A latent variable modeling method is outlined, which accomplishes estimation of criterion validity and reliability for a multicomponent measuring instrument with hierarchical structure. The approach provides point and interval estimates for the scale criterion validity and reliability coefficients, and can also be used for testing composite or…

An interval estimation procedure for proportion of explained observed variance in latent curve analysis is discussed, which can be used as an aid in the process of choosing between linear and nonlinear models. The method allows obtaining confidence intervals for the R[squared] indexes associated with repeatedly followed measures in longitudinal…

A structural equation modeling method for examining time-invariance of variable specificity in longitudinal studies with multiple measures is outlined, which is developed within a confirmatory factor-analytic framework. The approach represents a likelihood ratio test for the hypothesis of stability in the specificity part of the residual term…

A structural equation modeling approach to scale reliability evaluation can be employed to estimate generalizability theory indexes in settings where sampling of subjects and conditions is carried out. In one- and two-facet crossed designs, it is demonstrated how this method can be used to obtain estimates of relative generalizability…

A method for estimation of reliability for multiple-component measuring instruments with clustered data is outlined. The approach is applicable with hierarchical designs where individuals are nested within higher order units and exhibit possibly related performance on components of a scale of interest. The procedure is developed within the…

In applications of structural equation modeling, it is often desirable to obtain measures of uncertainty for special functions of model parameters. This article provides a didactic discussion of how a method widely used in applied statistics can be employed for approximate standard error and confidence interval evaluation of such functions. The…

A bias-corrected estimator of noncentrality parameters of covariance structure models is discussed. The approach represents an application of the bootstrap methodology for purposes of bias correction, and utilizes the relation between average of resample conventional noncentrality parameter estimates and their sample counterpart. The…