Overfactoring in rating scale data: A comparison between factor analysis and item response theory

Educational and psychological measurement is typically based on dichotomous variables or rating scales comprising a few ordered categories. When the mean of the observed responses approaches the upper or the lower bound of the scale, the distribution of the data becomes skewed and, if a categorical factor model holds in the population, the Pearson correlation between variables is attenuated. The consequence of this correlation attenuation is that the traditional linear factor model renders an excessive number of factors. This article presents the results of a simulation study investigating the problem of overfactoring and some solutions. We compare five widely known approaches: (1) The maximum-likelihood factor analysis (FA) model for normal data, (2) the categorical factor analysis (FAC) model based on polychoric correlations and maximum likelihood (ML) estimation, (3) the FAC model estimated using a weighted least squares algorithm, (4) the mean corrected chi-square statistic by Satorra-Bentler to handle the lack of normality, and (5) the Samejima's graded response model (GRM) from item response theory (IRT). Likelihood-ratio chi-square, parallel analysis (PA), and categorical parallel analysis (CPA) are used as goodness-of-fit criteria to estimate the number of factors in the simulation study. Our results indicate that the maximum-likelihood estimation led to overfactoring in the presence of skewed variables both for the linear and categorical factor model. The Satorra-Bentler and GRM constitute the most reliable alternatives to estimate the number of factors.

A Deep Learning Algorithm for High-Dimensional Exploratory Item Factor Analysis

Marginal maximum likelihood (MML) estimation is the preferred approach to fitting item response theory models in psychometrics due to the MML estimator's consistency, normality, and efficiency as the sample size tends to infinity. However, state-of-the-art MML estimation procedures such as the Metropolis-Hastings Robbins-Monro (MH-RM) algorithm as well as approximate MML estimation procedures such as variational inference (VI) are computationally time-consuming when the sample size and the number of latent factors are very large. In this work, we investigate a deep learning-based VI algorithm for exploratory item factor analysis (IFA) that is computationally fast even in large data sets with many latent factors. The proposed approach applies a deep artificial neural network model called an importance-weighted autoencoder (IWAE) for exploratory IFA. The IWAE approximates the MML estimator using an importance sampling technique wherein increasing the number of importance-weighted (IW) samples drawn during fitting improves the approximation, typically at the cost of decreased computational efficiency. We provide a real data application that recovers results aligning with psychological theory across random starts. Via simulation studies, we show that the IWAE yields more accurate estimates as either the sample size or the number of IW samples increases (although factor correlation and intercepts estimates exhibit some bias) and obtains similar results to MH-RM in less time. Our simulations also suggest that the proposed approach performs similarly to and is potentially faster than constrained joint maximum likelihood estimation, a fast procedure that is consistent when the sample size and the number of items simultaneously tend to infinity.