We present a semi-parametric approach to estimating item response functions (IRF) useful when the true IRF does not strictly follow commonly used functions. Our approach replaces the linear predictor of the generalized partial credit model with a monotonic polynomial. The model includes the regular generalized partial credit model at the lowest…

In Ramsay curve item response theory (RC-IRT) modeling, the shape of the latent trait distribution is estimated simultaneously with the item parameters. In its original implementation, RC-IRT is estimated via Bock and Aitkin's EM algorithm, which yields maximum marginal likelihood estimates. This method, however, does not produce the…

It is a well-known problem in testing the fit of models to multinomial data that the full underlying contingency table will inevitably be sparse for tests of reasonable length and for realistic sample sizes. Under such conditions, full-information test statistics such as Pearson's X[superscript 2] and the likelihood ratio statistic G[superscript…

Despite the growing popularity of diagnostic classification models (e.g., Rupp, Templin, & Henson, 2010) in educational and psychological measurement, methods for testing their absolute goodness-of-fit to real data remain relatively underdeveloped. For tests of reasonable length and for realistic sample size, full-information test statistics…

In Ramsay curve item response theory (RC-IRT, Woods & Thissen, 2006) modeling, the shape of the latent trait distribution is estimated simultaneously with the item parameters. In its original implementation, RC-IRT is estimated via Bock and Aitkin's (1981) EM algorithm, which yields maximum marginal likelihood estimates. This method, however,…

We propose a new limited-information goodness of fit test statistic C[subscript 2] for ordinal IRT models. The construction of the new statistic lies formally between the M[subscript 2] statistic of Maydeu-Olivares and Joe (2006), which utilizes first and second order marginal probabilities, and the M*[subscript 2] statistic of Cai and Hansen…

For comparing nested covariance structure models, the standard procedure is the likelihood ratio test of the difference in fit, where the null hypothesis is that the models fit identically in the population. A procedure for determining statistical power of this test is presented where effect size is based on a specified difference in overall fit…