NAG Library Function Document
nag_binary_factor (g11sac)
1
Purpose
nag_binary_factor (g11sac) fits a latent variable model (with a single factor) to data consisting of a set of measurements on individuals in the form of binary-valued sequences (generally referred to as score patterns). Various measures of goodness-of-fit are calculated along with the factor (theta) scores.
2
Specification
#include <nag.h> |
#include <nagg11.h> |
void |
nag_binary_factor (Nag_OrderType order,
Integer p,
Integer n,
Nag_Boolean gprob,
Integer ns,
Nag_Boolean x[],
Integer pdx,
Integer irl[],
double a[],
double c[],
Integer iprint,
const char *outfile,
double cgetol,
Integer maxit,
Nag_Boolean chisqr,
Integer *niter,
double alpha[],
double pigam[],
double cm[],
Integer pdcm,
double g[],
double expp[],
Integer pde,
double obs[],
double exf[],
double y[],
Integer iob[],
double *rlogl,
double *chi,
Integer *idf,
double *siglev,
NagError *fail) |
|
3
Description
Given a set of
dichotomous variables
, where
denotes vector or matrix transpose, the objective is to investigate whether the association between them can be adequately explained by a latent variable model of the form (see
Bartholomew (1980) and
Bartholomew (1987))
The
are called item responses and take the value
or
.
denotes the latent variable assumed to have a standard Normal distribution over a population of individuals to be tested on
items. Call
the item response function: it represents the probability that an individual with latent ability
will produce a positive response
(1) to item
.
and
are item parameters which can assume any real values. The set of parameters,
, for
, being coefficients of the unobserved variable
, can be interpreted as ‘factor loadings’.
is a function selected by you as either
or logit, mapping the interval
onto the whole real line. Data from a random sample of
individuals takes the form of the matrices
and
defined below:
where
denotes the
th score pattern in the sample,
the frequency with which
occurs and
the number of different score patterns observed. (Thus
). It can be shown that the log-likelihood function is proportional to
where
(
being the probability density function of a standard Normal random variable).
denotes the unconditional probability of observing score pattern
. The integral in
(2) is approximated using Gauss–Hermite quadrature. If we take
in
(1) and reparameterise as follows,
then
(1) reduces to the logit model (see
Bartholomew (1980))
If we take
(where
is the cumulative distribution function of a standard Normal random variable) and reparameterise as follows,
then
(1) reduces to the probit model (see
Bock and Aitkin (1981))
An E-M algorithm (see
Bock and Aitkin (1981)) is used to maximize the log-likelihood function. The number of quadrature points used is set initially to
and once convergence is attained increased to
.
The theta score of an individual responding in score pattern is computed as the posterior mean, i.e., . For the logit model the component score is also calculated. (Note that in calculating the theta scores and measures of goodness-of-fit nag_binary_factor (g11sac) automatically reverses the coding on item if ; it is assumed in the model that a response at the one level is showing a higher measure of latent ability than a response at the zero level.)
The frequency distribution of score patterns is required as input data. If your data is in the form of individual score patterns (uncounted), then
nag_binary_factor_service (g11sbc) may be used to calculate the frequency distribution.
4
References
Bartholomew D J (1980) Factor analysis for categorical data (with Discussion) J. Roy. Statist. Soc. Ser. B 42 293–321
Bartholomew D J (1987) Latent Variable Models and Factor Analysis Griffin
Bock R D and Aitkin M (1981) Marginal maximum likelihood estimation of item parameters: Application of an E-M algorithm Psychometrika 46 443–459
5
Arguments
- 1:
– Nag_OrderTypeInput
-
On entry: the
order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by
. See
Section 3.3.1.3 in How to Use the NAG Library and its Documentation for a more detailed explanation of the use of this argument.
Constraint:
or .
- 2:
– IntegerInput
-
On entry: , the number of dichotomous variables.
Constraint:
.
- 3:
– IntegerInput
-
On entry: , the number of individuals in the sample.
Constraint:
.
- 4:
– Nag_BooleanInput
-
On entry: must be set equal to Nag_TRUE if and Nag_FALSE if .
- 5:
– IntegerInput
-
On entry:
ns must be set equal to the number of different score patterns in the sample,
.
Constraint:
.
- 6:
– Nag_BooleanInput/Output
-
Note: the dimension,
dim, of the array
x
must be at least
- when ;
- when .
Where
appears in this document, it refers to the array element
- when ;
- when .
On entry: the first
rows of
x must contain the
different score patterns. The
th row of
x must contain the
th score pattern with
set equal to Nag_TRUE if
and Nag_FALSE if
. All rows of
x must be distinct.
On exit: given a valid parameter set then the first
rows of
x still contain the
different score patterns. However, the following points should be noted:
(i) |
If the estimated factor loading for the th item is negative then that item is re-coded, i.e., s and s (or Nag_TRUE and Nag_FALSE) in the th column of x are interchanged. |
(ii) |
The rows of x will be reordered so that the theta scores corresponding to rows of x are in increasing order of magnitude. |
- 7:
– IntegerInput
-
On entry: the stride separating row or column elements (depending on the value of
order) in the array
x.
Constraints:
- if ,
;
- if , .
- 8:
– IntegerInput/Output
-
On entry: the
th component of
irl must be set equal to the frequency with which the
th row of
x occurs.
Constraints:
- , for ;
- .
On exit: given a valid parameter set then the first
components of
irl are reordered as are the rows of
x.
- 9:
– doubleInput/Output
-
On entry: must be set equal to an initial estimate of . In order to avoid divergence problems with the E-M algorithm you are strongly advised to set all the to .
On exit:
contains the latest estimate of
, for
. (Because of possible recoding all elements of
a will be positive.)
- 10:
– doubleInput/Output
-
On entry: must be set equal to an initial estimate of . In order to avoid divergence problems with the E-M algorithm you are strongly advised to set all the to .
On exit: contains the latest estimate of , for .
- 11:
– IntegerInput
-
On entry: the frequency with which the maximum likelihood search function is to be monitored.
- The search is monitored once every iprint iterations, and when the number of quadrature points is increased, and again at the final solution point.
- The search is monitored once at the final point.
- The search is not monitored at all.
iprint should normally be set to a small positive number.
Suggested value:
.
- 12:
– const char *Input
-
On entry: the name of a file to which diagnostic output will be directed. If
outfile is
NULL the diagnostic output will be directed to standard output.
- 13:
– doubleInput
-
On entry: the accuracy to which the solution is required.
If
cgetol is set to
and on exit
NE_NOERROR or
NE_ZERO_DF, then all elements of the gradient vector will be smaller than
in absolute value. For most practical purposes the value
should suffice. You should be wary of setting
cgetol too small since the convergence criterion may then have become too strict for the machine to handle.
If
cgetol has been set to a value which is less than the square root of the
machine precision,
, then
nag_binary_factor (g11sac) will use the value
instead.
- 14:
– IntegerInput
-
On entry: the maximum number of iterations to be made in the maximum likelihood search. There will be an error exit (see
Section 6) if the search function has not converged in
maxit iterations.
Suggested value:
.
Constraint:
.
- 15:
– Nag_BooleanInput
-
On entry: if
chisqr is set equal to Nag_TRUE, a likelihood ratio statistic will be calculated (see
chi).
If
chisqr is set equal to Nag_FALSE, no such statistic will be calculated.
- 16:
– Integer *Output
-
On exit: given a valid parameter set then
niter contains the number of iterations performed by the maximum likelihood search function.
- 17:
– doubleOutput
-
On exit: given a valid parameter set then
contains the latest estimate of
. (Because of possible recoding all elements of
alpha will be positive.)
- 18:
– doubleOutput
-
On exit: given a valid parameter set then contains the latest estimate of either if (logit model) or if (probit model).
- 19:
– doubleOutput
-
Note: the dimension,
dim, of the array
cm
must be at least
.
Where
appears in this document, it refers to the array element
- if , ;
- if , .
On exit: given a valid parameter set then the strict lower triangle of
cm contains the correlation matrix of the parameter estimates held in
alpha and
pigam on exit. The diagonal elements of
cm contain the standard errors. Thus:
| = | standard error |
| = | standard error |
| = | correlation , |
for
;
| = | correlation |
| = | correlation |
| = | correlation |
| = | correlation , |
for
.
If the second derivative matrix cannot be computed then all the elements of
cm are returned as zero.
- 20:
– IntegerInput
On entry: the stride separating row or column elements (depending on the value of
order) of the matrix
in the array
cm.
Constraint:
.
- 21:
– doubleOutput
-
On exit: given a valid parameter set then
g contains the estimated gradient vector corresponding to the final point held in the arrays
alpha and
pigam.
contains the derivative of the log-likelihood with respect to
, for
.
contains the derivative of the log-likelihood with respect to
, for
.
- 22:
– doubleOutput
-
Note: the dimension,
dim, of the array
expp
must be at least
.
Where
appears in this document, it refers to the array element
- if , ;
- if , .
On exit: given a valid parameter set then
contains the expected percentage of individuals in the sample who respond positively to items
and
(
), corresponding to the final point held in the arrays
alpha and
pigam.
- 23:
– IntegerInput
On entry: the stride separating row or column elements (depending on the value of
order) of the matrix
in the array
expp.
Constraint:
.
- 24:
– doubleOutput
-
Note: the dimension,
dim, of the array
obs
must be at least
.
Where
appears in this document, it refers to the array element
- if , ;
- if , .
On exit: given a valid parameter set then contains the observed percentage of individuals in the sample who responded positively to items and ().
- 25:
– doubleOutput
-
On exit: given a valid parameter set then
contains the expected frequency of the
th score pattern (
th row of
x), corresponding to the final point held in the arrays
alpha and
pigam.
- 26:
– doubleOutput
-
On exit: given a valid parameter set then
contains the estimated theta score corresponding to the
th row of
x, for the final point held in the arrays
alpha and
pigam.
- 27:
– IntegerOutput
-
On exit: given a valid parameter set then
contains the number of items in the
th row of
x for which the response was positive (Nag_TRUE).
- 28:
– double *Output
-
On exit: given a valid parameter set then
rlogl contains the value of the log-likelihood kernel corresponding to the final point held in the arrays
alpha and
pigam, namely
- 29:
– double *Output
-
On exit: if
chisqr was set equal to Nag_TRUE on entry, then given a valid parameter set,
chi will contain the value of the likelihood ratio statistic corresponding to the final parameter estimates held in the arrays
alpha and
pigam, namely
The summation is over those elements of
irl which are positive. If
is less than
, then adjacent score patterns are pooled (the score patterns in
x being first put in order of increasing theta score).
If
chisqr has been set equal to Nag_FALSE, then
chi is not used.
- 30:
– Integer *Output
-
On exit: if
chisqr was set equal to Nag_TRUE on entry, then given a valid parameter set,
idf will contain the degrees of freedom associated with the likelihood ratio statistic,
chi.
| if ; |
| if , |
where
denotes the number of terms summed to calculate
chi (
only if there is no pooling).
If
chisqr has been set equal to Nag_FALSE,
idf is not used.
- 31:
– double *Output
-
On exit: if
chisqr was set equal to Nag_TRUE on entry, then given a valid parameter set,
siglev will contain the significance level of
chi based on
idf degrees of freedom. If
idf is zero or negative then
siglev is set to zero.
If
chisqr was set equal to Nag_FALSE,
siglev is not used.
- 32:
– NagError *Input/Output
-
The NAG error argument (see
Section 3.7 in How to Use the NAG Library and its Documentation).
6
Error Indicators and Warnings
- NE_ALLOC_FAIL
-
Dynamic memory allocation failed.
See
Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.
- NE_BAD_PARAM
-
On entry, argument had an illegal value.
- NE_INT
-
On entry, .
Constraint: .
On entry, .
Constraint: .
On entry, .
Constraint: .
On entry, .
Constraint: .
On entry, .
Constraint: .
On entry, .
Constraint: .
- NE_INT_2
-
On entry, and .
Constraint: .
On entry, and .
Constraint: .
On entry, and .
Constraint: .
On entry, and .
Constraint: .
On entry, and .
Constraint: .
On entry, and .
Constraint: .
On entry, and .
Constraint:
On entry, and .
Constraint: .
On entry, and .
Constraint: .
On entry, rows
and
of
x are identical:
and
.
- NE_INT_3
-
On entry, , and .
Constraint: .
- NE_INTERNAL_ERROR
-
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact
NAG for assistance.
See
Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.
- NE_MAT_INV
-
Failure to invert Hessian matrix and
maxit iterations made:
.
Failure to invert Hessian matrix plus Heywood case encountered.
- NE_NO_LICENCE
-
Your licence key may have expired or may not have been installed correctly.
See
Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.
- NE_NOT_CLOSE_FILE
-
Cannot close file .
- NE_NOT_WRITE_FILE
-
Cannot open file for writing.
- NE_REAL_ARRAY_ELEM_CONS
-
One of the elements of a has exceeded in absolute value (Heywood case).
- NE_RESPONSE_LEVEL
-
For at least one of the
p items the responses are all at the same level.
- NE_TOO_MANY_ITER
-
maxit iterations have been performed:
.
- NE_ZERO_DF
-
Chi-squared statistic has
idf degrees of freedom:
.
7
Accuracy
On exit from
nag_binary_factor (g11sac) if
NE_NOERROR or
NE_ZERO_DF then the following condition will be satisfied:
If
NE_MAT_INV or
NE_TOO_MANY_ITER on exit (i.e.,
maxit iterations have been performed but the above condition does not hold), then the elements in
a,
c,
alpha and
pigam may still be good approximations to the maximum likelihood estimates. You are advised to inspect the elements of
g to see whether this is confirmed.
8
Parallelism and Performance
nag_binary_factor (g11sac) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
nag_binary_factor (g11sac) makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the
x06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the
Users' Note for your implementation for any additional implementation-specific information.
The number of iterations required in the maximum likelihood search depends upon the number of observed variables, , and the distance of the starting point you supplied from the solution. The number of multiplications and divisions performed in an iteration is proportional to .
You are strongly advised to use the recommended starting values for the elements of
a and
c. Divergence may result from values you supplied even if they are very close to the solution. Divergence may also occur when an item has nearly all its responses at one level.
As in normal factor analysis, Heywood cases can often occur, particularly when
is small and
not very big. To overcome this difficulty the maximum likelihood search function is terminated when the absolute value of one of the
exceeds
.
You have the option of deciding whether to exit from
nag_binary_factor (g11sac) (by setting
on entry) or to permit
nag_binary_factor (g11sac) to proceed onwards as if it had exited normally from the maximum likelihood search function (see
or Nag_FALSE on entry).
The elements in
a,
c,
alpha and
pigam may still be good approximations to the maximum likelihood estimates. You are advised to inspect the elements
g to see whether this is confirmed.
When is not very large compared to a goodness-of-fit statistic should not be calculated as many of the expected frequencies will then be less than .
The observed and expected
percentages of sample members responding to individual and pairs of items held in the arrays
obs and
expp on exit can be converted to observed and expected
numbers by multiplying all elements of these two arrays by
.
10
Example
A program to fit the logit latent variable model to the following data:
Index |
Score Pattern |
Observed Frequency |
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Total |
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10.1
Program Text
Program Text (g11sace.c)
10.2
Program Data
Program Data (g11sace.d)
10.3
Program Results
Program Results (g11sace.r)