The analytically derived expected asymptotic standard errors (SEs) of maximum likelihood (ML) item estimates can be predicted by a mathematical function without examinees' responses to test items. The empirically determined SEs of marginal maximum likelihood estimation/Bayesian item estimates can be obtained when the same set of items is…

Recently, C. E. McCulloch (1987) suggested a modification of the Morgan-Pitman test for comparing the variances of two dependent groups. This paper demonstrates that there are situations where the procedure is not robust. A subsample approach, similar to the Box-Scheffe test, and the Sandvik-Olsson procedure are also assessed. (TJH)

Actual kurtotic and skewed data and varied sample sizes and estimation methods demonstrated that normal theory maximum likelihood and generalized least square estimators were fairly consistent and almost identical. Standard errors tended to underestimate the estimator's true variation but the problem was not serious for large samples. (SLD)

Examined the relative performance of two commonly used methods of parameter estimation in factor analysis, maximum likelihood (ML) and ordinary least squares (OLS) through simulation. In situations with a moderate amount of error, ML often failed to recover the weak factor while OLS succeeded. Also presented an example using empirical data. (SLD)

A Monte Carlo study was conducted to investigate the robustness of the assumed error distribution in maximum likelihood estimation models for multidimensional scaling. Results show that violations of the assumed error distribution have virtually no effect on the estimated distance parameters. (SLD)

Missing data are a common practical problem for longitudinal designs. Time-series analysis is a longitudinal method that involves a large number of observations on a single unit. Four different missing-data methods (deletion, mean substitution, mean of adjacent observations, and maximum likelihood estimation) were evaluated. Computer-generated…

Given known item parameters for a test, unbiased estimators are derived for an examinee's ability parameter, his or her proportion correct true score for the variances of these parameters and for the parallel forms reliability of the maximum likelihood estimator of the ability parameter. (Author/JKS)

Three alternative estimation procedures for factor analysis based on the instrumental variables method are presented. Least squares estimation procedures are compared to maximum likelihood procedures. The conclusion, based on the data used in this study, is that two of the procedures seem to work well. (Author/JKS)

Compared three online pretest calibration scaling methods through simulation: (1) marginal maximum likelihood with one expectation maximization (EM) cycle (OEM) method; (2) marginal maximum likelihood with multiple EM cycles (MEM); and (3) M. Stocking's method B. MEM produced the smallest average total error in parameter estimation; OEM yielded…

A Monte Carlo approach was used to examine bias in the estimation of indirect effects and their associated standard errors. Results illustrate the adverse effects of nonnormality on the accuracy of significance tests in latent variable models estimated using normal theory maximum likelihood statistics. (SLD)

Three potential causes of scale shrinkage (measurement error, restriction of range, and multidimensionality) in item response theory vertical equating are discussed, and a more comprehensive model-based approach to establishing vertical scales is described. Test data from the National Assessment of Educational Progress are used to illustrate the…

Structural equation modeling (SEM) attempts to remove the negative influence of measurement error and allows for investigation of relationships at the level of the underlying constructs of interest. SEM has been regarded as a "large sample" technique since its inception. Recent developments in SEM, some of which are currently available…

Two estimation procedures for the Rasch Model of test analysis are reviewed in detail, particularly with respect to new developments that make the more statistically rigorous conditional maximum likelihood estimation practical for use with longish tests. (Author/JKS)

Functional and structural relationship alternatives to the standard "F"-test for analysis of covariance (ANCOVA) are discussed for cases when the covariate is measured with error. An approximate statistical test based on the functional relationship approach is preferred on the basis of Monte Carlo simulation results. (SLD)

Pseudo-Maximum Likelihood (p-ML) and Asymptotically Distribution Free (ADF) estimation methods for estimating dynamic factor model parameters within a covariance structure framework were compared through a Monte Carlo simulation. Both methods appear to give consistent model parameter estimates, but only ADF gives standard errors and chi-square…