Simulation-Extrapolation with Latent Heteroskedastic Error Variance

Simulation-Extrapolation with Latent Heteroskedastic Error Variance This article considers the application of the simulation-extrapolation (SIMEX) method for measurement error correction when the error variance is a function of the latent variable being measured. Heteroskedasticity of this form arises in educational and psychological applications with ability estimates from item response theory models. We conclude that there is no simple solution for applying SIMEX that generally will yield consistent estimators in this setting. However, we demonstrate that several approximate SIMEX methods can provide useful estimators, leading to recommendations for analysts dealing with this form of error in settings where SIMEX may be the most practical option. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Psychometrika Springer Journals

Simulation-Extrapolation with Latent Heteroskedastic Error Variance

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Publisher
Springer Journals
Copyright
Copyright © 2017 by The Psychometric Society
Subject
Psychology; Psychometrics; Assessment, Testing and Evaluation; Statistics for Social Science, Behavorial Science, Education, Public Policy, and Law; Statistical Theory and Methods
ISSN
0033-3123
eISSN
1860-0980
D.O.I.
10.1007/s11336-017-9556-y
Publisher site
See Article on Publisher Site

Abstract

This article considers the application of the simulation-extrapolation (SIMEX) method for measurement error correction when the error variance is a function of the latent variable being measured. Heteroskedasticity of this form arises in educational and psychological applications with ability estimates from item response theory models. We conclude that there is no simple solution for applying SIMEX that generally will yield consistent estimators in this setting. However, we demonstrate that several approximate SIMEX methods can provide useful estimators, leading to recommendations for analysts dealing with this form of error in settings where SIMEX may be the most practical option.

Journal

PsychometrikaSpringer Journals

Published: Mar 29, 2017

References

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