Advertisement

Psychometrika

, Volume 83, Issue 1, pp 156–181 | Cite as

Generating Multivariate Ordinal Data via Entropy Principles

  • Yen Lee
  • David Kaplan
Article
  • 195 Downloads

Abstract

When conducting robustness research where the focus of attention is on the impact of non-normality, the marginal skewness and kurtosis are often used to set the degree of non-normality. Monte Carlo methods are commonly applied to conduct this type of research by simulating data from distributions with skewness and kurtosis constrained to pre-specified values. Although several procedures have been proposed to simulate data from distributions with these constraints, no corresponding procedures have been applied for discrete distributions. In this paper, we present two procedures based on the principles of maximum entropy and minimum cross-entropy to estimate the multivariate observed ordinal distributions with constraints on skewness and kurtosis. For these procedures, the correlation matrix of the observed variables is not specified but depends on the relationships between the latent response variables. With the estimated distributions, researchers can study robustness not only focusing on the levels of non-normality but also on the variations in the distribution shapes. A simulation study demonstrates that these procedures yield excellent agreement between specified parameters and those of estimated distributions. A robustness study concerning the effect of distribution shape in the context of confirmatory factor analysis shows that shape can affect the robust \(\chi ^2\) and robust fit indices, especially when the sample size is small, the data are severely non-normal, and the fitted model is complex.

Keywords

Non-normal data generation Entropy Discrete data 

Notes

Acknowledgements

We acknowledge Professors Stephen Wright and Michael Ferris for their valuable suggestions on solving the optimization problems. Professor Chunming Zhang suggested ways for proving the uniqueness when \(k_{j}=3\). The discussion between the first author and Professor Chun-Ping Cheng have inspired this paper.

Supplementary material

11336_2018_9603_MOESM1_ESM.pdf (570 kb)
Supplementary material 1 (pdf 569 KB)
11336_2018_9603_MOESM2_ESM.zip (7 kb)
Supplementary material 2 (zip 6 KB)

References

  1. Asparouhov, T., Muthén, B. (2010). Simple second order chi-square correction. Retrieved from Mplus website: http://www.statjnodel.com/dowrJoad/WLSMV_new_chi21.
  2. Babakus, E., Ferguson, E. J., & Joreskog, K. G. (1987). The sensitivity of confirmatory maximum likelihood factor analysis to violations of measurement scale and distributional assumptions. Journal of Marketing Research, 24, 222–228.CrossRefGoogle Scholar
  3. Blair, R. C. (1981). A reaction to consequence of failure to meet assumptions underlying fixed effects analysis of variance and covariance. Review of Educational Research, 51, 499–507.CrossRefGoogle Scholar
  4. Bollen, K. A. (1989). Structural equations with latent variables. New York: John Wiley and Sons Inc.CrossRefGoogle Scholar
  5. Bradley, J. V. (1982). The insidious L-shaped distribution. Bulletin of the Psychonomic Society, 20, 85–88.CrossRefGoogle Scholar
  6. Browne, M. W., & Cudeck, R. (1993). Alternative ways of assessing model fit. In K. A. Bollen & J. S. Long (Eds.), Testing Structural Equation Models (pp. 136–162). Thousand Oaks, CA: Sage Publications.Google Scholar
  7. DiStefano, C., & Morgan, G. B. (2014). A comparison of diagonal weighted least squares robust estimation techniques for ordinal data. Structural Equation Modeling: A Multidisciplinary Journal, 213, 425–438.CrossRefGoogle Scholar
  8. Ethington, C. A. (1987). The robustness of LISREL estimates in structural equation models with categorical variables. The Journal of Experimental Education, 55, 80–88.CrossRefGoogle Scholar
  9. Fleishman, A. I. (1978). A method for simulating non-normal distributions. Psychometrika, 43, 521–532.CrossRefGoogle Scholar
  10. Flora, D. B., & Curran, P. J. (2004). An empirical evaluation of alternative methods of estimation for confirmatory factor analysis with ordinal data. Psychological Methods, 9, 466–491.CrossRefPubMedPubMedCentralGoogle Scholar
  11. Genz, A. (1992). Numerical computation of multivariate normal probabilities. Journal of computational and graphical statistics, 1(2), 141–149.Google Scholar
  12. Genz, A., & Bretz, F. (2002). Comparison of methods for the computation of multivariate t probabilities. Journal of Computational and Graphical Statistics, 11(4), 950–971.CrossRefGoogle Scholar
  13. Genz, A., Bretz, F., Miwa, T., Mi, X , Leisch, F., Scheipl, F., Hothorn, T. (2015). mvtnorm: Multivariate normal and t distributions. http://CRAN.R-project.org/package=mvtnorm (R package version 1.0-3)
  14. Golan, A., Judge, G., & Miller, D. (1997). Maximum entropy econometrics: Robust estimation with limited data. Chichester: Wiley.Google Scholar
  15. Headrick, T. C. (2010). Statistical simulation: Power method polynomials and other transformations. Boca Raton, FL: Chapman and Hall.Google Scholar
  16. Headrick, T. C., & Sawilosky, S. S. (1999). Simulating correlated multivariate nonnormal distributions: Extending the Fleishman power method. Psychometrika, 64, 25–35.CrossRefGoogle Scholar
  17. Hipp, J. R., & Bollen, K. A. (2003). Model fit in structural equation models with censored, ordinal, and dichotomous variables: Testing vanishing tetrads. Sociological Methodology, 33, 267–305.CrossRefGoogle Scholar
  18. Hooper, D., Coughlan, J., & Mullen, M. R. (2008). Structural equation modelling: Guidelines for determining model fit. Electronic Journal of Business Research Methods, 6, 53–60.Google Scholar
  19. Jaynes, E. T. (1957). Information theory and statistical mechanics. Physics Review, 106, 620–630.CrossRefGoogle Scholar
  20. Jaynes, E. T. (1982). On the rationale of maximum-entropy methods. IEEE, 70, 939–952.CrossRefGoogle Scholar
  21. Jorgensen, T. (2016). lavaanTabular Lavaan output .scaled —.robust. https://groups.google.com/forum/#!topic/lavaan/rGitXu9h9zY (Online; accessed February 19, 2017).
  22. Kapur, J. N., & Kesavan, H. K. (1992). Entropy optimization principles with applications. Boston: Academic Press.CrossRefGoogle Scholar
  23. Kullback, S., & Leibler, R. (1951). On information and sufficiency. Annals of Mathematical Statistics, 22, 79–86.CrossRefGoogle Scholar
  24. Lee, Y. (2010). Generation of non-normal approximated discrete random variables. Master’s thesis, National Chengchi University, Taipei, Taiwan.Google Scholar
  25. Madsen, K., Nielsen, H. B., Tingleff, O. (2004). Optimization with constraints. LyngbyIMM, Technical University of Denmark. http://orbit.dtu.dk/files/2721110/imm4213.pdf
  26. Mair, P., Satorra, A., & Bentler, P. M. (2012). Generating nonnormal multivariate data using copulas: Applications to sem. Multivariate Behavioral Research, 47, 547–565.CrossRefPubMedGoogle Scholar
  27. Mattson, S. (1997). How to generate non-normal data for simulation of structural equation models. Multivariate Behavioral Research, 32, 355–373.CrossRefPubMedGoogle Scholar
  28. Micceri, T. (1989). The unicorn, the normal curve, and other improbable creatures. Psychological Bulletin, 105, 156–166.CrossRefGoogle Scholar
  29. Muthén, B. (1983). Latent variable structural equation modeling with categorical data. Journal of Econometrics, 22, 486–5.CrossRefGoogle Scholar
  30. Muthén, B. (1984). A general structural equation model with dichotomous, ordered categorical, and continuous latent variable indicators. Psychometrika, 49, 115–132.CrossRefGoogle Scholar
  31. Muthén, B., & Kaplan, D. (1985). A comparison of some methodologies for the factor analysis of non-normal Likert variables. British Journal of Mathematical and Statistical Psychology, 38, 171–189.CrossRefGoogle Scholar
  32. Muthén, B., & Kaplan, D. (1992). A comparison of some methodologies for the factor analysis of non-normal likert variables: A note on the size of the model. British Journal of Mathematical and Statistical Psychology, 45, 19–30.CrossRefGoogle Scholar
  33. Nocedal, J., & Wright, S. (2006). Numerical optimization. Berlin: Springer.Google Scholar
  34. Olsson, U. (1979). On the robustness of factor analysis against crude classification of the observations. Multivariate Behavioral Research, 14, 485–500.CrossRefPubMedGoogle Scholar
  35. Pearson, E. S., & Please, N. W. (1975). Relation between the shape of population distribution and the robustness of four simple test statistics. Biometrika, 62, 223–241.CrossRefGoogle Scholar
  36. R Core Team. (2014). R: A Language and Environment for Statistical Computing Vienna, Austria. http://www.R-project.org/
  37. Ramachandran, K. M., & Tsokos, C. P. (2009). Mathematical statistics with applications. Burlington, MA: Elsevier.Google Scholar
  38. Rohatgi, V. K., & Székely, G. J. (1989). Sharp inequalities between skewness and kurtosis. Statistics & Probability Letters, 84, 297–299.CrossRefGoogle Scholar
  39. Rosseel, Y. 2012. lavaan: An R package for structural equation modeling. Journal of Statistical Software4821-36. http://jstatsoft.org/v48/i02/
  40. Ruscio, J., & Kaczetow, W. (2008). Simulating multivariate nonnormal data using an iterative technique. Multivariate Behavioral Research, 48, 355–381.CrossRefGoogle Scholar
  41. Shannon, C. E. (1948). A mathematical theory of communication. The Bell System Technical Journal, 27(3), 379–423.CrossRefGoogle Scholar
  42. Varadhan, R. (2015). alabama: Constrained nonlinear optimization. http://CRAN.R-project.org/package=alabama (R package version 2015.3-1).
  43. Weng, L., & Cheng, C. (2004). Effects of response order on Likert-type scale. Educational and Psychological Measurement, 60, 908–924.CrossRefGoogle Scholar
  44. Wilkins, J. E. (1944). A note on skewness and kurtosis. The Annal of Mathematical Statistic, 15, 333–335.CrossRefGoogle Scholar
  45. Wu, N. (1997). The maximum entropy method. New York: Springer.CrossRefGoogle Scholar
  46. Yang-Wallentin, F., Joreskog, K., & Luo, H. (2010). Confirmatory factor analysis of ordinal variables with misspecified models. Structural Equation Modeling, 17, 392–423.CrossRefGoogle Scholar
  47. Zellner, A., & Highfield, R. A. (1988). Calculation of maximum entropy distributions and approximation of marginal posterior distributions. Journal of Econometrics, 37, 195–209.CrossRefGoogle Scholar

Copyright information

© The Psychometric Society 2018

Authors and Affiliations

  1. 1.Department of Educational PsychologyUniversity of Wisconsin - MadisonMadisonUSA

Personalised recommendations