unidimTest | R Documentation |
An empirical check for the unidimensionality assumption for ltm
, rasch
and tpm
models.
unidimTest(object, data, thetas, IRT = TRUE, z.vals = NULL, B = 100, ...)
object |
a model object inheriting either from class |
data |
a |
thetas |
a numeric |
IRT |
logical, if |
z.vals |
a numeric vector of length equal to the number of rows of |
B |
the number of samples for the Monte Carlo procedure to approximate the distribution of the statistic under the null hypothesis. |
... |
extra arguments to |
This function implements the procedure proposed by Drasgow and Lissak (1983) for examining the latent dimensionality
of dichotomously scored item responses. The statistic used for testing unidimensionality is the second eigenvalue of
the tetrachoric correlations matrix of the dichotomous items. The tetrachoric correlations between are computed
using function polycor()
from package ‘polycor’, and the largest one is taken as communality estimate.
A Monte Carlo procedure is used to approximate the distribution of this statistic under the null hypothesis.
In particular, the following steps are replicated B
times:
If object
is supplied, then simulate new ability estimates, say z^*, from a normal
distribution with mean the ability estimates \hat{z} in the original data-set, and standard deviation
the standard error of \hat{z} (in this case the z.vals
argument is ignored). If object
is not supplied and the z.vals
argument has been specified, then set z^* = z.vals
. Finally,
if object
is not supplied and the z.vals
argument has not been specified, then simulate z^*
from a standard normal distribution.
Simulate a new data-set of dichotomous responses, using z^*, and parameters the estimated
parameters extracted from object
(if it is supplied) or the parameters given in the thetas
argument.
For the new data-set simulated in Step 2, compute the tetrachoric correlations matrix and take the largest correlations as communalities. For this matrix compute the eigenvalues.
Denote by T_{obs} the value of the statistic (i.e., the second eigenvalue) for the original data-set. Then the p-value is approximated according to the formula (1 + sum_{b = 1}^B I(T_b >= T_{obs})) / (1 + B), where I(.) denotes the indicator function, and T_b denotes the value of the statistic in the bth data-set.
An object of class unidimTest
is a list with components,
Tobs |
a numeric vector of the eigenvalues for the observed data-set. |
Tboot |
a numeric matrix of the eigenvalues for each simulated data-set. |
p.value |
the p-value. |
call |
a copy of the matched call of |
For ltm
objects you can also use a likelihood ratio test to check unidimensionality. In particular,
fit0 <- ltm(data ~ z1); fit1 <- ltm(data ~ z1 + z2); anova(fit0, fit1)
.
Dimitris Rizopoulos d.rizopoulos@erasmusmc.nl
Drasgow, F. and Lissak, R. (1983) Modified parallel analysis: a procedure for examining the latent dimensionality of dichotomously scored item responses. Journal of Applied Psychology, 68, 363–373.
descript
## Not run: # Unidimensionality Check for the LSAT data-set # under a Rasch model: out <- unidimTest(rasch(LSAT)) out plot(out, type = "b", pch = 1:2) legend("topright", c("Real Data", "Average Simulated Data"), lty = 1, pch = 1:2, col = 1:2, bty = "n") ## End(Not run)
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