Fitting and Testing Conditional Multinormal Partial Credit Models

David Hessen ()

Psychometrika, 2012, vol. 77, issue 4, 693-709

Abstract: A multinormal partial credit model for factor analysis of polytomously scored items with ordered response categories is derived using an extension of the Dutch Identity (Holland in Psychometrika 55:5–18, 1990 ). In the model, latent variables are assumed to have a multivariate normal distribution conditional on unweighted sums of item scores, which are sufficient statistics. Attention is paid to maximum likelihood estimation of item parameters, multivariate moments of latent variables, and person parameters. It is shown that the maximum likelihood estimates can be found without the use of numerical integration techniques. More general models are discussed which can be used for testing the model, and it is shown how models with different numbers of latent variables can be tested against each other. In addition, multi-group extensions are proposed, which can be used for testing both measurement invariance and latent population differences. Models and procedures discussed are demonstrated in an empirical data example. Copyright The Psychometric Society 2012

Keywords: partial credit model; multivariate normal distribution; factor analysis; multi-group model; measurement invariance (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s11336-012-9277-1

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