Both can be formulated as a latent variable model
Some basic IRT models
Also called item characteristic curve
\(Y = 1 + 0.5 f\)
\(\mathrm{logit}(Y) = 1.7 (1 + 0.5 \theta)\)
\[\log \frac{P(Y_{ij} = 1)}{P(Y_{ij} = 0)} = Da(\theta_{\color{red}j} - b_{\color{green}i})\]
mirt
)1See Figure 14.2 for item response functions
Similar to CFA, \(\theta\) does not have an intrinsic unit
Most IRT programs set the mean of \(\theta\) to 0, and variance to 1
\[\log \frac{P(Y_{ij} = 1)}{P(Y_{ij} = 0)} = \theta_{\color{red}j} - b_{\color{green}i}\]
i.e., with \(Da\) = 1, and variance of \(\theta\) freely estimated.
$items
a b g u
Item.1 1 -1.868 0 1
Item.2 1 -0.791 0 1
Item.3 1 -1.461 0 1
Item.4 1 -0.521 0 1
Item.5 1 -1.993 0 1
$means
F1
0
$cov
F1
F1 1.022
See R notes
\[\log \frac{P(Y_{ij} = 1)}{P(Y_{ij} = 0)} = Da_{\color{red}i}(\theta_{\color{red}j} - b_{\color{green}i})\]
\(a_i\): difference in log odds for 1 unit difference in \(\theta\)
“Reliability”: Var(\(\theta\)) / [Var(\(\theta\)) + 1 / information]