data frames containing item parameter
estimates and standard errors for each group.
Same structure as estimates, but containing only the item
parameter estimates (without standard errors).
Same structure as estimates, but containing only the standard
errors of the item parameter estimates. The standard errors are computed
using the cross-product approximation method (Meilijson, 1989).
A data frame indicating the position index of each estimated parameter. This index is based on the combined item set across all groups and is useful when interpreting the variance-covariance matrix.
A variance-covariance matrix for the item parameter estimates based on the combined data from all groups.
A list with overall and group components:
overall: The marginal log-likelihood summed over all unique items across all groups.
group: Group-specific marginal log-likelihood values.
Akaike Information Criterion (AIC) computed from the overall log-likelihood.
Bayesian Information Criterion (BIC) computed from the overall log-likelihood.
A list of group-specific summary statistics (mean, variance, and standard deviation) of the latent trait prior distribution.
A list of two-column data frames (one per group) containing the quadrature points (first column) and the corresponding weights (second column) for the updated prior distributions.
A matrix of normalized posterior densities for all response patterns at each quadrature point. Rows correspond to individuals, and columns to quadrature points.
A list with overall and group components, each containing
examinee response data.
The scaling constant used in the IRT model (typically 1 or 1.7).
A list with overall and group components indicating the
number of response patterns in each.
A list with overall and group components indicating the
number of items in the respective response sets.
Convergence criterion used for the E-step in the EM algorithm.
Maximum number of E-steps allowed in the EM algorithm.
A list describing the prior distribution for item slope parameters.
A list describing the prior distribution for item guessing parameters.
Total number of parameters estimated across all unique items.
Number of EM cycles completed.
Maximum change in item parameter estimates at convergence.
Computation time (in seconds) for EM estimation.
Computation time (in seconds) for estimating standard errors.
Total computation time (in seconds) for model estimation.
First-order condition test result indicating whether gradients converged sufficiently.
Second-order condition test result indicating whether the information matrix is positive definite.
A note indicating whether the variance-covariance matrix was successfully derived from the information matrix.
Logical value indicating whether Fixed Item Parameter Calibration (FIPC) was used.
The method used for FIPC.
A list with overall and group components specifying the
locations of fixed items when FIPC was applied.
Components that can be extracted from an object of class est_item created by
est_item() include:
A data frame containing both the item parameter estimates and their corresponding standard errors.
A data frame containing only the item parameter estimates.
A data frame containing the standard errors of the item parameter estimates, computed using observed information functions.
A data frame indicating the position index of each estimated item parameter. This is useful when interpreting the variance-covariance matrix.
A variance-covariance matrix of the item parameter estimates.
The sum of log-likelihood values across all items in the complete data set.
A data frame of examinee response data.
A numeric vector of examinees' ability values used as fixed effects during estimation.
The scaling constant (typically 1 or 1.7) used in the IRT model.
A character string indicating the convergence status of the item parameter estimation.
The total number of items included in the response data.
Items that contained no response data and were excluded from estimation.
The total number of estimated item parameters.
An integer vector indicating the number of responses used to estimate parameters for each item.
Total computation time (in seconds) for the estimation process.
See est_irt(), est_mg(), and est_item() for more details.
The internal component extracted from an object of class est_irt, est_mg, or est_item,
depending on the input to the x argument.
getirt(est_irt): An object created by the function est_irt().
getirt(est_mg): An object created by the function est_mg().
getirt(est_item): An object created by the function est_item().
Hwanggyu Lim hglim83@gmail.com
est_irt(), est_mg(), est_item()
# Fit a 2PL model to the LSAT6 data
mod.2pl <- est_irt(data = LSAT6, D = 1, model = "2PLM", cats = 2)
# Extract item parameter estimates
(est.par <- getirt(mod.2pl, what = "par.est"))
# Extract standard error estimates
(est.se <- getirt(mod.2pl, what = "se.est"))
# Extract the variance-covariance matrix of item parameter estimates
(cov.mat <- getirt(mod.2pl, what = "covariance"))
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