Tests of measurement invariance without subgroups: a generalization of classical methods
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- Generalized M‐fluctuation tests for parameter instability
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- Implementing a class of structural change tests: an econometric computing approach
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Cited in
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- The performance of latent growth curve model-based structural equation model trees to uncover population heterogeneity in growth trajectories
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- Independence tests in the presence of measurement errors: an invariance law
- Network trees: a method for recursively partitioning covariance structures
- A note on the structural change test in highly parameterized psychometric models
- Computation and application of generalized linear mixed model derivatives using \textit{lme4}
- High-stakes testing case study: a latent variable approach for assessing measurement and prediction invariance
- A penalty approach to differential item functioning in Rasch models
- Covariate-free and covariate-dependent reliability
- Invariance in measurement and prediction revisited
- Bayesian tests of measurement invariance
- Factorial invariance in multilevel confirmatory factor analysis
- Testing for measurement invariance with respect to an ordinal variable
- Score‐based measurement invariance checks for Bayesian maximum‐a‐posteriori estimates in item response theory
- Power analysis for the Wald, LR, score, and gradient tests in a marginal maximum likelihood framework: applications in IRT
- Score-based tests for parameter instability in ordinal factor models
- Investigating heterogeneity in IRTree models for multiple response processes with score-based partitioning
- Rasch trees: a new method for detecting differential item functioning in the Rasch model
- Heteroscedastic latent trait models for dichotomous data
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