No abstract

stochastic subject, unidimensionality, local independence, experimental independence, local homogeneity, monotonicity, subpopulation invariance, pairwise determination, nonnegative association,

unidimensionality, latent variable models, tail-measurable, conditional independence, conditional association, monotonicity, vanishing conditional dependence, consistency, true-score variable, subpopulation, subtail-measurable,

No abstract

Recently, the problem of characterizing monotone unidimensional latent variable models for binary repeated measures was studied by Ellis and van den Wollenberg and by Junker. We generalize their work with a de Finetti-like characterization of the distribution of repeated measures X = (X x, X 2,...) that can be represented with mixtures of likelihoods of independent but not identically distributed random variables, where the data satisfy a stochastic ordering property with respect to the mixing variable. The random variables X j may be arbitrary real-valued random variables, We show that the distribution of X can be given a monotone unidimensional latent variable representation that is useful in the sense of Junker if and only if this distribution satisfies conditional association (CA) and a vanishing conditional dependence (VCD) condition, which as serts that finite subsets of the variables in X become independent as we condition on a larger and larger segment of the remaining variables in X. It is also interesting that the mixture representation is in a certain ordi nal sense unique, when CA and VCD hold. The characterization theorem extends and simplifies the main result of Junker and generalizes methods of Ellis and van den Wollenberg to a much broader class of models.Exchangeable sequences of binary random variables also satisfy both CA and VCD, as do exchangeable sequences arising as location mixtures. In the same way that de Finetti's theorem provides a path toward justifying standard i.i.d.-mixture components in hierarchical models on the basis of our intuitions about the exchangeability of observations, this theorem jus tifies one-dimensional latent variable components in hierarchical models, in terms of our intuitions about positive association and redundancy be tween observations. Because these conditions are on the joint distribution of the observable data X, they may also be used to construct asymptotically power-1 tests for unidimensional latent variable models. 1.Introduction. Latent variable models for measurement are extremely common in psychometrics [e.g., Bartholomew (1987)], developmental and cog nitive psychology [e.g., DiBello, Stout and Roussos (1995), Huguenard et al. (1996) and Sijtsma and Junker (1996)], medical diagnosis and psychiatric epi Received February 1995; revised March 1996. Research supported in part by Office of Naval Research, Cognitive Sciences Division, Grant N00014-87-K-0277, and by NSF Grant DMS-94-04438, 2Work supported in part by Dutch Interuniversity Graduate School of Psychometrics and Sociometrics and Nijmegen Institute for Cognition and Information. The order of authorship does not reflect size of contribution to the work, which was collaborative in every respect.AMS 1991 subject classifications. Primary 62E10; secondary 62P15, 62G20. Key words and phrases. Strict unidimensionality, useful latent variable models, tailmeasurable, de Finetti's theorem, exchangeability, conditional association, asymptotic indepen dence, mono tonicity, comonotonicity. 1328 B. W. JU...