Bootstrap-Calibrated Interval Estimates for Latent Variable Scores in Item Response Theory
In most item response theory applications, model parameters need to be first calibrated from sample data. Latent variable (LV) scores calculated using estimated parameters are thus subject to sampling error inherited from the calibration stage. In this article, we propose a resampling-based method,...
Saved in:
Published in | Psychometrika Vol. 83; no. 2; pp. 333 - 354 |
---|---|
Main Authors | , |
Format | Journal Article |
Language | English |
Published |
New York
Springer US
01.06.2018
Springer Nature B.V |
Subjects | |
Online Access | Get full text |
ISSN | 0033-3123 1860-0980 1860-0980 |
DOI | 10.1007/s11336-017-9582-9 |
Cover
Loading…
Summary: | In most item response theory applications, model parameters need to be first calibrated from sample data. Latent variable (LV) scores calculated using estimated parameters are thus subject to sampling error inherited from the calibration stage. In this article, we propose a resampling-based method, namely bootstrap calibration (BC), to reduce the impact of the carryover sampling error on the interval estimates of LV scores. BC modifies the quantile of the plug-in posterior, i.e., the posterior distribution of the LV evaluated at the estimated model parameters, to better match the corresponding quantile of the true posterior, i.e., the posterior distribution evaluated at the true model parameters, over repeated sampling of calibration data. Furthermore, to achieve better coverage of the fixed true LV score, we explore the use of BC in conjunction with Jeffreys’ prior. We investigate the finite-sample performance of BC via Monte Carlo simulations and apply it to two empirical data examples. |
---|---|
Bibliography: | ObjectType-Article-1 SourceType-Scholarly Journals-1 ObjectType-Feature-2 content type line 14 content type line 23 |
ISSN: | 0033-3123 1860-0980 1860-0980 |
DOI: | 10.1007/s11336-017-9582-9 |