2/8/12 Estimating a Latent Trait Model b Factor Analsis of Tetrachoric Correlations

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Eimaing a Laen Tai Model b
Faco Anali of Teachoic
Coelaion
Introduction
Estimating threshold parameters
Estimating correlation parameters
The tetrachoric correlation
Factoring the matrix oI tetrachoric correlations
Factoring tetrachoric correlations with SAS
Example
Calculating Iactor scores
Final thoughts
Citation
ReIerences
Inodcion
We consider here estimation oI a fll Gaian latent trait model. "Fully
Gaussian" means that both the latent trait and measurement error are assumed to be
normally distributed. This model, equivalent to what Item Response Theory (IRT)
terms a two-parameter normal (2PN) model with a normally distributed latent trait,
is oIten used in educational testing, social science research, and, increasingly, in
health research. It is also useIul--perhaps one oI the best methods--Ior binary data
Iactor analysis.
For general background on latent trait and IRT models (we use these terms
interchangeably), the two classic texts are Lord and Novick (1968) and LazarsIeld
and Henry (1968; 1968 was a good year!). Heinen (1996) and Hulin, Drasgow
and Parsons (1983) are also good sources. For background on Gaussian latent trait
models see Bock and Aitkin (1981), Bock and Lieberman (1970), and Bock,
Gibbons and Muraki (1988)--the last reIerence is less technical. For interesting
discussion oI newer, Bayesian methods Ior estimating IRT models, see Johnson and
Albert (1999).
The best way to estimate the Iully Gaussian latent trait model, a method developed
by Bock and colleagues, is FIML (Iull-inIormation maximum likelihood) estimation.
With this approach, all model parameters are estimated simultaneously by maximum
likelihood. The method is very eIIective, but, Ior multidimensional latent trait models,
requires specialized soItware, such as TESTFACT (Wilson, Wood & Gibbons,
1998). |Unidimensional versions can be estimated with LEM (Vermunt, 1988), or
LTM (Uebersax, 2000), both Iree programs.|
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Another way to estimate the Iully Gaussian latent trait model has long been known--
in Iact, it was the only option Ior many years. The Bock method was rightly seen as
an improvement. Fairly recently, though, studies (Knol & Berger, 1991; Parry &
McArdle, 1991) reexamined the older method, and concluded that it is still very
viable.
This older method--sometimes called the heiic mehod--is based on Iactor
analysis oI the tetrachoric correlations between item or variable pairs. (For
convenience, we will use the term 'item' herein to reIer generically to any binary
variable.)
It is no surprise that the FIML and heuristic estimation methods produce very
similar results; despite apparent diIIerences, both are based on the same
Iundamental model. The FIML method Iormulates the problem as a standard latent
trait or IRT model, whereas the heuristic method views it as a Iactor analysis
problem. Mislevy (1986), and, more Iormally, Takane and de Leeuw (1987)
describe how these models are the same.
In the Iollowing sections, we will describe the Iully Gaussian latent trait model and
its parameters, explain how to estimate the parameters by the heuristic method, and
consider an example.
This discussion will not consider the case oI ordered-polytomous data. However,
methods similar to those described here are applicable to such data.
The Fll Gaian Laen Tai Model
As noted above, the Iully Gaussian latent trait model can be understood as a Iactor
analysis model (to be precise, a common-Iactor model with probit link Iunctions;
this will become clear), or a latent trait/IRT model. In the Iormer case, the model
assumes that, underlying each dichotomous manife aiable (observed variable),
X
i
, is a corresponding laen conino aiable, Y
i
. Dichotomous responses
result Irom the operation oI thresholds relative to the latent continuous variables.
The latent trait/IRT version is most easily described Ior the unidimensional case: (a)
there is a normally distributed latent trait; (b) associated with each item is an item
response Iunction that gives the probability oI a positive response Ior a
respondent/examinee with each level oI the latent trait; and (c) item response
Iunctions have a characteristic "S" shape--speciIically, that oI a "normal ogive,"
better known as the cumulative distribution Iunction (cdI) oI a normal curve.
Both models--the Iactor analysis model and the latent trait/IRT model--have two
sets oI parameters. These have various names; we shall simply call them the
coelaion paamee and the hehold paamee. We will consider these
parameters mainly in terms oI the Iactor analysis model, which is consistent with
present aims.
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Thehold paamee
These are the values oI thresholds that discretize latent continuous variables to
produce dichtomous observed values. These correspond--that is, they are related in
a simple way--to what are alternatively termed location, diIIiculty, or b parameters
in various latent trait/IRT models.
Coelaion paamee
These are the correlations oI latent continuous variables with the underlying Iactors.
That is, they are latent Iactor loadings. These correspond--that is, again, are related
by very simple Iunctions--to what are variously known as slope, dispersion, a, or
measurement error parameters in latent trait/IRT models.
We shall now consider how to estimate the threshold and correlation parameters by
the heuristic method.
Eimaing Thehold Paamee
Threshold parameters are estimated by applying the probit Iunction to the marginal
response proportions Ior each item.
The pobi fncion
The probit Iunction is the inverse oI the cumulative distribution Iunction (cdI) oI the
standard normal curve. We typically denote the latter by Phi() |i.e., F()| and the
Iormer Iunction by Phi
-1
(), or probit(). The Phi Iunction is Iamiliar Irom its use in
signiIicance testing. For some normal deviate, z, Phi(z) is the area under the
standard normal curve to the leIt oI z. For example, iI z 0, then
Phi(z) Phi(0) .5.
because halI the standard normal curve is to the leIt oI 0.
The probit Iunction does the reverse: one supplies the proportion oI the curve to the
leIt oI some z value, and the probit Iunction gives the z value. So, Ior example,
probit(.5) 0.,
Appling he pobi fncion
The heuristic estimation oI threshold parameters is, thereIore, quite simple. First, Ior
each item, one notes the proportion oI negative responses. This is the proportion oI
cases that Iall below the response threshold on the corresponding latent continuous
variable--Ior example, the proportion oI patients who are below a physician's
threshold Ior making a positive diagnosis, or the proportion oI respondents whose
opinion strength is below the threshold required to answer "yes" to a survey
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question. Let p
i
denote this proportion. Letting t
i
denote the threshold Ior item i,
t
i
probit(p
i
).
Doing this calculation Ior each item gives the heuristic item threshold estimates.
Calclaing he pobi fncion
The probit Iunction is usually calculated with a polynomial approximation. Several
good routines are available. Some are described in Abramowitz and Stegun (1972)
and Kennedy and Gentle (1980).
See a simple BASIC probit Iunction program.
Download an executable probit Iunction program.
The thresholds calculated by this method are relative to the latent continuous
variables. For a unidimensional latent trait model, one can also consider the location
oI the thresholds relative to the latent trait. These latter thresholds, sometimes called
the location parameters in IRT, correspond to the latent trait level where probability
oI a positive response Ior an item is .5 (i.e., where the item response Iunction is .5,
at the inIlection point oI the "S" curve.) Letting b
i
denote these thresholds,
b
i
t
i
/rho
i
,
where rho
i
is the correlation parameter Ior item i, calculated as described in the next
section.
Eimaing Coelaion Paamee
To estimate the correlation parameters oI the latent trait model, we will Iirst
calculate the matrix oI tetrachoric correlations Ior all item pairs, and will then Iactor
analyze this matrix.
The eachoic coelaion
The tetrachoric correlation (Drasgow, 1988; Harris, 1988; the Iormer reIerence is
more complete) between two dichotomous items estimates the Pearson correlation
one would obtain iI the two constructs were measured continuously. In terms oI our
deIinitions, the tetrachoric correlation Ior maniIest variables X
i
and X
j
, which we
denote by r
*
ij
, is equal to the Pearson correlation between the corresponding latent
continuous variables Y
1
and Y
2
. That is:
r
*
ij
r(Y
1
, Y
2
).
To dispel any possible conIusion, it bears mentioning that we have reIerred to two
diIIerent types oI latent correlations. What we've termed the correlation parameters
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oI the latent trait model are the correlations oI latent continuous variables with
Iactors. These we will derive Irom the tetrachoric correlations, which are the
correlations oI latent continuous variables with each other.
An iniie eplanaion of he eachoic coelaion
Figure 1 portrays the joint distribution oI the latent continuous variables, Y
1
and Y
2
,
corresponding to maniIest items X
1
and X
2
.
Figure 1 (draft)
Bivariate normal distribution of latent continuous
variables Y
1
and Y
2
and discretizing thresholds
t
1
and t
2
Y
2
.
. .
. .
.
t . d c .
2 +------------+----------------
. a b .
.
.
+-------------------------------> Y
1
t
1
a, b, c and d denote the proportions oI cases that Iall in each region deIined by the
two items' thresholds. For example, a is the proportion below both items'
thresholds--e.g., the cases that Iail or respond "no" to both items.
These proportions correspond to the summary oI data as a 2 x 2 cross-
classiIication table, as in Table 1.
Table 1 (draft)
Cross-classification of responses for Item 1 and Item 2
Item 1
0 1
+-------+-------+
0 a b p
2
Item 2 +-------+-------+
1 c d q
2
+-------+-------+
p
1
q
1
1
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Note that a, b, c and d here are deIined as proportions, not Irequencies.
Once we know the observed cross-classiIication proportions a, b, c and d Ior a
study, it is a simple matter to estimate the model represented by Figure 1.
SpeciIically, we want to know the locations oI the discretizing thresholds, t
1
and t
2
,
and a third parameter, which determines the "Iatness" oI the ellipse: this third
parameter is the tetrachoric correlation Ior Items 1 and 2, or r
*
ij
.
The principle oI estimation is very simple: basically, a computer program tries
various combinations Ior t
1
, t
2
and r
*
, until values are Iound Ior which the expected
proportions Ior a, b, c and d in Figure 1 are as close as possible to the actual,
observed proportions in Table 1. The parameter values that do so are regarded as
(estimates oI) the true, population values.
In Iact, our probit-based threshold estimates are exactly right (this is so Ior the
tetrachoric, but not the polchoic correlation, a generalization oI the tetrachoric to
ordered category data), so we need only Iind the right value oI r
*
.
Eimaing eachoic coelaion
A computer program is necessary to calculate the tetrachoric correlation. Several
algorithms are available. One method (the original approach) is based on a series
expansion, called the tetrachoric series. More recent approaches rely on numerical
integration. Nearly all modern algorithms are accurate to many decimal places.
Older algorithms that rely on a series expansion with too Iew terms (e.g., a sixth-
degree polynomial expansion) are potentially inaccurate. A good subroutine
(Brown, 1977) can be downloaded Irom the Applied Statistics section oI StatLib.
Download TetMat program to estimate tetrachoric correlations.
For more inIormation about soItware options, click here.
SAS will calculate tetrachoric correlations, as an option Ior PROC FREQ. The only
drawback is that it calculates these one at a time, rather than constructing a matrix
oI tetrachoric correlations between all item pairs. A search oI the SAS web site Ior
the term "polychoric", though, will reveal a macro Ior constructing such a matrix.
Once one has constructed a matrix oI tetrachoric correlations between all item pairs
(i, j), the next step is to Iactor analyze the matrix.
Facoing he mai of eachoic coelaion
One may Iactor analyze the matrix oI tetrachoric correlations just as one would a
matrix oI Pearson correlations. One can use any soItware that will estimate a
common Iactor model.
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It is possible Ior a tetrachoric correlation matrix to not be positive deIinite. Knol and
Berger (1991) suggest that, with ML or Generalized (Weighted) least-squares
(GLS/WLS) estimation oI the common Iactor model, iI the matrix is indeIinite or ill-
conditioned with respect to inversion, a smoothing procedure is required; they also
describe a procedure Ior this.
The extent to which this extra step is required is unclear. It perhaps becomes more
oI an issue as the number oI items increases. II one uses iterated principal Iactor
analysis or unweighted least-squares estimation, then the smoothing procedure is
not required.
LISREL can be used Ior the Iactor analysis. LISREL works well Ior a 1-Iactor
model (see Example below). However, it may be awkward Ior multi-Iactor models;
LISREL is better suited Ior conIirmatory than Ior exploratory Iactor analysis. II
LISREL is used, one should not use ML estimation, as the assumptions oI that
method do not apply to tetrachoric correlations.
Facoing eachoic ih SAS PROC FACTOR
Another possibility is to use SAS PROC FACTOR. For this, one reads the matrix
oI tetrachoric correlations into a special SAS data set that is speciIied as a
correlation matrix. This data set is then used as the input Ior SAS PROC
FACTOR.
For example, let "matrix.in" be the name oI an external Iile (e.g., a DOS, Windows,
or Unix Iile) that contains the tetrachoric correlations among Iive items, as Iollows:
ITEM1 1.000 . . . .
ITEM2 .170 1.000 . . .
ITEM3 .228 .189 1.000 . .
ITEM4 .107 .111 .187 1.000 .
ITEM5 .067 .172 .105 .201 1.000
Note that: (1) this matrix has the Iorm oI a lower-halI matrix, with main diagonal
elements included; (2) the main diagonal elements are unities; (3) elements oI the
upper halI oI the matrix are explicitly supplied as missing values ("."); and (4) a
variable name begins each row oI the matrix.
I believe one could also supply a Iull correlation matrix here. However it is
important to supply *some* values Ior the upper halI oI the matrix; otherwise when
reading the data SAS will advance to the next line looking Ior the values above the
main diagonal. (In theory you could use the SAS input option MISSOVER to
prevent that, but not iI any row oI the correlation matrix occupies more than one
physical line oI the Iile.)
Also, this is just an example; in practice one might better supply the correlations to
more decimal places.
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A sample SAS program to analyze such data is as Iollows:
* Inp he mai of eachoic coelaion ;
* and oe a a SAS coelaion daa e (efe ;
* o SAS manal nde PROC CORR fo deail) ;
daa one (pe=co);
infile 'mai.in';
_pe_='co';
inp _name_ $ iem1-iem5;
n;
* Do he faco anali;
poc faco
daa = one
mehod = pini
n = 2
oae =
cee
;
n;
The PROC FACTOR step requests estimation by the "PRINIT" (iterated principal
Iactor analysis or IPFA) method, a two-Iactor model, varimax rotation, and a scree
test oI eigenvalues.
Based on limited experience, I have Iound the PRINIT method better Ior Iactoring
tetrachorics than most other SAS Iactoring methods (a comparable method is
available with SPSS). Knol and Berger Iound good results with this method, but
suggested that unweighted least-squares estimation may be preIerable in order to
avoid possible "Heywood cases." (A Heywood case is an estimation problem
where a commonality estimate becomes 1.0 or greater).
Regardless oI the program used, one will Iind on the output a listing oI Iactor
loadings oI each item on each Iactor. These loadings, the item--Iactor correlations,
are the correlation parameters we seek--that is, the estimated correlations oI latent
continuous variables with the Iactors.
For a unidimensional model, we denote this value by rho
i
(i.e.,
i
).
For a multidimensional model, we could denote the latent correlation oI item i with
Factor c by rho
ic
(i.e.,
ic
). We could alternatively denote these as rho(Y
i
, theta
c
)
|i.e., (Y
i
,
c
)|, that is, the correlation oI latent continuous variable Y
i
with the c'th
Iactor/latent trait, theta
c
.
As with ordinary Iactor analysis, one may test models with varying numbers oI
Iactors. Or one may use analysis to conIirm certain hypotheses. However, any
goodness-oI-Iit statistic that depends on the assumption oI continuous variables
does not strictly apply; such statistics may roughly guide model selection and
comparison, but disregard the p-values.
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Eample
This example uses the LSAT-6 data analyzed by Bock and Lieberman (1970) and
others. The data are responses to Iive items oI the Law School Admissions Test
(LSAT) test by 1000 examinees (see Bock & Lieberman Ior data). We proceed in
two steps.
Sep 1: Calclae he hehold eimae and eachoic
coelaion.
For this, we use the PRELIS (Joreskog & Sorbom, 1988) program. The PRELIS
command Iile is as Iollows:
LSAT-6 daa (Bock & Liebeman, 1970)
da ni = 5 nob = 1000 miing = -9 eamen = liie
a-daa-fom file = la6.a
label
iem1 iem2 iem3 iem4 iem5
odinal iem1 - iem5
op mai = pmai m = la6.ma a=e.ac
These commands are Ior PRELIS Version 1; commands Ior Version 2 might diIIer
slightly. The commands state that there are Iive variables (items 1 to 5), to be
treated as ordinal, not continuous data. A matrix oI estimated Pearson correlations
(pmatrix) is requested; since the data are dichotomous, PRELIS will estimate the
Pearson correlations as tetrachoric correlations. Raw data are supplied in the Iile
LSAT6.RAW. The tetrachoric correlation matrix will be written to Iile
LSAT6.MAT. The asymptotic variance/covariance matrix Ior estimated parameters
is written to the Iile TEST.ACV. LISREL uses this matrix Ior Weighted Least
Squares estimation (iI you plan to use Unweighted Least Squares estimation with
LISREL, this matrix is not needed). PRELIS will only calculate this matrix iI listwise
(not pairwise) deletion oI missing cases is speciIied.
The output Iile produced by these commands gives the one-way item marginal totals
as Iollows:
CATEGORY
VARIABLE 1 2
________
ITEM1 76 924
ITEM2 291 709
ITEM3 447 553
ITEM4 237 763
ITEM5 130 870
From these we calculate, Ior each item i, the marginal proportion p
i
and threshold t
i
probit(p
i
). For example, Ior the Iirst item,
p
1
76 / (76 924) 76/1000 .076
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and
t
1
probit(.076) -1.4325.
Doing this Ior all items gives the heuristic threshold estimates shown in Table 2.
Note: It appears that PRELIS 2 supplies these thresholds directly; there is no need
to calculate them Irom marginal proportions.
The matrix oI tetrachoric correlations, stored in Iile LSAT6.MAT, is as Iollows:
(6D13.6)
.100000D+01 .170316D+00 .100000D+01 .227522D+00 .189091D+00 .100000D+01
.107186D+00 .111147D+00 .186680D+00 .100000D+01 .665002D-01 .172422D+00
.105492D+00 .200924D+00 .100000D+01
The matrix as shown on the printed output, more readable, is:
ESTIMATED CORRELATION MATRIX
ITEM1 ITEM2 ITEM3 ITEM4 ITEM5
________ ________ ________ ________ ________
ITEM1 1.000
ITEM2 .170 1.000
ITEM3 .228 .189 1.000
ITEM4 .107 .111 .187 1.000
ITEM5 .067 .172 .105 .201 1.000
Sep 2. Faco anale he mai of eachoic coelaion.
For this we use LISREL. The command Iile is:
FACTOR ANALYSIS OF DICHOTOMOUS VARIABLES: LSAT6 DATA -- WEIGHTED
LEAST SQUARES
DA NI=5 NO=1000 MA=PM
PM
.100000D+01 .170316D+00 .100000D+01 .227522D+00 .189091D+00 .100000D+01
.107186D+00 .111147D+00 .186680D+00 .100000D+01 .665002D-01 .172422D+00
.105492D+00 .200924D+00 .100000D+01
AC FI=TEST.ACV
MO NX=5 NK=1 LX=FU,FR PH=ST TD=SY,FI
FR TD 1 1 TD 2 2 TD 3 3 TD 4 4 TD 5 5
OU
This simply requests a 1-common Iactor model oI the data. The AC command tells
LISREL where to Iind an asymptotic variance/covariance matrix Ior used with
Weighted Least Squares (WLS) estimation. Because oI this, LISREL will use WLS
estimation even though it is not explicitly requested.
The LISREL output shows the loadings oI each latent continuous variable on the
common Iactor, as Iollows:
LISREL ESTIMATES (WEIGHTED LEAST SQUARES)
LAMBDA X
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KSI 1
________
VAR 1 .389
VAR 2 .397
VAR 3 .471
VAR 4 .377
VAR 5 .342
These values (here labeled KSI 1) are the heuristic estimates oI the correlation
parameters rho
i
oI the latent trait model.
Table 2 compares the heuristic threshold and correlation parameter estimates with
the FIML estimates reported by Bock and Lieberman (1970).
Table 2. Heiic and Fll Infomaion Maimm Likelihood (FIML)
Paamee Eimae fo LSAT-6 Daa
------------------------------------------------
Heiic eimae FIML eimae
a
------------------- ----------------
Theh- Coe- Theh- Coe-
Iem old laion old laion
(i) (
i
) (ho
i
) (
i
) (ho
i
)
-------------------------------------------------
1 -1.4325 .389 -1.4329 .3856
2 -.5505 .397 -.5505 .3976
3 -.1332 .471 -.1332 .4732
4 -.7160 .377 -.7159 .3749
5 -1.1264 .342 -1.1264 .3377
-------------------------------------------------

a
Bock & Liebeman (1970); p. 191.
The heuristic and FIML estimates are very close, especially Ior the threshold
parameters. Possibly, using more accurate FIML estimation than was available in
1970, the threshold estimates would be identical.
Calclaing Faco Scoe
For some studies one will be content simply to reveal the dimensional structure oI
the data. Other times one will want to locate each object in the multidimensional
latent trait space. This is equivalent to calculating a Iactor score Ior each case,
relative to each Iactor.
Bock and Aitkin (1981) describe three methods to estimate such Iactor scores:
Maximum Likelihood (ML), Maximum a poeioi (MAP), and Expected a
poeioi (EAP) estimation. The EAP estimates are Iairly easily obtained,
especially Ior a one-Iactor model; Ior details, click here .
Final Thogh
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At the outset it was suggested that the heuristic method may be useIul mainly to
those who do not have access to the specialized soItware needed Ior FIML
estimation oI a multidimensional latent trait/IRT model. However, aIter writing this, it
occurs to me that the heuristic model may be somewhat more Ilexible than current
versions oI the FIML approach. For example, with the heuristic method, one can
easily combine binary and continuous variables in the same analysis. One would
simply construct a correlation matrix where correlations are estimated as:
Tetrachoric/polychoric correlations, iI both variables are dichtomous/ordered
categorical
Biserial/polyserial correlations, iI one variable is continuous and one is
dichotomous/ordered categorical
Pearson correlations, iI both variables are continuous
One would then Iactor-analyze the resulting matrix.
Similarly, it would appear that the heuristic method can more easily permit certain
uses oI covariates to improve estimation oI latent trait scores Ior individual cases.
These same things can, in principle, be done with FIML estimation, but it is unclear
that soItware exists to do them.
To cie hi aicle:
U JS. E
. 2000. S M R A . A
: ://-.//.. A , .
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