unidimTest {ltm} | R Documentation |
Unidimensionality Check using Modified Parallel Analysis
Description
An empirical check for the unidimensionality assumption for ltm
, rasch
and tpm
models.
Usage
unidimTest(object, data, thetas, IRT = TRUE, z.vals = NULL,
B = 100, ...)
Arguments
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 |
Details
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:
- Step 1:
If
object
is supplied, then simulate new ability estimates, sayz^*
, 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 thez.vals
argument is ignored). Ifobject
is not supplied and thez.vals
argument has been specified, then setz^* =
z.vals
. Finally, ifobject
is not supplied and thez.vals
argument has not been specified, then simulatez^*
from a standard normal distribution.- Step 2:
Simulate a new data-set of dichotomous responses, using
z^*
, and parameters the estimated parameters extracted fromobject
(if it is supplied) or the parameters given in thethetas
argument.- Step 3:
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 \left(1 + \sum_{b = 1}^B I(T_b \geq T_{obs})\right) /
(1 + B)
, where I(.)
denotes the indicator function, and
T_b
denotes the value of the statistic in the b
th data-set.
Value
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 |
call |
a copy of the matched call of |
Note
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)
.
Author(s)
Dimitris Rizopoulos d.rizopoulos@erasmusmc.nl
References
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.
See Also
Examples
## 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)