23º SINAPE - Simpósio Nacional de Probabilidade e Estatística

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Título

TIME SERIES AND MULTILEVEL MODELING FOR LONGITUDINAL ITEM RESPONSE THEORY DATA

Resumo

Longitudinal Item Response Theory (IRT) data occurs when experimental units are submitted to measurement instruments (e.g., cognitive test, psychiatric questionaires, biological essays among others) along different assessment conditions, as different time points. Very often, in this kind of study, we are interested in the so-called latent variables (or latent traits) and their behavior along these conditions, including the modeling of their inter-dependency structure. In this work we use some stationay and nonstationary time series and multilevel models to represent longitudinal IRT data. More specifically, we consider first order autoregressive (AR(1)), first order moving average (MA(1)), first order autoregressive moving average (ARMA(1,1)), antedependence (AD) time series models as well as the Uniform and Hankel dependency structures, induced by appropriate multilevel models. These structures are studied under a time-homocedastic and time-heteroscedastic fashions. We developed a Bayesian inference framework, which includes parameter estimation, model fit assessment and model comparison, through MCMC algorithms. Simulation studies are conducted in order to measure the parameter recovery and model comparison tools. A real data analysis, concerning a longitudinal cognitive study of Mathematics achievement, conducted by the Federal Brazilian government, is performed. All computational implementations are made through the WinBUGS program, using the R2WinBUGS package, from R program.

Palavras-chave

longitudinal IRT data, Bayesian inference, time-series modeling, multilevel modeling, MCMC algorithms

Área

Teoria da Resposta ao Item

Autores

Caio Lucidius Naberezny Azevedo, Jean Paul Fox, Dalton Francisco Andrade