This article focuses on a family of restricted latent structure models with wide applications in psychological and educational assessment, where the model parameters are restricted via a latent structure matrix to reflect prespecified assumptions on the latent attributes. Such a latent matrix is often provided by experts and assumed to be correct…

When fitting hierarchical regression models, maximum likelihood (ML) estimation has computational (and, for some users, philosophical) advantages compared to full Bayesian inference, but when the number of groups is small, estimates of the covariance matrix (S) of group-level varying coefficients are often degenerate. One can do better, even from…

When fitting hierarchical regression models, maximum likelihood (ML) estimation has computational (and, for some users, philosophical) advantages compared to full Bayesian inference, but when the number of groups is small, estimates of the covariance matrix [sigma] of group-level varying coefficients are often degenerate. One can do better, even…

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 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…

In item response theory (IRT) modeling, the item parameter error covariance matrix plays a critical role in statistical inference procedures. When item parameters are estimated using the EM algorithm, the parameter error covariance matrix is not an automatic by-product of item calibration. Cai proposed the use of Supplemented EM algorithm for…

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…

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…