feat(psychometric): recover Driver 2017-era addedTIPREDVARstd after addedTIPREDVAR - #203
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Folded into the consolidation vehicle #231; this draft stays open until the vehicle merges, then closes as superseded-by-consolidation. |
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Superseded by consolidation: this slice's Driver et al. (2017) standardization recovery landed on protected main through the integration vehicles (#231/#232), and its contract coverage is carried by the reconciled suites (multilevel_event_time_recovery_contract, rubin_and_mean_gate_contract) with test-signature repair tracked in #234. The stacked-draft form is retired to keep the delivery queue at review-ready work only; no capability is lost — the exact-head provenance remains in the vehicle PR descriptions and CHANGELOG. |
Stacked on #200 (
8f42947) / #199 (7a476ed) / #198 (52a9b4c) / #196 (1cb91b4) / #194 (471b115) / #192 (1690c7b) / #190 (adb0bc6) / #189 (0836c35) / #188 (444304d) / #187 (6afd048) / #185 (69ffec6) / #184 (6b93147) / #183 (c10097be) / #182 (2d4d6bf) / #181 (542806b) / #49 (6f95142). ADR 0005 executable slice stays insidepsychometric_core. This is not a second invariance crate and does not recreate #78 or #80. It does not duplicate #195CINTstd, #197T0TDPREDEFFECTstd, or #202TDPREDEFFECTstd.psychometric_corerecovers the Driver, Oud, and Voelkle (2017, p. 16; §7.2, pp. 20–21; Table 2, p. 12; 2017-era ctsemsummary.ctsemFit.R; JSS PDF re-opened 2026-08-23T21:22Z from https://www.jstatsoft.org/index.php/jss/article/download/v077i05/1104) scalar standardised extra time-independent predictor varianceaddedTIPREDVARstd. Page 16 prints standardised matrices with the suffixstdwhen appropriate. AfteraddedTIPREDVARasasymTIPREDEFFECT %*% TIPREDVAR %*% t(asymTIPREDEFFECT), the 2017-erasummary.ctsemFit.RformsaddedTIPREDVARstd = solve(sqrt(diag(addedTIPREDVAR))) %&% addedTIPREDVAR.OpenMx%&%is the quadratic formt(A) %*% B %*% A. The defaultridging = FALSEadds 0, not0.0001; that ridge is a numerical hack and is not this exact map. The scalar correlation isextra / extra = 1after strictly positive extra. FormaddedTIPREDVARfirst, then the ratio.StandardisedAsymptoticTimeIndependentVarianceRequiresPositiveExtraVariance).v < 0fails closed (InvalidNumericInput).EventTimeRequired).a ≥ 0cannot hold a finite process-mean change when the extra is nonzero and fails closed (AsymptoticTimeIndependentEffectRequiresStableDrift).(B / a)² vis defined for a zero coefficient and for zero predictor variance; standardisedaddedTIPREDVARis not.λ² (B / a)² vis Eq. 5 of the extra, not this correlation.t0_b² visaddedT0TIPREDVAR, not this asymptotic extra correlation.TRAITVARis not the standardisation variance.addedTIPREDVAR2.838 is not this scalar 1.Still not a Kalman filter, not a matrix
expm, not ESEM estimation, not DSEM, and not ctsem estimation. Meredith (1993) remains unread (Unpaywall 2026-08-23T21:22Z:is_oa: false; title Measurement Invariance, Factor Analysis and Factorial Invariance). Mislevy (1991, Psychometrika, 56, 177–196) remains unread (Unpaywall 2026-08-23T21:22Z:is_oa: false; title Randomization-Based Inference about Latent Variables from Complex Samples).Do not merge, self-approve, or request Copilot.