Large sample theory states the asymptotic normality of the maximum likelihood estimator of the person parameter in the two parameter logistic (2PL) model. In short tests, however, the assumption of normality can be grossly wrong. As a consequence, intended coverage rates may be exceeded and confidence intervals are revealed to be overly conservative. Methods belonging to the higher-order-theory, more specifically saddlepoint approximations, are a convenient way to deal with small-sample problems. Confidence bounds obtained by these means hold the approximate confidence level for a broad range of the person parameter. Moreover, an approximation to the exact distribution permits to compute median unbiased estimates (MUE) that are as likely to overestimate as to underestimate the true person parameter. Additionally, in small samples, these MUE are less mean-biased than the often-used maximum likelihood estimator.

Cognitive diagnostic models (CDMs) are a popular family of discrete latent variable models that model students’ mastery or deficiency of multiple fine-grained skills. CDMs have been most widely used to model categorical item response data such as binary or polytomous responses. With advances in technology and the emergence of varying test formats in modern educational assessments, new response types, including continuous responses such as response times, and count-valued responses from tests with repetitive tasks or eye-tracking sensors, have also become available. Variants of CDMs have been proposed recently for modeling such responses. However, whether these extended CDMs are identifiable and estimable is entirely unknown. We propose a very general cognitive diagnostic modeling framework for arbitrary types of multivariate responses with minimal assumptions, and establish identifiability in this general setting. Surprisingly, we prove that our general-response CDMs are identifiable under $\mathbf{Q}$\documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$${\textbf{Q}}$$\end{document}-matrix-based conditions similar to those for traditional categorical-response CDMs. Our conclusions set up a new paradigm of identifiable general-response CDMs. We propose an EM algorithm to efficiently estimate a broad class of exponential family-based general-response CDMs. We conduct simulation studies under various response types. The simulation results not only corroborate our identifiability theory, but also demonstrate the superior empirical performance of our estimation algorithms. We illustrate our methodology by applying it to a TIMSS 2019 response time dataset.

This paper discusses two forms of separability of item and person parameters in the context of response time (RT) models. The first is “separate sufficiency”: the existence of sufficient statistics for the item (person) parameters that do not depend on the person (item) parameters. The second is “ranking independence”: the likelihood of the item (person) ranking with respect to RTs does not depend on the person (item) parameters. For each form a theorem stating sufficient conditions, is proved. The two forms of separability are shown to include several (special cases of) models from psychometric and biometric literature. Ranking independence imposes no restrictions on the general distribution form, but on its parametrization. An estimation procedure based upon ranks and pseudolikelihood theory is discussed, as well as the relation of ranking independence to the concept of double monotonicity.

A necessary and sufficient condition is given in this paper for the existence and uniqueness of the maximum likelihood (the so-called joint maximum likelihood) estimate of the parameters of the Partial Credit Model. This condition is stated in terms of a structural property of the pattern of the data matrix that can be easily verified on the basis of a simple iterative procedure. The result is proved by using an argument of Haberman (1977).

Finite sample inference procedures are considered for analyzing the observed scores on a multiple choice test with several items, where, for example, the items are dissimilar, or the item responses are correlated. A discrete p-parameter exponential family model leads to a generalized linear model framework and, in a special case, a convenient regression of true score upon observed score. Techniques based upon the likelihood function, Akaike's information criteria (AIC), an approximate Bayesian marginalization procedure based on conditional maximization (BCM), and simulations for exact posterior densities (importance sampling) are used to facilitate finite sample investigations of the average true score, individual true scores, and various probabilities of interest. A simulation study suggests that, when the examinees come from two different populations, the exponential family can adequately generalize Duncan's beta-binomial model. Extensions to regression models, the classical test theory model, and empirical Bayes estimation problems are mentioned. The Duncan, Keats, and Matsumura data sets are used to illustrate potential advantages and flexibility of the exponential family model, and the BCM technique.

Generalized bilinear models are presented for the statistical analysis of two-way arrays. These models combine bilinear models and generalized linear modeling, and yield a family of models that includes many existing models, as well as suggest other potentially useful ones. This approach both unifies and extends models for two-way arrays, including the ability to treat response and explanatory variables differently in the models, and the incorporation of external information about the variables directly into the analysis. A unifying framework for the generalized bilinear models is provided by considering four particular cases which have been proposed and used in the existing statistical literature. A three-step procedure is proposed to analyze data sets by generalized bilinear models. Two data sets of different nature are analyzed.

In educational and psychological measurement when short test forms are used, the asymptotic normality of the maximum likelihood estimator of the person parameter of item response models does not hold. As a result, hypothesis tests or confidence intervals of the person parameter based on the normal distribution are likely to be problematic. Inferences based on the exact distribution, on the other hand, do not suffer from this limitation. However, the computation involved for the exact distribution approach is often prohibitively expensive. In this paper, we propose a general framework for constructing hypothesis tests and confidence intervals for IRT models within the exponential family based on exact distribution. In addition, an efficient branch and bound algorithm for calculating the exact p value is introduced. The type-I error rate and statistical power of the proposed exact test as well as the coverage rate and the lengths of the associated confidence interval are examined through a simulation. We also demonstrate its practical use by analyzing three real data sets.

Measurement invariance (lack of bias) of a manifest variable Y with respect to a latent variable W is defined as invariance of the conditional distribution of Y given W over selected subpopulations. Invariance is commonly assessed by studying subpopulation differences in the conditional distribution of Y given a manifest variable Z, chosen to substitute for W. A unified treatment of conditions that may allow the detection of measurement bias using statistical procedures involving only observed or manifest variables is presented. Theorems are provided that give conditions for measurement invariance, and for invariance of the conditional distribution of Y given Z. Additional theorems and examples explore the Bayes sufficiency of Z, stochastic ordering in W, local independence of Y and Z, exponential families, and the reliability of Z. It is shown that when Bayes sufficiency of Z fails, the two forms of invariance will often not be equivalent in practice. Bayes sufficiency holds under Rasch model assumptions, and in long tests under certain conditions. It is concluded that bias detection procedures that rely strictly on observed variables are not in general diagnostic of measurement bias, or the lack of bias.

We study a flexible class of finite-disc process models with interaction between the discs. We let 𝒰 denote the random set given by the union of discs, and use for the disc process an exponential family density with the canonical sufficient statistic depending only on geometric properties of 𝒰 such as the area, perimeter, Euler-Poincaré characteristic, and the number of holes. This includes the quermass-interaction process and the continuum random-cluster model as special cases. Viewing our model as a connected component Markov point process, and thereby establishing local and spatial Markov properties, becomes useful for handling the problem of edge effects when only 𝒰 is observed within a bounded observation window. The power tessellation and its dual graph become major tools when establishing inclusion-exclusion formulae, formulae for computing geometric characteristics of 𝒰, and stability properties of the underlying disc process density. Algorithms for constructing the power tessellation of 𝒰 and for simulating the disc process are discussed, and the software is made public available.

The distribution theory for reward functions on semi-Markov processes has been of interest since the early 1960s. The relevant asymptotic distribution theory has been satisfactorily developed. On the other hand, it has been noticed that it is difficult to find exact distribution results which lead to the effective computation of such distributions. Note that there is no satisfactory exact distribution result for rewards accumulated over deterministic time intervals [0, t], even in the special case of continuous-time Markov chains. The present paper provides neat general results which lead to explicit closed-form expressions for the relevant Laplace transforms of general reward functions on semi-Markov and Markov additive processes.

We study exponential families within the class of counting processes and show that a mixed Poisson process belongs to an exponential family if and only if it is either a Poisson process or has a gamma structure distribution. This property can be expressed via exponential martingales.

A method is provided for numerical evaluation, with any given accuracy, of the probability that at least p% of the genetic material from an individual's chromosomal segment survives to the next generation. Relevant MAPLE® V codes, for automated implementation of such evaluation, are also provided. The genomic continuum model, with Haldane's model for the crossover process, is assumed.

We consider the problem of claims reserving and estimating run-off triangles. We generalize the gamma cell distributions model which leads to Tweedie's compound Poisson model. Choosing a suitable parametrization, we estimate the parameters of our model within the framework of generalized linear models (see Jørgensen-de Souza [2] and Smyth-Jørgensen [8]). We show that these methods lead to reasonable estimates of the outstanding loss liabilities.

General and unifying approaches are discussed for computing fundamental characteristics of both continuous-time and discrete-time birth-death processes. In particular, an exponential family framework is used to derive explicit expressions, in terms of continued fractions, for joint generating functions of first-passage times and a whole collection of associated random quantities, and a random sum representation is used to obtain formulae for means, variances and covariances of stopped reward functions defined on a birth-death process.

A unifying technology is introduced for finding explicit closed form expressions for joint moment generating functions of various random quantities associated with some waiting time problems. Sooner and later waiting times are covered for general discrete- and continuous-time models. The models are either Markov chains or semi-Markov processes with a finite number of states. Waiting times associated with generalized phase-type distributions, that are of interest in survival analysis and other areas, are also covered.