Experiences with Markov Chain Monte Carlo Convergence Assessment in Two Psychometric Examples

Autor/in	Sinharay, Sandip
Titel	Experiences with Markov Chain Monte Carlo Convergence Assessment in Two Psychometric Examples
Quelle	In: Journal of Educational and Behavioral Statistics, 29 (2004) 4, S.461-488 (28 Seiten)Infoseite zur Zeitschrift PDF als Volltext Verfügbarkeit
Sprache	englisch
Dokumenttyp	gedruckt; online; Zeitschriftenaufsatz
ISSN	1076-9986
Schlagwörter	Psychometrics; Mathematics; Inferences; Markov Processes; Monte Carlo Methods; Statistical Analysis; Evaluation Methods + Suchen Sie Ihr Suchwort? Psychometry; Psychometrie; Mathematik; Inference; Inferenz; Markowscher Prozess; Monte-Carlo-Methode; Statistische Analyse
Abstract	There is an increasing use of Markov chain Monte Carlo (MCMC) algorithms for fitting statistical models in psychometrics, especially in situations where the traditional estimation techniques are very difficult to apply. One of the disadvantages of using an MCMC algorithm is that it is not straightforward to determine the convergence of the algorithm. Using the output of an MCMC algorithm that has not converged may lead to incorrect inferences on the problem at hand. The convergence is not one to a point, but that of the distribution of a sequence of generated values to another distribution, and hence is not easy to assess; there is no guaranteed diagnostic tool to determine convergence of an MCMC algorithm in general. This article examines the convergence of MCMC algorithms using a number of convergence diagnostics for two real data examples from psychometrics. Findings from this research have the potential to be useful to researchers using the algorithms. For both the examples, the number of iterations required (suggested by the diagnostics) to be reasonably confident that the MCMC algorithm has converged may be larger than what many practitioners consider to be safe. (Author).
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Erfasst von	ERIC (Education Resources Information Center), Washington, DC
Update	2017/4/10