Liu Yang, Hannig Jan
School of Social Sciences, Humanities and Arts, University of California, Merced, 5200 North Lake Rd, Merced, CA, 95343 , USA.
Department of Statistics and Operations Research, The University of North Carolina at Chapel Hill, Chapel Hill , USA.
Psychometrika. 2016 Jun;81(2):290-324. doi: 10.1007/s11336-015-9492-7. Epub 2016 Jan 14.
Generalized fiducial inference (GFI) has been proposed as an alternative to likelihood-based and Bayesian inference in mainstream statistics. Confidence intervals (CIs) can be constructed from a fiducial distribution on the parameter space in a fashion similar to those used with a Bayesian posterior distribution. However, no prior distribution needs to be specified, which renders GFI more suitable when no a priori information about model parameters is available. In the current paper, we apply GFI to a family of binary logistic item response theory models, which includes the two-parameter logistic (2PL), bifactor and exploratory item factor models as special cases. Asymptotic properties of the resulting fiducial distribution are discussed. Random draws from the fiducial distribution can be obtained by the proposed Markov chain Monte Carlo sampling algorithm. We investigate the finite-sample performance of our fiducial percentile CI and two commonly used Wald-type CIs associated with maximum likelihood (ML) estimation via Monte Carlo simulation. The use of GFI in high-dimensional exploratory item factor analysis was illustrated by the analysis of a set of the Eysenck Personality Questionnaire data.
广义 fiducial 推断(GFI)已被提出,作为主流统计学中基于似然性和贝叶斯推断的替代方法。置信区间(CI)可以根据参数空间上的 fiducial 分布构建,其方式类似于使用贝叶斯后验分布构建置信区间的方式。然而,无需指定先验分布,这使得在没有关于模型参数的先验信息时,GFI 更适用。在本文中,我们将 GFI 应用于一类二元逻辑斯蒂项目反应理论模型,其中包括两参数逻辑斯蒂(2PL)、双因素和探索性项目因素模型作为特殊情况。讨论了所得 fiducial 分布的渐近性质。可以通过所提出的马尔可夫链蒙特卡罗抽样算法从 fiducial 分布中进行随机抽样。我们通过蒙特卡罗模拟研究了我们的 fiducial 百分位数置信区间以及与最大似然(ML)估计相关的两种常用 Wald 型置信区间的有限样本性能。通过对一组艾森克人格问卷数据的分析,说明了 GFI 在高维探索性项目因素分析中的应用。