Professional Documents
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Models
and the R
Reinhold Hatzinger
Institute for Statistics and Mathematics
WU Vienna
Munich 2010
Intro
What is eRm?
eRm short for extended
is an R package
Rasch modelling
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Intro
described as a
a latent trait
can be
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Probability
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1.0
stimulus
Latent Dimension
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I1
P1
P2
P3
P4
si
1
1
1
0
3
I2
0
0
1
1
2
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I3
0
1
0
1
2
I4
0
0
0
1
1
rv
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2
2
3
answer to item
Raw Scores:
i xvi = rv
v xvi = si
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Item 1
Item 2
Item 3
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Probability to Solve
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Several ICCs
Latent Dimension
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P (Xvi = 1 v , i, ) = P (Xvi = 1 v , i)
suciency
all informaraw
tion on ability, regardless which items have been solved
conditional independence
for xed
Xvi Xvj v , i, j
monotonicity for
response
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Parameter Estimation
Item Parameter Estimation
nr
exp(r)
exp( isi)
Lm =
dG()
r
k (1 + exp( i))
i
i=1
rv
r xr
are
MML vs CML
MML Advantages:
gives also estimates for persons with rv = 0 or
when research aims at person distribution
allows estimation of additional parameters
(2PL, 3PL models)
faster with large k
rv = k
CML Advantages:
when RM is used as measurement model (scale construction)
MML parameters can be biased if G() incorrectly specied
CML closer to concept of person-free assessment
allows for specic objectivity
several goodness-of-t tests not available with MML
distributional properties of CML and MML estimates are the
same asymtotically
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eRm
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eRm
Fitting the RM
> rm.res <- RM(data)
> rm.res
Results of RM estimation:
Call: RM(X = data)
Conditional log-likelihood: -156.3100
Number of iterations: 12
Number of parameters: 4
Basic Parameters eta:
eta 1
eta 2
eta 3
eta 4
Estimate 0.4292685 -1.1743542 -0.1496732 0.02667262
Std.Err 0.1945618 0.2243309 0.1918824 0.19118379
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eRm
> summary(rm.res)
Results of RM estimation:
Call: RM(X = data)
Conditional log-likelihood: -156.3100
Number of iterations: 12
Number of parameters: 4
Basic Parameters (eta) with 0.95 CI:
Estimate Std. Error lower CI upper CI
eta 1
0.429
0.195
0.048
0.811
eta 2
-1.174
0.224
-1.614
-0.735
eta 3
-0.150
0.192
-0.526
0.226
eta 4
0.027
0.191
-0.348
0.401
Item Easiness Parameters (beta) with 0.95 CI:
Estimate Std. Error lower CI upper CI
beta I1
0.868
0.206
0.464
1.272
beta I2
0.429
0.195
0.048
0.811
beta I3
-1.174
0.224
-1.614 -0.735
beta I4
-0.150
0.192
-0.526
0.226
beta I5
0.027
0.191
-0.348
0.401
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eRm
Extracting Information
the item parameter estimates
> coef(rm.res)
eta 1
eta 2
eta 3
eta 4
0.42926853 -1.17435425 -0.14967319 0.02667262
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[,2]
-0.01255417
0.05032436
-0.01171606
-0.01178009
[,3]
-0.008073628
-0.011716057
0.036818867
-0.007484464
[,4]
-0.007959444
-0.011780088
-0.007484464
0.036551241
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eRm
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eRm
Plot ICCs
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Item 1
Item 2
Item 3
Item 4
Item 5
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Probability to Solve
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Latent Dimension
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eRm
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Probability to Solve
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> plotI(rm.res, i = 3)
Latent Dimension
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eRm
Plot ICCs
> plotICC(rm.res, item.subset = 1:4, ask = F, empICC = list("raw"),
+
empCI = list(lty = "solid"))
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q
q
q
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0.8
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0.0
Probability to Solve
q
q
0.0
Probability to Solve
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Latent Dimension
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q
q
q
q
q
q
0.0
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Probability to Solve
Latent Dimension
Latent Dimension
Latent Dimension
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eRm
I1
q
I1
I2
ttx
I2
I3
q
I3
I4
q
I4
I5
q
I5
Latent Dimension
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eRm
Estimate
-2.6310979
-1.5189967
-0.4615091
0.4374933
1.5217580
2.6659917
Std.Error
NA
1.1498599
0.9565426
0.9636302
1.1669396
NA
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eRm
97.5 %
0.7346872
2.3261739
2.3261739
1.4132799
2.3261739
1.4132799
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eRm
1
0
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Andersen LR test
Wald-type test
nonparametric tests
item/person t indices
graphical procedures
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Lc
r = 1, . . . , J 1
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(r)
Lc = Lc
r
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Lc
(r)
r Lc
Z = 2 ln
= 1,
is asymptotically
2-distributed
with
df = (J 2)(J 1)
(1)
(2)
(1) (2)
Sj = (j j )/ + N (0, 1)
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Person/Item Fit
e2
1
vi
Example: Outt MSQ for items: ui =
n v vi(1 vi)
test statistics, e.g., nu2, are 2 with corresponding df
i
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Graphical Procedure
underlying idea again subgroup homogeneity, plot
(1)
vs
(2)
I3
I4
I1
I5
I2
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eRm
Wald Test:
> Waldtest(rm.res)
Wald test on item level (z-values):
beta
beta
beta
beta
beta
I1
I2
I3
I4
I5
z-statistic p-value
-0.832
0.405
-0.352
0.725
0.428
0.668
1.300
0.194
-0.411
0.681
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eRm
Nonparametric Tests
> t11 <- NPtest(data, method = "T11")
> t11
Nonparametric RM model test: T11 (global test - local dependence)
(sum of deviations between observed and expected inter-item correlations)
Number of sampled matrices: 500
one-sided p-value: 0.934
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eRm
Graphical Procedure
> plotGOF(lrt, conf = list())
I3
q
q
I4
q I5
I2
q
q
q
q
I1
q
q
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eRm
Polytomous Models
Partial Credit Modell (PCM)
exp[h(v + i) + hi]
P (Xvi = h) = mi
l=0 exp[l(v + i) + li]
h . . . response categories (h = 0, . . . , mi)
mi . . . number of response categories may
hi . . . category parameter
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eRm
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Category 0
Category 1
Category 2
Category 3
0.0
1.0
Latent Dimension
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eRm
PCM
Person
Parameter
Distribution
Person
Parameter
Distribution
QA20_1
q
q
ttx
q
q
q
q
QA20_3
q
q
q
q
q
q
Latent Dimension
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q q
q
q
qq qq
QA20_5
QA20_4
QA20_6
2 34
QA20_6
QA20_5
2 3
QA20_2
QA20_4
q q
q
ttx
QA20_3
QA20_2
QA20_1
Latent Dimension
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eRm
R commands
main functions concerning t of polytomous models:
PCM(data) ts the PCM and generates object of class Rm
RSM(data) ts the RSM and generates object of class Rm
thresholds(rmobj) displays the itemparameter estimates as
thresholds
all other functions are the same as previously presented
(except for plotjointICC())
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eRm Summary
eRm Summary
core of eRm is the Linear Partial Credit Model (LPCM):
P (Xvi = h) =
where the
ih's
exp(hv + ih)
mi
l=0 exp(lv + ih)
mi
ih = wihpp
p
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eRm Summary
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eRm Summary
eRm Features
Scope:
Scale Analysis (measurement models)
Modelling latent change (statistical models)
uni- and multidimensional (LLRA)
Models:
RM, RSM, PCM, LLTM, LRSM, LPCM, (LLRA)
Treatment of missing values (MCAR)
Dierent constraints for parameter estimation
Design matrix (default / user dened)
Estimation:
Itemparameters, `basic'- and eect parameters,
threshold parameters (all using CML)
Personparameters (JML)
Covariance matrices (condence intervals)
Support for stepwise item selection
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eRm Summary
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eRm Summary
Further Infos:
R Forge:
http://r-forge.r-project.org/
Development platform
latest releases downloads
Discusssion and help forum
Project homepage http://erm.r-forge.r-project.org/
Publications:
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