Researchers and data analysts are sometimes faced with the problem of very small samples, where the number of variables approaches or exceeds the overall sample size; i.e. high dimensional data. In such cases, standard statistical models such as regression or analysis of variance cannot be used, either because the resulting parameter estimates…

The statistical ramifications of using equal weights, as compared to regression-based differential weights, in the estimation of Wechsler Adult Intelligence Scale--Revised (WAIS-R) factor scores were explored using WAIS standardization data, based on 1,880 adults. Differences resulting from the two approaches were substantial, as is discussed.…