Bayesrel (Q88657): Difference between revisions
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Removed claim: author (P16): Don van Den Bergh (Q88655) |
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Property / last update: 19 November 2022 / rank | |||||||||||||||
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publication date: 20 January 2019
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publication date: 4 March 2020
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publication date: 18 November 2020
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publication date: 7 January 2021
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publication date: 29 March 2021
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publication date: 11 November 2020
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publication date: 13 September 2021
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publication date: 6 April 2022
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publication date: 27 June 2022
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publication date: 10 August 2022
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publication date: 26 October 2022
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publication date: 10 February 2022
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publication date: 9 August 2023
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9 August 2023
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Functionality for reliability estimates. For 'unidimensional' tests: Coefficient alpha, 'Guttman's' lambda-2/-4/-6, the Greatest lower bound and coefficient omega_u ('unidimensional') in a Bayesian and a frequentist version. For multidimensional tests: omega_t (total) and omega_h (hierarchical). The results include confidence and credible intervals, the probability of a coefficient being larger than a cutoff, and a check for the factor models, necessary for the omega coefficients. The method for the Bayesian 'unidimensional' estimates, except for omega_u, is sampling from the posterior inverse 'Wishart' for the covariance matrix based measures (see 'Murphy', 2007, <https://groups.seas.harvard.edu/courses/cs281/papers/murphy-2007.pdf>. The Bayesian omegas (u, t, and h) are obtained by 'Gibbs' sampling from the conditional posterior distributions of (1) the single factor model, (2) the second-order factor model, (3) the bi-factor model, (4) the correlated factor model ('Lee', 2007, <doi:10.1002/9780470024737>). | |||||||||||||||
Property / description: Functionality for reliability estimates. For 'unidimensional' tests: Coefficient alpha, 'Guttman's' lambda-2/-4/-6, the Greatest lower bound and coefficient omega_u ('unidimensional') in a Bayesian and a frequentist version. For multidimensional tests: omega_t (total) and omega_h (hierarchical). The results include confidence and credible intervals, the probability of a coefficient being larger than a cutoff, and a check for the factor models, necessary for the omega coefficients. The method for the Bayesian 'unidimensional' estimates, except for omega_u, is sampling from the posterior inverse 'Wishart' for the covariance matrix based measures (see 'Murphy', 2007, <https://groups.seas.harvard.edu/courses/cs281/papers/murphy-2007.pdf>. The Bayesian omegas (u, t, and h) are obtained by 'Gibbs' sampling from the conditional posterior distributions of (1) the single factor model, (2) the second-order factor model, (3) the bi-factor model, (4) the correlated factor model ('Lee', 2007, <doi:10.1002/9780470024737>). / rank | |||||||||||||||
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Property / author: Julius M. Pfadt / rank | |||||||||||||||
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Property / author: Don van Den Bergh / rank | |||||||||||||||
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Property / author: Joris Goosen / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 3.0 / rank | |||||||||||||||
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software version identifier: ≥ 2.10 | |||||||||||||||
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software version identifier: ≥ 1.0.4.6 | |||||||||||||||
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Property / cites work: Structural Equation Modeling / rank | |||||||||||||||
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links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 19:56, 12 March 2024
Bayesian Reliability Estimation
Language | Label | Description | Also known as |
---|---|---|---|
English | Bayesrel |
Bayesian Reliability Estimation |
Statements
9 August 2023
0 references
Functionality for reliability estimates. For 'unidimensional' tests: Coefficient alpha, 'Guttman's' lambda-2/-4/-6, the Greatest lower bound and coefficient omega_u ('unidimensional') in a Bayesian and a frequentist version. For multidimensional tests: omega_t (total) and omega_h (hierarchical). The results include confidence and credible intervals, the probability of a coefficient being larger than a cutoff, and a check for the factor models, necessary for the omega coefficients. The method for the Bayesian 'unidimensional' estimates, except for omega_u, is sampling from the posterior inverse 'Wishart' for the covariance matrix based measures (see 'Murphy', 2007, <https://groups.seas.harvard.edu/courses/cs281/papers/murphy-2007.pdf>. The Bayesian omegas (u, t, and h) are obtained by 'Gibbs' sampling from the conditional posterior distributions of (1) the single factor model, (2) the second-order factor model, (3) the bi-factor model, (4) the correlated factor model ('Lee', 2007, <doi:10.1002/9780470024737>).
0 references