mirt (version 0.7.0)

createItem: Create a user defined item with correct generic functions

Description

Initializes the proper S4 class and methods necessary for mirt functions to use in estimation. To use the defined objects pass to the mirt(..., customItems = list()) command, and ensure that the classes are properly labelled and unique in the list.

Usage

createItem(name, par, est, P, gr = NULL, hss = NULL,
    lbound = NULL, ubound = NULL, userdata = NULL)

Arguments

name

a character indicating the item class name to be defined

par

a named vector of the starting values for the parameters

est

a logical vector indicating which parameters should be freely estimated by default

P

the probability trace function for all categories (first column is category 1, second category two, etc). First input contains a vector of all the item parameters, the second input must be a matrix called Theta, and the third input mu

gr

gradient function (vector of first derivatives) used in estimation. If not specified a numeric approximation will be used

hss

Hessian function (matrix of second derivatives) used in estimation. If not specified a numeric approximation will be used (required for the MH-RM algorithm only)

userdata

an optional matrix of person level covariate data that can be used in estimation. This matrix with be used in the probability function by passing Theta = cbind(Theta, userdata). Note that this only makes sense to use when the estimati

lbound

optional vector indicating the lower bounds of the parameters. If not specified then the bounds will be set to -Inf

ubound

optional vector indicating the lower bounds of the parameters. If not specified then the bounds will be set to Inf

Details

Additionally, the summary() function will not return proper standardized loadings since the function is not sure how to handle them (no slopes could be defined at all!). Instead loadings of .001 are filled in as placeholders.

Examples

name <- 'old2PL'
par <- c(a = .5, b = -2)
est <- c(TRUE, TRUE)
P.old2PL <- function(par,Theta, ncat){
     a <- par[1]
     b <- par[2]
     P1 <- 1 / (1 + exp(-1.702*a*(Theta - b)))
     cbind(1-P1, P1)
}

x <- createItem(name, par=par, est=est, P=P.old2PL)

#So, let's estimate it!
dat <- expand.table(LSAT7)
sv <- mirt(dat, 1, c(rep('2PL',4), 'old2PL'), customItems=list(old2PL=x), pars = 'values')
tail(sv) #looks good
mod <- mirt(dat, 1, c(rep('2PL',4), 'old2PL'), customItems=list(old2PL=x), verbose = TRUE)
coef(mod)
mod2 <- confmirt(dat, 1, c(rep('2PL',4), 'old2PL'), customItems=list(old2PL=x), verbose = TRUE)
coef(mod2)

###nonlinear
name <- 'nonlin'
par <- c(a1 = .5, a2 = .1, d = 0)
est <- c(TRUE, TRUE, TRUE)
P.nonlin <- function(par,Theta, ncat=2){
     a1 <- par[1]
     a2 <- par[2]
     d <- par[3]
     P1 <- 1 / (1 + exp(-1.702*(a1*Theta + a2*Theta^2 + d)))
     cbind(1-P1, P1)
}

x2 <- createItem(name, par=par, est=est, P=P.nonlin)

mod <- mirt(dat, 1, c(rep('2PL',4), 'nonlin'), customItems=list(nonlin=x2), verbose = TRUE)
coef(mod)

### covariate included data
name <- 'mycov'
par <- c(a1 = .5, a2 =.5, d = 0)
est <- c(TRUE, TRUE, TRUE)
P.mycov <- function(par,Theta, ncat){
     a1 <- par[1]
     a2 <- par[2]
     d <- par[3]
     #notice here that the covariate data is found in Theta,
     #    use browser() to jump in for debugging if needed
     P1 <- 1 / (1 + exp(-1.702*(a1 * Theta[,1] + a2*Theta[,2] + d)))
     cbind(1-P1, P1)
}

covdata <- matrix(c(rep(0, 500), rep(1,500)), nrow=nrow(dat))
x3 <- createItem(name, par=par, est=est, P=P.mycov, userdata=covdata)
mod <- confmirt(dat, 1, c(rep('2PL',4), 'mycov'), customItems=list(mycov=x3))
coef(mod)