Investigating Confidence Intervals of Item Parameters When Some Item Parameters Take Priors in the 2PL and 3PL Models.

To reduce the chance of Heywood cases or nonconvergence in estimating the 2PL or the 3PL model in the marginal maximum likelihood with the expectation-maximization (MML-EM) estimation method, priors for the item slope parameter in the 2PL model or for the pseudo-guessing parameter in the 3PL model can be used and the marginal maximum a posteriori (MMAP) and posterior standard error (PSE) are estimated. Confidence intervals (CIs) for these parameters and other parameters which did not take any priors were investigated with popular prior distributions, different error covariance estimation methods, test lengths, and sample sizes. A seemingly paradoxical result was that, when priors were taken, the conditions of the error covariance estimation methods known to be better in the literature (Louis or Oakes method in this study) did not yield the best results for the CI performance, while the conditions of the cross-product method for the error covariance estimation which has the tendency of upward bias in estimating the standard errors exhibited better CI performance.

A note on computing Louis' observed information matrix identity for IRT and cognitive diagnostic models.

Using Louis' formula, it is possible to obtain the observed information matrix and the corresponding large-sample standard error estimates after the expectation-maximization (EM) algorithm has converged. However, Louis' formula is commonly de-emphasized due to its relatively complex integration representation, particularly when studying latent variable models. This paper provides a holistic overview that demonstrates how Louis' formula can be applied efficiently to item response theory (IRT) models and other popular latent variable models, such as cognitive diagnostic models (CDMs).