Type: | Package |
Title: | EM Algorithms for Estimating Item Response Theory Models |
Version: | 0.0.14 |
Date: | 2024-06-23 |
Author: | Kosuke Imai <imai@harvard.edu>, James Lo <jameslo989@gmail.com>, Jonathan Olmsted <jpolmsted@gmail.com> |
Maintainer: | Kosuke Imai <imai@harvard.edu> |
Description: | Various Expectation-Maximization (EM) algorithms are implemented for item response theory (IRT) models. The package includes IRT models for binary and ordinal responses, along with dynamic and hierarchical IRT models with binary responses. The latter two models are fitted using variational EM. The package also includes variational network and text scaling models. The algorithms are described in Imai, Lo, and Olmsted (2016) <doi:10.1017/S000305541600037X>. |
License: | GPL (≥ 3) |
Depends: | R (≥ 2.10), pscl (≥ 1.0.0), Rcpp (≥ 0.10.6) |
Suggests: | MCMCpack |
LinkingTo: | Rcpp, RcppArmadillo |
NeedsCompilation: | yes |
Packaged: | 2024-07-05 08:47:18 UTC; kosukeimai |
Repository: | CRAN |
Date/Publication: | 2024-07-06 15:22:03 UTC |
Asahi-Todai Elite Survey
Description
The Asahi-Todai Elite survey was conducted by the University of Tokyo in collaboration with a major national newspaper, the Asahi Shimbun, covering all candidates (both incumbents and challengers) for the eight Japanese Upper and Lower House elections that occurred between 2003 and 2013. In six out of eight waves, the survey was also administered to a nationally representative sample of voters with the sample size ranging from approximately 1,100 to about 2,000. The novel feature of the data is that there are a set of common policy questions, which can be used to scale both politicians and voters over time on the same dimension.
All together, the data set contains a total of N = 19,443 respondents, including 7,734 politicians
and 11,709 voters. There are J = 98 unique questions in the survey, most of which consisted of
questions asking for responses on a 5-point Likert scale. However, these scales were collapsed
into a 3-point Likert scale for estimation with ordIRT()
. In the data set, we include
estimates obtained via MCMC using both the 3 and 5-point scale data. See Hirano et al. 2011 for
more details.
Usage
data(AsahiTodai)
Format
list, containing the following variables:
- dat.all
Survey data, formatted for input to
ordIRT()
.- start.values
Start values, formatted for input to
ordIRT()
.- priors
Priors, formatted for input to
ordIRT()
.- ideal3
Ideal point estimates with data via MCMC, using collapsed 3-category data.
- ideal5
Ideal point estimates with data via MCMC, using original 5-category data.
- obs.attri
Attribute data of the respondents.
References
Shigeo Hirano, Kosuke Imai, Yuki Shiraito and Masaaki Taniguchi. 2011. “Policy Positions in Mixed Member Electoral Systems:Evidence from Japan.” Working Paper.
Kosuke Imai, James Lo, and Jonathan Olmsted (2016). “Fast Estimation of Ideal Points with Massive Data.” American Political Science Review, Vol. 110, No. 4 (December), pp. 631-656.
See Also
'ordIRT'.
Examples
## Not run:
### Real data example: Asahi-Todai survey (not run)
## Collapses 5-category ordinal survey items into 3 categories for estimation
data(AsahiTodai)
out.varinf <- ordIRT(.rc = AsahiTodai$dat.all, .starts = AsahiTodai$start.values,
.priors = AsahiTodai$priors, .D = 1,
.control = {list(verbose = TRUE,
thresh = 1e-6, maxit = 500)})
## Compare against MCMC estimates using 3 and 5 categories
cor(ideal3, out.varinf$means$x)
cor(ideal5, out.varinf$means$x)
## End(Not run)
Two-parameter Binary IRT estimation via EM
Description
binaryIRT
estimates a binary IRT model with two response categories. Estimation
is conducted using the EM algorithm described in the reference paper below. The algorithm will
produce point estimates that are comparable to those of ideal
,
but will do so much more rapidly and also scale better with larger data sets.
Usage
binIRT(.rc, .starts = NULL, .priors = NULL, .D = 1L, .control = NULL,
.anchor_subject = NULL, .anchor_outcomes = FALSE)
Arguments
.rc |
a list object, in which .rc$votes is a matrix of numeric values containing the data to be scaled. Respondents are assumed to be on rows, and items assumed to be on columns, so the matrix is assumed to be of dimension (N x J). For each item, ‘1’, and ‘-1’ represent different responses (i.e. yes or no votes) with ‘0’ as a missing data record. |
.starts |
a list containing several matrices of starting values for the parameters. The list should contain the following matrices:
|
.priors |
list, containing several matrices of starting values for the parameters. The list should contain the following matrices:
|
.D |
integer, indicates number of dimensions to estimate. Only a
1 dimension is currently supported. If a higher dimensional model is
requested, |
.control |
list, specifying some control functions for estimation. Options include the following:
|
.anchor_subject |
integer, the index of the subect to be used in
anchoring the orientation/polarity of the underlying latent
dimensions. Defaults to |
.anchor_outcomes |
logical, should an outcomes-based metric be
used to anchor the orientation of the underlying space. The
outcomes-based anchoring uses a model-free/non-parametric
approximation to quantify each item's difficulty and each subject's
ability. The post-processing then rotates the model-dependent results
to match the model-free polarity. Defaults to |
Value
An object of class binIRT
.
means |
list, containing several matrices of point estimates for the parameters corresponding to the inputs for the priors. The list should contain the following matrices.
|
vars |
list, containing several matrices of variance estimates for parameters corresponding to the inputs for the priors. Note that these variances are those recovered via variational approximation, and in most cases they are known to be far too small and generally unusable. Better estimates of variances can be obtained manually via the parametric bootstrap. The list should contain the following matrices:
|
runtime |
A list of fit results, with elements listed as follows: |
iters
integer, number of iterations run.
conv
integer, convergence flag. Will return 1 if threshold reached, and 0 if maximum number of iterations reached.
threads
integer, number of threads used to estimated model.
tolerance
numeric, tolerance threshold for convergence. Identical to thresh argument in input to .control list.
n |
Number of respondents in estimation, should correspond to number of rows in roll call matrix. |
j |
Number of items in estimation, should correspond to number of columns in roll call matrix. |
d |
Number of dimensions in estimation. |
call |
Function call used to generate output. |
Author(s)
Kosuke Imai imai@harvard.edu
James Lo lojames@usc.edu
Jonathan Olmsted jpolmsted@gmail.com
References
Kosuke Imai, James Lo, and Jonathan Olmsted “Fast Estimation of Ideal Points with Massive Data.” Working Paper. American Political Science Review, Vol. 110, No. 4 (December), pp. 631-656.
See Also
'convertRC', 'makePriors', 'getStarts'.
Examples
## Data from 109th US Senate
data(s109)
## Convert data and make starts/priors for estimation
rc <- convertRC(s109)
p <- makePriors(rc$n, rc$m, 1)
s <- getStarts(rc$n, rc$m, 1)
## Conduct estimates
lout <- binIRT(.rc = rc,
.starts = s,
.priors = p,
.control = {
list(threads = 1,
verbose = FALSE,
thresh = 1e-6
)
}
)
## Look at first 10 ideal point estimates
lout$means$x[1:10]
lout2 <- binIRT(.rc = rc,
.starts = s,
.priors = p,
.control = {
list(threads = 1,
verbose = FALSE,
thresh = 1e-6
)
},
.anchor_subject = 2
)
# Rotates so that Sen. Sessions (R AL)
# has more of the estimated trait
lout3 <- binIRT(.rc = rc,
.starts = s,
.priors = p,
.control = {
list(threads = 1,
verbose = FALSE,
thresh = 1e-6
)
},
.anchor_subject = 10
)
# Rotates so that Sen. Boxer (D CA)
# has more of the estimated trait
cor(lout2$means$x[, 1],
lout3$means$x[, 1]
)
# = -1 --> same numbers, flipped
# orientation
Parametric bootstrap of EM Standard Errirs
Description
boot_emIRT
take an emIRT() object (from binary, ordinal, dynamic, or hierarchical models) and implements
a parametric bootstrap of the standard errors for the ideal points. It assumes you have already run the model
successfully on one of those functions, and takes the output from that estimate, along with the original arguments,
as the arguments for the bootstrap function.
Usage
boot_emIRT(emIRT.out, .data, .starts, .priors, .control, Ntrials=50, verbose=10)
Arguments
emIRT.out |
an emIRT() object, which is output from a call to binIRT(), dynIRT(), ordIRT(), or hierIRT() |
.data |
the data used to produce the emIRT object. |
.starts |
the starts used to produce the emIRT object. |
.priors |
the priors used to produce the emIRT object. |
.control |
the control arguments used to produce the emIRT object. |
Ntrials |
Number of bootstrap trials to run. |
verbose |
Number of trials before progress notification triggers. |
Value
An object of class emIRT
. The output takes the original emIRT.out object and appends the following:
bse |
list, containing only the matrix:
|
Author(s)
Kosuke Imai kimai@princeton.edu
James Lo jameslo@princeton.edu
Jonathan Olmsted jpolmsted@gmail.com
References
Kosuke Imai, James Lo, and Jonathan Olmsted (2016). “Fast Estimation of Ideal Points with Massive Data.” American Political Science Review, Vol. 110, No. 4 (December), pp. 631-656.
See Also
'binIRT', 'ordIRT', 'hierIRT', 'dynIRT'.
Examples
## Not run:
### Binary IRT example
example(binIRT)
boot.bin <- boot_emIRT(lout, .data = rc, .starts = s, .priors = p,
.control = list(threads = 1, verbose = FALSE, thresh = 1e-06), Ntrials=10, verbose=2)
boot.bin$bse$x
### Dynamic IRT example
example(dynIRT)
boot.dyn <- boot_emIRT(lout, .data = mq_data$data.mq, .starts = mq_data$cur.mq,
.priors = mq_data$priors.mq, .control = list(threads = 1, verbose = FALSE,
thresh = 1e-06), Ntrials=10, verbose=2)
boot.dyn$bse$x
### Ordinal IRT example
example(ordIRT)
boot.ord <- boot_emIRT(lout, .data=newrc, .starts=cur, .priors=priors,
.control = list(threads = 1, verbose = TRUE, thresh = 1e-6, maxit=300,
checkfreq=50), Ntrials=5, verbose=1)
boot.ord$bse$x
### Hierarhical IRT example
example(hierIRT, run.dontrun=TRUE)
boot.hier <- boot_emIRT((lout, .data=dwnom$data.in, .starts=dwnom$cur, .priors=dwnom$priors,
.control=list(threads = 8, verbose = TRUE, thresh = 1e-4, maxit=200, checkfreq=1),
Ntrials=5, verbose=1)
boot.hier$bse$x_implied
## End(Not run)
Convert Roll Call Matrix Format
Description
convertRC
takes a rollcall
object and converts it
into a format suitable for estimation with 'binIRT'.
Usage
convertRC(.rc, type = "binIRT")
Arguments
.rc |
a |
type |
string, only “binIRT” is supported for now, and argument is ignored. |
Value
An object of class rollcall
, with votes recoded such that yea=1, nay=-1, missing data = 0.
Author(s)
Kosuke Imai kimai@princeton.edu
James Lo jameslo@princeton.edu
Jonathan Olmsted jpolmsted@gmail.com
References
Kosuke Imai, James Lo, and Jonathan Olmsted “Fast Estimation of Ideal Points with Massive Data.” Working Paper. Available at http://imai.princeton.edu/research/fastideal.html.
See Also
'binIRT', 'makePriors', 'getStarts'.
Examples
## Data from 109th US Senate
data(s109)
## Convert data and make starts/priors for estimation
rc <- convertRC(s109)
p <- makePriors(rc$n, rc$m, 1)
s <- getStarts(rc$n, rc$m, 1)
## Conduct estimates
lout <- binIRT(.rc = rc,
.starts = s,
.priors = p,
.control = {
list(threads = 1,
verbose = FALSE,
thresh = 1e-6
)
}
)
## Look at first 10 ideal point estimates
lout$means$x[1:10]
Poole-Rosenthal DW-NOMINATE data and scores, 80-110 U.S. Senate
Description
This data set contains materials related to the Poole-Rosenthal DW-NOMINATE measure of senator
ideology. The software (and other materials) is available at https://voteview.com/,
which includes a simpler example of an application to the 80-110 U.S. Senate. The data set here is
derived from the data and estimates from that example, but are formatted to be run in hierIRT()
.
In particular, start values for estimation are identical to those provided by the example.
Usage
data(dwnom)
Format
list, containing the following elements:
- data.in
Legislator voting data, formatted for input to
hierIRT()
.- cur
Start values, formatted for input to
hierIRT()
.- priors
Priors, formatted for input to
hierIRT()
.- legis
data frame, containing contextual information about the legislators estimated.
- nomres
data frame, containing estimates from DW-NOMINATE on the same data. These are read from the file SL80110C21.DAT.
References
DW-NOMINATE is described in Keith T. Poole and Howard Rosenthal. 1997. Congress: A Political Economic History of Roll Call Voting. Oxford University Press. See also https://voteview.com/.
Variational model is described in Kosuke Imai, James Lo, and Jonathan Olmsted (2016). “Fast Estimation of Ideal Points with Massive Data.” American Political Science Review, Vol. 110, No. 4 (December), pp. 631-656.
See Also
'hierIRT'.
Examples
### Real data example of US Senate 80-110 (not run)
### Based on voteview.com example of DW-NOMINATE
### We estimate a hierarchical model without noise and a linear time covariate
### This model corresponds very closely to the DW-NOMINATE model
## Not run:
data(dwnom)
## This takes about 10 minutes to run on 8 threads
## You may need to reduce threads depending on what your machine can support
lout <- hierIRT(.data = dwnom$data.in,
.starts = dwnom$cur,
.priors = dwnom$priors,
.control = {list(
threads = 8,
verbose = TRUE,
thresh = 1e-4,
maxit=200,
checkfreq=1
)})
## Bind ideal point estimates back to legislator data
final <- cbind(dwnom$legis, idealpt.hier=lout$means$x_implied)
## These are estimates from DW-NOMINATE as given on the Voteview example
## From file "SL80110C21.DAT"
nomres <- dwnom$nomres
## Merge the DW-NOMINATE estimates to model results by legislator ID
## Check correlation between hierIRT() and DW-NOMINATE scores
res <- merge(final, nomres, by=c("senate","id"),all.x=TRUE,all.y=FALSE)
cor(res$idealpt.hier, res$dwnom1d)
## End(Not run)
Dynamic IRT estimation via Variational Inference
Description
ordIRT
estimates an dynamic IRT model with two response categories per item, over several
sessions. Ideal points over time follow a random walk prior, and the model originates from the
work of Martin and Quinn (2002). Estimation is conducted using the variational EM algorithm described
in the reference paper below. The algorithm will produce point estimates that are comparable to those
of MCMCdynamicIRT1d
, but will do so much more rapidly and also scale better
with larger data sets.
Usage
dynIRT(.data, .starts = NULL, .priors = NULL, .control = NULL)
Arguments
.data |
a list with the following items.
|
.starts |
a list containing several matrices of starting values for the parameters. The list should contain the following matrices:
|
.priors |
list, containing several matrices of starting values for the parameters. The list should contain the following matrices:
|
.control |
list, specifying some control functions for estimation. Options include the following:
|
Value
An object of class dynIRT
.
means |
list, containing several matrices of point estimates for the parameters corresponding to the inputs for the priors. The list should contain the following matrices.
|
vars |
list, containing several matrices of variance estimates for parameters corresponding to the inputs for the priors. Note that these variances are those recovered via variational approximation, and in most cases they are known to be far too small and generally unusable. Better estimates of variances can be obtained manually via the parametric bootstrap. The list should contain the following matrices:
|
runtime |
A list of fit results, with elements listed as follows: |
iters
integer, number of iterations run.
conv
integer, convergence flag. Will return 1 if threshold reached, and 0 if maximum number of iterations reached.
threads
integer, number of threads used to estimated model.
tolerance
numeric, tolerance threshold for convergence. Identical to thresh argument in input to .control list.
N |
Number of respondents in estimation, should correspond to number of rows in roll call matrix. |
J |
Number of items in estimation, should correspond to number of columns in roll call matrix. |
T |
Number of time periods fed into the estimation, identical to argument input from .data list. |
call |
Function call used to generate output. |
Author(s)
Kosuke Imai imai@harvard.edu
James Lo lojames@usc.edu
Jonathan Olmsted jpolmsted@gmail.com
References
Original model and the example is based off of Andrew Martin and Kevin Quinn, “Dynamic Ideal Point Estimation via Markov Chain Monte Carlo for the U.S. Supreme Court, 1953-1999.” Political Analysis 10(2) 134-153.
Variational model is described in Kosuke Imai, James Lo, and Jonathan Olmsted (2016). “Fast Estimation of Ideal Points with Massive Data.” American Political Science Review, Vol. 110, No. 4 (December), pp. 631-656.
See Also
'mq_data'.
Examples
### Replication of Martin-Quinn Judicial Ideology Scores
### Based on July 23, 2014 (2014 Release 01) release of the Supreme Court Database
### Start values and priors based on replication code provided by Kevin Quinn
data(mq_data)
## Estimate dynamic variational model using dynIRT()
lout <- dynIRT(.data = mq_data$data.mq,
.starts = mq_data$cur.mq,
.priors = mq_data$priors.mq,
.control = {list(
threads = 1,
verbose = TRUE,
thresh = 1e-6,
maxit=500
)})
## Extract estimate from variational model
## Delete point estimates of 0, which are justices missing from that session
vi.out <- c(t(lout$means$x))
vi.out[vi.out==0] <- NA
vi.out <- na.omit(vi.out)
## Compare correlation against MCMC-estimated result
## Correlates at r=0.93 overall, and 0.96 when excluding Douglas
cor(vi.out, mq_data$mq_mcmc)
cor(vi.out[mq_data$justiceName != "Douglas"],
mq_data$mq_mcmc[mq_data$justiceName != "Douglas"])
Generate Starts for binIRT
Description
getStarts
generates starting values for binIRT
.
Usage
getStarts(.N, .J, .D, .type = "zeros")
Arguments
.N |
integer, number of subjects/legislators to generate starts for. |
.J |
integer, number of items/bills to generate starts for. |
.D |
integer, number of dimensions. |
.type |
“zeros” and “random” are the only valid types, will generate starts accordingly. |
Value
alpha |
A (J x 1) matrix of starting values for the item difficulty parameter |
beta |
A (J x D) matrix of starting values for the item discrimination parameter |
x |
An (N x D) matrix of starting values for the respondent ideal points |
Author(s)
Kosuke Imai kimai@princeton.edu
James Lo jameslo@princeton.edu
Jonathan Olmsted jpolmsted@gmail.com
References
Kosuke Imai, James Lo, and Jonathan Olmsted “Fast Estimation of Ideal Points with Massive Data.” Working Paper. Available at http://imai.princeton.edu/research/fastideal.html.
See Also
'binIRT', 'makePriors', 'convertRC'.
Examples
## Data from 109th US Senate
data(s109)
## Convert data and make starts/priors for estimation
rc <- convertRC(s109)
p <- makePriors(rc$n, rc$m, 1)
s <- getStarts(rc$n, rc$m, 1)
## Conduct estimates
lout <- binIRT(.rc = rc,
.starts = s,
.priors = p,
.control = {
list(threads = 1,
verbose = FALSE,
thresh = 1e-6
)
}
)
## Look at first 10 ideal point estimates
lout$means$x[1:10]
Hierarchichal IRT estimation via Variational Inference
Description
hierIRT
estimates an hierarchical IRT model with two response categories, allowing the use of covariates
to help determine ideal point estimates. Estimation is conducted using the variational EM algorithm described
in the reference paper below. A special case of this model occurs when time/session is used as the covariate —
this allows legislator ideal points to vary over time with a parametric time trend. Notably, the popular
DW-NOMINATE model (Poole and Rosenthal, 1997) is one such example, in which legislator ideal points shift
by a constant amount each period, and the error term in the hierarchical model is set to 0. In contrast to
other functions in this package, this model does not assume a ‘rectangular’ roll call matrix, and all data
are stored in vector form.
Usage
hierIRT(.data, .starts = NULL, .priors = NULL, .control = NULL)
Arguments
.data |
a list with the following items:
|
.starts |
a list containing several matrices of starting values for the parameters. The list should contain the following matrices:
|
.priors |
list, containing several matrices of starting values for the parameters. The list should contain the following matrices:
|
.control |
list, specifying some control functions for estimation. Options include the following:
|
Value
An object of class hierIRT
.
means |
list, containing several matrices of point estimates for the parameters corresponding to the inputs for the priors. The list should contain the following matrices.
|
vars |
list, containing several matrices of variance estimates for several parameters of interest for diagnostic purposes. Note that these variances are those recovered via variational approximation, and in most cases they are known to be far too small and generally unusable. The list should contain the following matrices:
|
runtime |
A list of fit results, with elements listed as follows: |
iters
integer, number of iterations run.
conv
integer, convergence flag. Will return 1 if threshold reached, and 0 if maximum number of iterations reached.
threads
integer, number of threads used to estimated model.
tolerance
numeric, tolerance threshold for convergence. Identical to thresh argument in input to .control list.
N |
A list of counts of various items: |
D
integer, number of dimensions (i.e. number of covariates, including intercept).
G
integer, number of groups.
I
integer, number of ideal points.
J
integer, number of items/bill parameters.
L
integer, number of observed votes.
call |
Function call used to generate output. |
Author(s)
Kosuke Imai imai@harvard.edu
James Lo lojames@usc.edu
Jonathan Olmsted jpolmsted@gmail.com
References
Variational model is described in Kosuke Imai, James Lo, and Jonathan Olmsted “Fast Estimation of Ideal Points with Massive Data.” American Political Science Review, Volume 110, Issue 4, November 2016, pp. 631-656. <DOI:10.1017/S000305541600037X>.
See Also
'dwnom'.
Examples
### Real data example of US Senate 80-110 (not run)
### Based on voteview.com example of DW-NOMINATE (\url{https://voteview.com/})
### We estimate a hierarchical model without noise and a linear time covariate
### This model corresponds very closely to the DW-NOMINATE model
## Not run:
data(dwnom)
## This takes about 10 minutes to run on 8 threads
## You may need to reduce threads depending on what your machine can support
lout <- hierIRT(.data = dwnom$data.in,
.starts = dwnom$cur,
.priors = dwnom$priors,
.control = {list(
threads = 8,
verbose = TRUE,
thresh = 1e-4,
maxit=200,
checkfreq=1
)})
## Bind ideal point estimates back to legislator data
final <- cbind(dwnom$legis, idealpt.hier=lout$means$x_implied)
## These are estimates from DW-NOMINATE as given on the Voteview example
## From file "SL80110C21.DAT"
nomres <- dwnom$nomres
## Merge the DW-NOMINATE estimates to model results by legislator ID
## Check correlation between hierIRT() and DW-NOMINATE scores
res <- merge(final, nomres, by=c("senate","id"),all.x=TRUE,all.y=FALSE)
cor(res$idealpt.hier, res$dwnom1d)
## End(Not run)
Generate Priors for binIRT
Description
makePriors
generates diffuse priors for binIRT
.
Usage
makePriors(.N = 20, .J = 100, .D = 1)
Arguments
.N |
integer, number of subjects/legislators to generate priors for. |
.J |
integer, number of items/bills to generate priors for. |
.D |
integer, number of dimensions. |
Value
x$mu
A (D x D) prior means matrix for respondent ideal points
x_i
.x$sigma
A (D x D) prior covariance matrix for respondent ideal points
x_i
.beta$mu
A ( D+1 x 1) prior means matrix for
\alpha_j
and\beta_j
.beta$sigma
A ( D+1 x D+1 ) prior covariance matrix for
\alpha_j
and\beta_j
.
Author(s)
Kosuke Imai imai@harvard.edu
James Lo jameslo@princeton.edu
Jonathan Olmsted jpolmsted@gmail.com
References
Kosuke Imai, James Lo, and Jonathan Olmsted. (2016). “Fast Estimation of Ideal Points with Massive Data.” Working Paper. American Political Science Review, Vol. 110, No. 4 (December), pp. 631-656.
See Also
'binIRT', 'getStarts', 'convertRC'.
Examples
## Data from 109th US Senate
data(s109)
## Convert data and make starts/priors for estimation
rc <- convertRC(s109)
p <- makePriors(rc$n, rc$m, 1)
s <- getStarts(rc$n, rc$m, 1)
## Conduct estimates
lout <- binIRT(.rc = rc,
.starts = s,
.priors = p,
.control = {
list(threads = 1,
verbose = FALSE,
thresh = 1e-6
)
}
)
## Look at first 10 ideal point estimates
lout$means$x[1:10]
German Manifesto Data
Description
A word frequency matrix containing word frequencies from 25 German party manifestos between 1990-2005. Obtained from Slapin and Proksch AJPS paper, also used in Lo, Slapin and Proksch.
Usage
data(manifesto)
Format
list, containing the following elements:
- data.manif
Term-document matrix, formatted for input to
ordIRT()
.- starts.manif
Start values, formatted for input to
ordIRT()
.- priors.manif
Priors, formatted for input to
ordIRT()
.
References
Jonathan Slapin and Sven-Oliver Proksch. 2009. “A Scaling Model for Estimating Time-Series Party Positions from Texts.” American Journal of Political Science 52(3), 705-722
James Lo, Jonathan Slapin, and Sven-Oliver Proksch. 2016. “Ideological Clarify in Multiparty Competition: A New Measure and Test Using Election Manifestos.” British Journal of Political Science, 1-20
Kosuke Imai, James Lo, and Jonathan Olmsted. (2016). “Fast Estimation of Ideal Points with Massive Data.” American Political Science Review, Vol. 110, No. 4 (December), pp. 631-656.
See Also
'poisIRT'.
Examples
## Not run:
## Load German Manifesto data
data(manifesto)
## Estimate variational Wordfish model
lout <- poisIRT(.rc = manifesto$data.manif,
i = 0:(ncol(manifesto$data.manif)-1),
NI=ncol(manifesto$data.manif),
.starts = manifesto$starts.manif,
.priors = manifesto$priors.manif,
.control = {list(
threads = 1,
verbose = TRUE,
thresh = 1e-6,
maxit=1000
)})
## Positional Estimates for Parties
lout$means$x
## End(Not run)
Martin-Quinn Judicial Ideology Scores
Description
This data set contains materials related to the Martin-Quinn measures of judicial ideology,
estimated for every justice serving from October 1937 to October 2013. The materials are
based on the July 23, 2014 (2014 Release 01) release of the Supreme Court Database, which
contain the votes of each Supreme Court justice on each case heard in the court. The
data is set up for input to dynIRT()
, and also includes point estimates of the same
model obtained using standard MCMC techniques. Start values and priors input to this model
are identical to those used in the MCMC estimates, and were provided by Kevin Quinn.
Usage
data(mq_data)
Format
list, containing the following elements:
- data.mq
Justice voting data, formatted for input to
dynIRT()
.- cur.mq
Start values, formatted for input to
dynIRT()
.- priors.mq
Priors, formatted for input to
dynIRT()
.- mq_mcmc
Ideal point estimates with data via MCMC.
- justiceName
A vector of names identifying the justice that goes with each estimated ideal point.
References
Original model and the example is based off of Andrew Martin and Kevin Quinn, “Dynamic Ideal Point Estimation via Markov Chain Monte Carlo for the U.S. Supreme Court, 1953-1999.” Political Analysis 10(2) 134-153.
Variational model is described in Kosuke Imai, James Lo, and Jonathan Olmsted (2016). “Fast Estimation of Ideal Points with Massive Data.” American Political Science Review, Vol. 110, No. 4 (December), pp. 631-656.
See Also
'dynIRT'.
Examples
### Replication of Martin-Quinn Judicial Ideology Scores
### Based on July 23, 2014 (2014 Release 01) release of the Supreme Court Database
### Start values and priors based on replication code provided by Kevin Quinn
data(mq_data)
## Estimate dynamic variational model using dynIRT()
lout <- dynIRT(.data = mq_data$data.mq,
.starts = mq_data$cur.mq,
.priors = mq_data$priors.mq,
.control = {list(
threads = 1,
verbose = TRUE,
thresh = 1e-6,
maxit=500
)})
## Extract estimate from variational model
## Delete point estimates of 0, which are justices missing from that session
vi.out <- c(t(lout$means$x))
vi.out[vi.out==0] <- NA
vi.out <- na.omit(vi.out)
## Compare correlation against MCMC-estimated result
## Correlates at r=0.93 overall, and 0.96 when excluding Douglas
cor(vi.out, mq_data$mq_mcmc)
cor(vi.out[mq_data$justiceName != "Douglas"],
mq_data$mq_mcmc[mq_data$justiceName != "Douglas"])
Network IRT estimation via EM
Description
networkIRT
estimates an IRT model with network in cells. Estimation
is conducted using the EM algorithm described in the reference paper below. The algorithm
generalizes a model by Slapin and Proksch (2009) that is commonly applied to manifesto
data.
Usage
networkIRT(.y, .starts = NULL, .priors = NULL, .control = NULL,
.anchor_subject = NULL, .anchor_item = NULL)
Arguments
.y |
matrix, with 1 indicating a valid link and 0 otherwise. Followers (usually voters) are on rows, elites are on columns. No NA values are permitted. |
.starts |
a list containing several matrices of starting values for the parameters. The list should contain the following matrices:
|
.priors |
list, containing several matrices of starting values for the parameters. The list should contain the following matrices (1x1) matrices:
|
.control |
list, specifying some control functions for estimation. Options include the following:
|
.anchor_subject |
integer, specifying subject to use as identification anchor. |
.anchor_item |
integer, specifying item to use as identification anchor. |
Value
An object of class networkIRT
.
means |
list, containing several matrices of point estimates for the parameters corresponding to the inputs for the priors. The list should contain the following matrices.
|
vars |
list, containing several matrices of variance estimates for parameters corresponding to the inputs for the priors. Note that these variances are those recovered via variational approximation, and in most cases they are known to be far too small and generally unusable. Better estimates of variances can be obtained manually via the parametric bootstrap. The list should contain the following matrices:
|
runtime |
A list of fit results, with elements listed as follows: |
iters
integer, number of iterations run.
conv
integer, convergence flag. Will return 1 if threshold reached, and 0 if maximum number of iterations reached.
threads
integer, number of threads used to estimated model.
tolerance
numeric, tolerance threshold for convergence. Identical to thresh argument in input to .control list.
N |
Number of followers in estimation, should correspond to number of rows in data matrix .y |
J |
Number of politicians in estimation, should correspond to number of columns in data matrix .y |
call |
Function call used to generate output. |
Author(s)
Kosuke Imai imai@Harvard.edu
James Lo jameslo@princeton.edu
Jonathan Olmsted jpolmsted@gmail.com
References
Kosuke Imai, James Lo, and Jonathan Olmsted (2016). “Fast Estimation of Ideal Points with Massive Data.” American Political Science Review, Vol. 110, No. 4 (December), pp. 631-656.
See Also
'ustweet'
Examples
## Not run:
data(ustweet)
## A ridiculously short run to pass CRAN
## For a real test, set maxit to a more reasonable number to reach convergence
lout <- networkIRT(.y = ustweet$data,
.starts = ustweet$starts,
.priors = ustweet$priors,
.control = {list(verbose = TRUE,
maxit = 3,
convtype = 2,
thresh = 1e-6,
threads = 1
)
},
.anchor_item = 43
)
## End(Not run)
Two-parameter Ordinal IRT estimation via EM
Description
ordIRT
estimates an ordinal IRT model with three ordered response categories. Estimation
is conducted using the EM algorithm described in the reference paper below. The algorithm will
produce point estimates that are comparable to those of MCMCordfactanal
,
but will do so much more rapidly and also scale better with larger data sets.
Usage
ordIRT(.rc, .starts = NULL, .priors = NULL, .D = 1L, .control = NULL)
Arguments
.rc |
matrix of numeric values containing the data to be scaled. Respondents are assumed to be on rows, and items assumed to be on columns, so the matrix is assumed to be of dimension (N x J). For each item, only 3 ordered category responses are accepted, and the only allowable responses are ‘1’, ‘2’, and ‘3’, with ‘0’ as a missing data record. If data of more than 3 categories are to be rescaled, they should be collapsed into 3 categories and recoded accordingly before proceeding. |
.starts |
a list containing several matrices of starting values for the parameters. Note that
the parameters here correspond to the re-parameterized version of the model (i.e. alpha is
|
.priors |
list, containing several matrices of starting values for the parameters. Note that
the parameters here correspond to the re-parameterized version of the model (i.e. alpha is
|
.D |
integer, indicates number of dimensions. Only one dimension is implemented and this argument is ignored. |
.control |
list, specifying some control functions for estimation. Options include the following:
|
Value
An object of class ordIRT
.
means |
list, containing several matrices of point estimates for the parameters corresponding to the inputs for the priors. The list should contain the following matrices.
|
vars |
list, containing several matrices of variance estimates for parameters corresponding to the inputs for the priors. Note that these variances are those recovered via variational approximation, and in most cases they are known to be far too small and generally unusable. Better estimates of variances can be obtained manually via the parametric bootstrap. The list should contain the following matrices:
|
runtime |
A list of fit results, with elements listed as follows: |
iters
integer, number of iterations run.
conv
integer, convergence flag. Will return 1 if threshold reached, and 0 if maximum number of iterations reached.
threads
integer, number of threads used to estimated model.
tolerance
numeric, tolerance threshold for convergence. Identical to thresh argument in input to .control list.
n |
Number of respondents in estimation, should correspond to number of rows in roll call matrix. |
j |
Number of items in estimation, should correspond to number of columns in roll call matrix. |
call |
Function call used to generate output. |
Author(s)
Kosuke Imai imai@Harvard.edu
James Lo jameslo@princeton.edu
Jonathan Olmsted jpolmsted@gmail.com
References
Kosuke Imai, James Lo, and Jonathan Olmsted (2016). “Fast Estimation of Ideal Points with Massive Data.” American Political Science Review, Vol. 110, No. 4 (December), pp. 631-656.
See Also
'AsahiTodai'.
Examples
## Not run:
### Real data example: Asahi-Todai survey (not run)
## Collapses 5-category ordinal survey items into 3 categories for estimation
data(AsahiTodai)
out.varinf <- ordIRT(.rc = AsahiTodai$dat.all, .starts = AsahiTodai$start.values,
.priors = AsahiTodai$priors, .D = 1,
.control = {list(verbose = TRUE,
thresh = 1e-6, maxit = 500)})
## Compare against MCMC estimates using 3 and 5 categories
cor(ideal3, out.varinf$means$x)
cor(ideal5, out.varinf$means$x)
## End(Not run)
### Monte Carlo simulation of ordIRT() model vs. known parameters
## Set number of legislators and items
set.seed(2)
NN <- 500
JJ <- 100
## Simulate true parameters from original model
x.true <- runif(NN, -2, 2)
beta.true <- runif(JJ, -1, 1)
tau1 <- runif(JJ, -1.5, -0.5)
tau2 <- runif(JJ, 0.5, 1.5)
ystar <- x.true %o% beta.true + rnorm(NN *JJ)
## These parameters are not needed, but correspond to reparameterized model
#d.true <- tau2 - tau1
#dd.true <- d.true^2
#tau_star <- -tau1/d.true
#beta_star <- beta.true/d.true
## Generate roll call matrix using simulated parameters
newrc <- matrix(0, NN, JJ)
for(j in 1:JJ) newrc[,j] <- cut(ystar[,j], c(-100, tau1[j], tau2[j],100), labels=FALSE)
## Generate starts and priors
cur <- vector(mode = "list")
cur$DD <- matrix(rep(0.5,JJ), ncol=1)
cur$tau <- matrix(rep(-0.5,JJ), ncol=1)
cur$beta <- matrix(runif(JJ,-1,1), ncol=1)
cur$x <- matrix(runif(NN,-1,1), ncol=1)
priors <- vector(mode = "list")
priors$x <- list(mu = matrix(0,1,1), sigma = matrix(1,1,1) )
priors$beta <- list(mu = matrix(0,2,1), sigma = matrix(diag(25,2),2,2))
## Call ordIRT() with inputs
time <- system.time({
lout <- ordIRT(.rc = newrc,
.starts = cur,
.priors = priors,
.control = {list(
threads = 1,
verbose = TRUE,
thresh = 1e-6,
maxit=300,
checkfreq=50
)})
})
## Examine runtime and correlation of recovered ideal points vs. truth
time
cor(x.true,lout$means$x)
Poisson IRT estimation via EM
Description
poisIRT
estimates an IRT model with count (usually word counts) in cells. Estimation
is conducted using the EM algorithm described in the reference paper below. The algorithm
generalizes a model by Slapin and Proksch (2009) that is commonly applied to manifesto
data.
Usage
poisIRT(.rc, i = 0:(nrow(.rc)-1), NI = nrow(.rc), .starts = NULL, .priors = NULL,
.control = NULL)
Arguments
.rc |
matrix, usually with unique words along the J rows and different documents across K columns. Each cell will contain a count of words. There should be no NA values, so documents missing a particular word should list 0 in the cell. |
i |
vector of length K, indicating for each of the K documents which actor it belongs to. Assignment of actors begins at actor 0. If set to 0:(K-1), and NI=K below, then each document is assigned its own ideal point, and we get the Slapin and Proksch Wordfish model. |
NI |
integer, number of unique actors. Must be less than or equal to K. If NI=K, then each document is assigned its own ideal point, and we get the Slapin and Proksch Wordfish model. |
.starts |
a list containing several matrices of starting values for the parameters. The list should contain the following matrices:
|
.priors |
list, containing several matrices of starting values for the parameters. The list should contain the following matrices:
|
.control |
list, specifying some control functions for estimation. Options include the following:
|
Value
An object of class poisIRT
.
means |
list, containing several matrices of point estimates for the parameters corresponding to the inputs for the priors. The list should contain the following matrices.
|
vars |
list, containing several matrices of variance estimates for parameters corresponding to the inputs for the priors. Note that these variances are those recovered via variational approximation, and in most cases they are known to be far too small and generally unusable. Better estimates of variances can be obtained manually via the parametric bootstrap. The list should contain the following matrices:
|
runtime |
A list of fit results, with elements listed as follows:
|
N |
A list of sizes, with elements listed as follow:
|
i_of_k |
A copy of input for argument ‘i’, which allows the J documents to be linked to I actors. |
Author(s)
Kosuke Imai imai@harvard.edu
James Lo jameslo@princeton.edu
Jonathan Olmsted jpolmsted@gmail.com
References
Kosuke Imai, James Lo, and Jonathan Olmsted (2016). “Fast Estimation of Ideal Points with Massive Data.” American Political Science Review, Vol. 110, No. 4 (December), pp. 631-656.
See Also
Examples
## Not run:
## Load German Manifesto data
data(manifesto)
## Estimate variational Wordfish model
lout <- poisIRT(.rc = manifesto$data.manif,
i = 0:(ncol(manifesto$data.manif)-1),
NI=ncol(manifesto$data.manif),
.starts = manifesto$starts.manif,
.priors = manifesto$priors.manif,
.control = {list(
threads = 1,
verbose = TRUE,
thresh = 1e-6,
maxit=1000
)})
## Positional Estimates for Parties
lout$means$x
## End(Not run)
U.S. Twitter Following Data
Description
Data from U.S. Twitter follower data, obtained from Barbera's (2015) replication archive.
Usage
data(ustweet)
Format
list, containing the following elements:
- data
Term-document matrix, formatted for input to
networkIRT()
.- starts
Start values, formatted for input to
networkIRT()
.- priors
Priors, formatted for input to
networkIRT()
.
References
Pablo Barbera. 2015. “Birds of the Same Feather Tweet Together: Bayesian Ideal Point Estimation Using Twitter Data.” Political Analysis 23(1), 76-91
Kosuke Imai, James Lo, and Jonathan Olmsted. (2016). “Fast Estimation of Ideal Points with Massive Data.” American Political Science Review, Vol. 110, No. 4 (December), pp. 631-656.
See Also
'networkIRT'.
Examples
## Not run:
data(ustweet)
## A ridiculously short run to pass CRAN
## For a real test, set maxit to a more reasonable number to reach convergence
lout <- networkIRT(.y = ustweet$data,
.starts = ustweet$starts,
.priors = ustweet$priors,
.control = {list(verbose = TRUE,
maxit = 3,
convtype = 2,
thresh = 1e-6,
threads = 1
)
},
.anchor_item = 43
)
## End(Not run)