Confidence intervals are constructed from an estimate and its standard error. These intervals can be conceptualized two ways. From one perspective, we can say what proportion of random replications of this interval include the "true, fixed value" for the parameter over the long run (Neyman 1952 p.194f). This Neyman-Pearson approach has the weight of history and reassures determinists. From another perspective, we can say what proportion of possible values of the parameter lies within this interval. This Savage-Bayesian approach (Edwards et al. 1963) accommodates the layman interpretation of confidence intervals and also satisfies probabilists.
The Neyman-Pearson understanding is that the "confidence" interval formed by an estimate plus and minus some standard errors is a statistic which, upon random replication, can be expected to contain the unknowable but fixed "true" parameter a specified proportion of the time. Whether the single example of such an interval which we have in hand has succeeded in doing this is, by definition, unknown. Maybe yes. Maybe no. All we claim to know is the long-run behavior of random replications of intervals formed this way.
Few users of confidence intervals, however, couch their inferences so carefully. Most imply, instead, that they have established such-and- such confidence in the claim that the "truth" they seek is inside their particular interval.
The Savage-Bayesian approach, sometimes employing the terms "credible" or "believable" interval, comes closer to practice. The actual Savage-Bayesian understanding, however, is that, given the observed estimate and its error, such-and-such proportion of all possible values of the parameter fall within the interval.
Something important has happened in this shift of interpretation. The unknown parameter is no longer an unknowable but "fixed truth". Rather it is a "variable" with a range of possible values. The Savage-Bayes interval embraces a specified proportion of these possibilities and therefore serves to define a range of reasonable values for the parameter.
Growing beyond a naive search for "fixed truths" and seeking instead for usefully limited "ranges of possible values" is an important step forward in the evolution of inference.
Neyman J (1952) Lectures and Conferences on Mathematical Statistics and Probability. 2nd Ed. Washington: US Dept of Agriculture.
Edwards W, Lindman H, Savage L.J. (1963) Bayesian statistical inference for psychological research. Psychological Review, 70/3, p.193-242. In: The Writings of Leonard Jimmie Savage - A Memorial Selection. Washington: American Statistical Assoc. 1981.
Confidence intervals. Wright BD. Rasch Measurement Transactions, 1992, 5:4 p.175
|Rasch Measurement Transactions (free, online)||Rasch Measurement research papers (free, online)||Probabilistic Models for Some Intelligence and Attainment Tests, Georg Rasch||Applying the Rasch Model 3rd. Ed., Bond & Fox||Best Test Design, Wright & Stone|
|Rating Scale Analysis, Wright & Masters||Introduction to Rasch Measurement, E. Smith & R. Smith||Introduction to Many-Facet Rasch Measurement, Thomas Eckes||Invariant Measurement: Using Rasch Models in the Social, Behavioral, and Health Sciences, George Engelhard, Jr.||Statistical Analyses for Language Testers, Rita Green|
|Rasch Models: Foundations, Recent Developments, and Applications, Fischer & Molenaar||Journal of Applied Measurement||Rasch models for measurement, David Andrich||Constructing Measures, Mark Wilson||Rasch Analysis in the Human Sciences, Boone, Stave, Yale|
|in Spanish:||Análisis de Rasch para todos, Agustín Tristán||Mediciones, Posicionamientos y Diagnósticos Competitivos, Juan Ramón Oreja Rodríguez|
|Forum||Rasch Measurement Forum to discuss any Rasch-related topic|
Go to Top of Page
Go to index of all Rasch Measurement Transactions
AERA members: Join the Rasch Measurement SIG and receive the printed version of RMT
Some back issues of RMT are available as bound volumes
Subscribe to Journal of Applied Measurement
Go to Institute for Objective Measurement Home Page. The Rasch Measurement SIG (AERA) thanks the Institute for Objective Measurement for inviting the publication of Rasch Measurement Transactions on the Institute's website, www.rasch.org.
|Coming Rasch-related Events|
|March 21, 2019, Thur.||13th annual meeting of the UK Rasch user group, Cambridge, UK, http://www.cambridgeassessment.org.uk/events/uk-rasch-user-group-2019|
|April 4 - 8, 2019, Thur.-Mon.||NCME annual meeting, Toronto, Canada,https://ncme.connectedcommunity.org/meetings/annual|
|April 5 - 9, 2019, Fri.-Tue.||AERA annual meeting, Toronto, Canada,www.aera.net/Events-Meetings/Annual-Meeting|
|April 12, 2019, Fri.||On-line course: Understanding Rasch Measurement Theory - Master's Level (G. Masters), https://www.acer.org/au/professional-learning/postgraduate/rasch|
|July 2-5, 2019, Tue.-Fri.||2019 International Measurement Confederation (IMEKO) Joint Symposium, St. Petersburg, Russia,https://imeko19-spb.org|
|July 11-12 & 15-19, 2019, Thu.-Fri.||A Course in Rasch Measurement Theory (D.Andrich), University of Western Australia, Perth, Australia, flyer - http://www.education.uwa.edu.au/ppl/courses|
|Aug 5 - 10, 2019, Mon.-Sat.||6th International Summer School "Applied Psychometrics in Psychology and Education", Institute of Education at HSE University Moscow, Russia.https://ioe.hse.ru/en/announcements/248134963.html|
|Aug. 9 - Sept. 6, 2019, Fri.-Fri.||On-line workshop: Many-Facet Rasch Measurement (E. Smith, Facets), www.statistics.com|
|Aug. 14 - 16, 2019. Wed.-Fri.||An Introduction to Rasch Measurement: Theory and Applications (workshop led by Richard M. Smith) https://www.hkr.se/pmhealth2019rs|
|August 25-30, 2019, Sun.-Fri.||Pacific Rim Objective Measurement Society (PROMS) 2019, Surabaya, Indonesia https://proms.promsociety.org/2019/|
|Oct. 11 - Nov. 8, 2019, Fri.-Fri.||On-line workshop: Practical Rasch Measurement - Core Topics (E. Smith, Winsteps), www.statistics.com|
|Nov. 3 - Nov. 4, 2019, Sun.-Mon.||International Outcome Measurement Conference, Chicago, IL,http://jampress.org/iomc2019.htm|
|Jan. 24 - Feb. 21, 2020, Fri.-Fri.||On-line workshop: Practical Rasch Measurement - Core Topics (E. Smith, Winsteps), www.statistics.com|
|May 22 - June 19, 2020, Fri.-Fri.||On-line workshop: Practical Rasch Measurement - Core Topics (E. Smith, Winsteps), www.statistics.com|
|June 26 - July 24, 2020, Fri.-Fri.||On-line workshop: Practical Rasch Measurement - Further Topics (E. Smith, Winsteps), www.statistics.com|
|Aug. 7 - Sept. 4, 2020, Fri.-Fri.||On-line workshop: Many-Facet Rasch Measurement (E. Smith, Facets), www.statistics.com|
|Oct. 9 - Nov. 6, 2020, Fri.-Fri.||On-line workshop: Practical Rasch Measurement - Core Topics (E. Smith, Winsteps), www.statistics.com|
|June 25 - July 23, 2021, Fri.-Fri.||On-line workshop: Practical Rasch Measurement - Further Topics (E. Smith, Winsteps), www.statistics.com|
The URL of this page is www.rasch.org/rmt/rmt54b.htm