Confidence intervals for coefficients in two-parameter model - ltm

Viewed 100

Using ltm package, I calculate this two-parameter model:

TPLMODEL <- ltm(data ~ z1, IRT.param = TRUE)

and display coefficients by simply calling TPLMODEL.

How can I display or calculate the confidence intervals for all coefficients?

1 Answers

You could just calculate them using the standard errors which you get using summary.ltm. Example:

library("ltm")
model <- ltm(LSAT ~ z1)
(ms <- summary(model)$coefficients)
#                    value    std.err    z.vals
# Dffclt.Item 1 -3.3597341 0.86694625 -3.875366
# Dffclt.Item 2 -1.3696497 0.30733647 -4.456515
# Dffclt.Item 3 -0.2798983 0.09966725 -2.808328
# Dffclt.Item 4 -1.8659189 0.43411993 -4.298165
# Dffclt.Item 5 -3.1235725 0.86998079 -3.590393
# Dscrmn.Item 1  0.8253715 0.25806406  3.198320
# Dscrmn.Item 2  0.7229499 0.18670550  3.872141
# Dscrmn.Item 3  0.8904748 0.23261695  3.828074
# Dscrmn.Item 4  0.6885502 0.18516593  3.718558
# Dscrmn.Item 5  0.6574516 0.21000512  3.130646

ci <- ms[,1] + qt(1-.05/2, Inf)*ms[, 2] %*% cbind(-1, 1)
ms <- `colnames<-`(cbind(ms, ci), c(colnames(ms), paste0(c(2.5, 97.5), "%")))
ms
#                    value    std.err    z.vals       2.5%       97.5%
# Dffclt.Item 1 -3.3597341 0.86694625 -3.875366 -5.0589176 -1.66055071
# Dffclt.Item 2 -1.3696497 0.30733647 -4.456515 -1.9720181 -0.76728130
# Dffclt.Item 3 -0.2798983 0.09966725 -2.808328 -0.4752425 -0.08455411
# Dffclt.Item 4 -1.8659189 0.43411993 -4.298165 -2.7167784 -1.01505952
# Dffclt.Item 5 -3.1235725 0.86998079 -3.590393 -4.8287036 -1.41844152
# Dscrmn.Item 1  0.8253715 0.25806406  3.198320  0.3195752  1.33116775
# Dscrmn.Item 2  0.7229499 0.18670550  3.872141  0.3570139  1.08888600
# Dscrmn.Item 3  0.8904748 0.23261695  3.828074  0.4345540  1.34639566
# Dscrmn.Item 4  0.6885502 0.18516593  3.718558  0.3256316  1.05146875
# Dscrmn.Item 5  0.6574516 0.21000512  3.130646  0.2458491  1.06905405

Note: To apply robust standard errors you may do summary(model, robust.se=TRUE).

Related