The IRT Procedure

Prior Distributions for Parameters

Technical issues often arise when the marginal likelihood is maximized for three- and four-parameter models. For example, the optimization algorithm might not converge, or the estimates for one or both of the guessing or ceiling parameters could reach their boundaries of 0 or 1, respectively, resulting in the standard errors for the guessing and ceiling parameters not being computable. To solve these technical issues, prior distributions for the guessing, ceiling, and slope parameters are often incorporated into the marginal likelihood to produce the joint posterior distribution,

upper P left-parenthesis bold-italic theta vertical-bar upper U right-parenthesis equals upper L left-parenthesis bold-italic theta vertical-bar upper U right-parenthesis sigma-summation Underscript j equals 1 Overscript upper J Endscripts left-bracket f left-parenthesis normal g Subscript j Baseline right-parenthesis f left-parenthesis normal c Subscript j Baseline right-parenthesis f left-parenthesis lamda Subscript j Baseline right-parenthesis right-bracket

where upper L left-parenthesis bold-italic theta vertical-bar upper U right-parenthesis is the likelihood function and f left-parenthesis g Subscript j Baseline right-parenthesis, f left-parenthesis c Subscript j Baseline right-parenthesis, and f left-parenthesis lamda Subscript j Baseline right-parenthesis are the prior distributions of the guessing, ceiling, and slope parameters, respectively. Parameter estimates are then obtained by maximizing the joint posterior distribution. In Bayesian statistics, these parameter estimates are called maximum a posteriori probability (MAP) estimates. For more information about prior distributions and Bayesian analysis of IRT models, see Baker and Kim (2004).

The following subsections describe the prior distributions that PROC IRT incorporates for three- and four- parameter models.

Prior Distribution for the Guessing and Ceiling Parameters

The following beta prior distribution is used for the guessing and ceiling parameters:

f left-parenthesis bold x semicolon alpha comma beta right-parenthesis equals StartFraction 1 Over upper B left-parenthesis alpha comma beta right-parenthesis EndFraction bold x Superscript alpha minus 1 Baseline left-parenthesis 1 minus bold x right-parenthesis Superscript beta minus 1

where bold x is either the guessing or the ceiling parameter and upper B left-parenthesis alpha comma beta right-parenthesis is the beta function. The mean of the beta distribution is StartFraction alpha Over alpha plus beta EndFraction. Because the alpha and beta parameters are not practically meaningful by themselves, PROC IRT does not use these two parameters to specify this prior distribution. Instead, a mean and a weight are used as the parameters for the distribution. The mean parameter, m equals StartFraction alpha Over alpha plus beta EndFraction, corresponds to the mean of the beta distribution, and it represents the probability of getting a correct response. The weight parameter, w equals alpha plus beta, represents the confidence of the prior information. The more confident you are that the parameter value is near the mean parameter value, the larger the weight parameter you specify.

By default, the mean parameter is 0.2 for the guessing prior and 0.9 for the ceiling prior. The default weight is 20 for both the guessing and the ceiling priors. You can change the default settings by using the GUESSPRIOR= and CEILPRIOR= options in either the PROC IRT statement or the MODEL statement.

Prior Distribution for the Slope Parameter

The normal prior distribution is used for the slope parameters for three- and four-parameter models:

f left-parenthesis normal x semicolon mu comma sigma squared right-parenthesis equals StartFraction 1 Over StartRoot 2 sigma squared pi EndRoot EndFraction exp StartFraction minus left-parenthesis normal x minus mu right-parenthesis squared Over 2 sigma squared EndFraction

Although the slope parameters exist in all IRT models, no prior distribution for the slopes would be incorporated into models other than the three- and four-parameter models. In PROC IRT, you uses the mu and sigma squared parameters directly to specify this normal prior for the slope parameter. The mean parameter, mu, represents prior information about the value of the slope parameter. The inverse of the variance parameter, StartFraction 1 Over sigma squared EndFraction, represents the precision of the prior information. A smaller variance parameter means that the prior information is more precise and has a bigger impact on the posterior distribution.

By default, the mean and variance parameters are 0 and 1. To change the default, you can use the SLOPEPRIOR= option in either the PROC IRT statement or the MODEL statement.

Last updated: December 09, 2022