Don't Tie Yourself to an Onion: Don’t Tie Yourself to Assumptions of Normality

A structural measurement model (Adams, Wilson, & Wu, 1997) consists of an item response theory model for responses conditional on ability and a structural model that describes the distribution of ability in the population. As a rule, ability is assumed to be normally distributed in the population. However, there are situations where there is reason to assume that the distribution of ability is nonnormal. In this paper, we show that nonnormal ability distributions are easily modeled in a Bayesian framewor

A Tutorial on Fisher Information

In many statistical applications that concern mathematical psychologists, the concept of Fisher information plays an important role. In this tutorial we clarify the concept of Fisher information as it manifests itself across three different statistical paradigms. First, in the frequentist paradigm, Fisher information is used to construct hypothesis tests and confidence intervals using maximum likelihood estimators; second, in the Bayesian paradigm, Fisher information is used to define a default prior; lastly, in the minimum description length paradigm, Fisher information is used to measure model complexity

Logistic regression and Ising networks: prediction and estimation when violating lasso assumptions

The Ising model was originally developed to model magnetisation of solids in statistical physics. As a network of binary variables with the probability of becoming 'active' depending only on direct neighbours, the Ising model appears appropriate for many other processes. For instance, it was recently applied in psychology to model co-occurrences of mental disorders. It has been shown that the connections between the variables (nodes) in the Ising network can be estimated with a series of logistic regressions. This naturally leads to questions of how well such a model predicts new observations and how well parameters of the Ising model can be estimated using logistic regressions. Here we focus on the high-dimensional setting with more parameters than observations and consider violations of assumptions of the lasso. In particular, we determine the consequences for both prediction and estimation when the sparsity and restricted eigenvalue assumptions are not satisfied. We explain by using the idea of connected copies (extreme multicollinearity) the fact that prediction becomes better when either sparsity or multicollinearity is not satisfied. We illustrate these results with simulations.Comment: to appear, Behaviormetrika, 201

Bayesian inference for low-rank Ising networks

Estimating the structure of Ising networks is a notoriously difficult problem. We demonstrate that using a latent variable representation of the Ising network, we can employ a full-data-information approach to uncover the network structure. Thereby, only ignoring information encoded in the prior distribution (of the latent variables). The full-data-information approach avoids having to compute the partition function and is thus computationally feasible, even for networks with many nodes. We illustrate the full-data-information approach with the estimation of dense network

Interpreting the Ising Model: The Input Matters

The Ising model is a model for pairwise interactions between binary variables that has become popular in the psychological sciences. It has been first introduced as a theoretical model for the alignment between positive (+1) and negative (-1) atom spins. In many psychological applications, however, the Ising model is defined on the domain $\{0,1\}$ instead of the classical domain $\{-1,1\}$. While it is possible to transform the parameters of a given Ising model in one domain to obtain a statistically equivalent model in the other domain, the parameters in the two versions of the Ising model lend themselves to different interpretations and imply different dynamics, when studying the Ising model as a dynamical system. In this tutorial paper, we provide an accessible discussion of the interpretation of threshold and interaction parameters in the two domains and show how the dynamics of the Ising model depends on the choice of domain. Finally, we provide a transformation that allows to transform the parameters in an Ising model in one domain into a statistically equivalent Ising model in the other domain