glb.algebraic {psych}R Documentation

Find the greatest lower bound to reliability.


The greatest lower bound solves the “educational testing problem". That is, what is the reliability of a test? (See guttman for a discussion of the problem). Although there are many estimates of a test reliability (Guttman, 1945) most underestimate the true reliability of a test.

For a given covariance matrix of items, C, the function finds the greatest lower bound to reliability of the total score using the csdp function from the Rcsdp package.


glb.algebraic(Cov, LoBounds = NULL, UpBounds = NULL)



A p * p covariance matrix. Positive definiteness is not checked.


A vector L = (l1 ... lp) of length p with lower bounds to the diagonal elements x_i. The default l=(0, . . . , 0) does not imply any constraint, because positive semidefiniteness of the matrix C0 + Diag(x) implies 0 ≤ xi.


A vector u =(u1, . . . , up) of length p with upper bounds to the diagonal elements xi. The default is u = v.


If C is a p * p-covariance matrix, v = diag(C) its diagonal (i. e. the vector of variances v_i = c_{ii}), C0 = C - Diag(v) is the covariance matrix with 0s substituted in the diagonal and x = the vector (x1, . . . , xp) the educational testing problem is (see e. g., Al-Homidan 2008)

(Sum i = 1 to p xi) -> min


C0 + Diag(x) >= 0

(i.e. positive semidefinite) and xi ≤ vi, i = 1 ..., p. This is the same as minimizing the trace of the symmetric matrix

C0 + Diag(x)

s. t. C0 + Diag(x) is positive semidefinite and xi ≤ vi.

The greatest lower bound to reliability is

(sum cij (i \ne j) + sum xi )/ sum cij

Additionally, function glb.algebraic allows the user to change the upper bounds xi ≤ vi to xi ≤ ui and add lower bounds li ≤ xi.

The greatest lower bound to reliability is applicable for tests with non-homogeneous items. It gives a sharp lower bound to the reliability of the total test score.

Caution: Though glb.algebraic gives exact lower bounds for exact covariance matrices, the estimates from empirical matrices may be strongly biased upwards for small and medium sample sizes.

glb.algebraic is wrapper for a call to function csdp of package Rcsdp (see its documentation).

If Cov is the covariance matrix of subtests/items with known lower bounds, rel, to their reliabilities (e. g. Cronbachs α), LoBounds can be used to improve the lower bound to reliability by setting LoBounds <- rel*diag(Cov).

Changing UpBounds can be used to relax constraints xi ≤ vi or to fix xi-values by setting LoBounds[i] < -z; UpBounds[i] <- z.



The algebraic greatest lower bound


The vector x of the solution of the semidefinite program. These are the elements on the diagonal of C.


Status of the solution. See documentation of csdp in package Rcsdp. If status is 2 or greater or equal than 4, no glb and solution is returned. If status is not 0, a warning message is generated.


The calling string


Andreas Moltner
Center of Excellence for Assessment in Medicine/Baden-Wurttemberg
University of Heidelberg

William Revelle
Department of Psychology
Northwestern University Evanston, Illiniois


Al-Homidan S (2008). Semidefinite programming for the educational testing problem. Central European Journal of Operations Research, 16:239-249.

Bentler PM (1972) A lower-bound method for the dimension-free measurement of internal consistency. Soc Sci Res 1:343-357.

Fletcher R (1981) A nonlinear programming problem in statistics (educational testing). SIAM J Sci Stat Comput 2:257-267.

Shapiro A, ten Berge JMF (2000). The asymptotic bias of minimum trace factor analysis, with applications to the greatest lower bound to reliability. Psychometrika, 65:413-425.

ten Berge, Socan G (2004). The greatest bound to reliability of a test and the hypothesis of unidimensionality. Psychometrika, 69:613-625.

See Also

For an alternative estimate of the greatest lower bound, see glb.fa. For multiple estimates of reliablity, see guttman


Cv<-matrix(c(215, 64, 33, 22,
              64, 97, 57, 25,
              33, 57,103, 36,
              22, 25, 36, 77),ncol=4)

Cv                    # covariance matrix of a test with 4 subtests
Cr<-cov2cor(Cv)       # Correlation matrix of tests
if(require(Rcsdp)) {glb.algebraic(Cv)}     # glb of total score
if(require(Rcsdp)) {glb.algebraic(Cr) }    # glb of sum of standardized scores

w<-c(1,2,2,1)         # glb of weighted total score
# glb.algebraic(diag(w) %*% Cv %*% diag(w))  
alphas <- c(0.8,0,0,0) # Internal consistency of first test is known
if(require(Rcsdp)) {glb.algebraic(Cv,LoBounds=alphas*diag(Cv))}

                      # Fix all diagonal elements to 1 but the first:
if(require(Rcsdp)) {lb<-glb.algebraic(Cr,LoBounds=c(0,1,1,1),UpBounds=c(1,1,1,1))
lb$solution[1]        # should be the same as the squared mult. corr.

} else {print ('I am sorry, you need to have the package Rcsdp installed to use glb.algebraic') }

[Package psych version 1.4.5 Index]
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