The deviance information criterion (DIC) is widely used to select the parsimonious, well-fitting model. We examined how priors impact model complexity (pD) and the DIC for Bayesian CFA. Study 1 compared the empirical distributions of pD and DIC under multivariate (i.e., inverse Wishart) and separation strategy (SS) priors. The former treats the…

Deciding which random effects to retain is a central decision in mixed effect models. Recent recommendations advise a maximal structure whereby all theoretically relevant random effects are retained. Nonetheless, including many random effects often leads to nonpositive definiteness. A typical remedy is to simplify the random effect structure by…

Data from student learning provide learning curves that, ideally, demonstrate improvement in student performance over time. Existing data mining methods can leverage these data to characterize and improve the domain models that support a learning environment, and these methods have been validated both with already-collected data, and in…

Rubin and Thayer ("Psychometrika," 47:69-76, 1982) proposed the EM algorithm for exploratory and confirmatory maximum likelihood factor analysis. In this paper, we prove the following fact: the EM algorithm always gives a proper solution with positive unique variances and factor correlations with absolute values that do not exceed one,…

In large-scale educational surveys, a latent regression model is used to compensate for the shortage of cognitive information. Conventionally, the covariates in the latent regression model are principal components extracted from background data. This operational method has several important disadvantages, such as the handling of missing data and…

Researchers often argue that the structural models of the constructs they study are relevant to clinicians. Unfortunately, few clinicians are able to translate the mathematically precise relationships between latent constructs and observed scores into information that can be usefully applied to individuals. Typically this means that when a new…

This article presents a state-space modeling (SSM) technique for fitting process factor analysis models directly to raw data. The Kalman smoother via the expectation-maximization algorithm to obtain maximum likelihood parameter estimates is used. To examine the finite sample properties of the estimates in SSM when common factors are involved, a…

The purpose of this study was to investigate the application of the parallel analysis (PA) method for choosing the number of factors in component analysis for situations in which data are dichotomous or ordinal. Although polychoric correlations are sometimes used as input for component analyses, the random data matrices generated for use in PA…

Normal theory maximum likelihood (ML) is by far the most popular estimation and testing method used in structural equation modeling (SEM), and it is the default in most SEM programs. Even though this approach assumes multivariate normality of the data, its use can be justified on the grounds that it is fairly robust to the violations of the…

In this article the authors develop a model that employs a factor analysis structure at Level 2 of a two-level hierarchical linear model (HLM). The model (HLM2F) imposes a structure on a deficient rank Level 2 covariance matrix [tau], and facilitates estimation of a relatively large [tau] matrix. Maximum likelihood estimators are derived via the…

In traditional factor analysis, the variance-covariance matrix or the correlation matrix has often been a form of inputting data. In contrast, in Bayesian factor analysis, the entire data set is typically required to compute the posterior estimates, such as Bayes factor loadings and Bayes unique variances. We propose a simple method for computing…