The logic and procedures underlying a disturbance term regression test of logical consistency for structural models are reviewed for recursive and nonrecursive designs. It is shown that in a simple three-variable, complete mediational case the test procedure is mathematically equivalent to a part correlation. (Author/LMO)

In order to make parallel analysis more accessible to researchers employing principal component techniques, regression equations are presented for the logarithms of the latent roots of random data correlation matrices with unities on the diagonal. (Author/LMO)

Two applications of Kristof's theorem on traces of matrix products are presented in order to highlight their utility for psychometric theory and studies. (Author/JKS)

Principal component analysis, image component analysis, and maximum likelihood factor analysis were compared to assess the effects of variable sampling. Results with respect to degree of saturation and average number of variables per factor were clear and dramatic. Differential effects on boundary cases and nonconvergence problems were also found.…

The present study compares the performance of phi coefficients and tetrachorics along two dimensions of factor recovery in binary data. These dimensions are (1) accuracy of nontrivial factor identifications; and (2) factor structure recovery given a priori knowledge of the correct number of factors to rotate. (Author/LMO)

Tau, Lambda, and Kappa are measures developed for the analysis of discrete multivariate data of the type represented by stimulus response confusion matrices. The accuracy with which they may be estimated from small sample confusion matrices is investigated by Monte Carlo methods. (Author/LMO)

Since computer programs have been available for estimating and testing linear causal models, these models have been used increasingly in the behavioral sciences. This paper discusses the problem that very different causal structures may fit the same set of data equally well. (Author/LMO)

Type I error rates of four multivariate tests (Pilai-Bartlett trace, Johansen's test, James' first-order test, and James' second-order test) were compared for heterogeneous covariance matrices in 360 simulated experiments. The superior performance of Johansen's test and James' second-order test is discussed. (SLD)