Developed a full maximum likelihood method for obtaining joint estimates of variances and correlations among continuous and polytomous variables with incomplete data that are missing at random with an ignorable missing mechanism. Simulation results and an empirical example illustrate the approach. (SLD)

Developed a new estimator for the population squared multiple correlation using maximum likelihood estimation. Data from 72 air control school graduates demonstrate that the new estimator has greater accuracy than other estimators with values that fall within the parameter space. (SLD)

Developed an extension of the general latent variable growth curve modeling framework to four levels of the hierarchy. The extension merged two common analytical approaches: full information maximum likelihood (ML) latent growth modeling and limited information multilevel latent growth modeling using an ML estimator. Results for data from 250…

Presents a method for the estimation of ultrametric trees calibrated on subjects' pairwise proximity judgments of stimuli, capturing subject heterogeneity using a finite mixture formulation. An empirical example from published data shows the ability to deal with external constraints on the tree topology. (Author/SLD)

Using explicit formulas for the information matrix of maximum likelihood factor analysis under multivariate normal theory, gross and net information for estimating the parameters in a covariance structure gained by adding the associated mean structure are defined. (Author/SLD)

Describes the maximum likelihood (ML) estimation of mean and covariance structure models when data are missing. Describes expectation maximization (EM), generalized expectation maximization, Fletcher-Powell, and Fisher-scoring algorithms for parameter estimation and shows how software can be used to implement each algorithm. (Author/SLD)

An approximation to the likelihood for the generalized linear models with random coefficients is derived and is the basis for an approximate Fisher scoring algorithm. The method is illustrated on the logistic regression model for one-way classification, but it has an extension to the class of generalized linear models and to more complex data…

The problem of estimating item parameters of latent trait models in a multistage testing design is considered. Using the Rasch model and conditional maximum likelihood estimates does not lead to solvable estimation equations, but the use of marginal maximum likelihood estimation leads to solvable equations for both Rasch and Birnbaum models. (TJH)

Latent class analysis is formulated as a problem of estimating parameters in a finite mixture distribution. The EM algorithm is used to find the maximum likelihood estimates, and the case of categorical variables with more than two categories is considered. (Author)

These errata correct several typographical errors affecting five equations presented in the authors' paper in 1987. (TJH)

The sampling interpretation of confidence intervals and hypothesis tests is discussed in the context of conditional maximum likelihood estimation. Three different interpretations are discussed, and it is shown that confidence intervals constructed from the asymptotic distribution under the third sampling scheme discussed are valid for the first…

This paper presents an expository development of James-Stein estimation with substantial emphasis on exact results for nonnormal location models. The themes of the paper are: (1) the improvement possible over the best invariant estimator via shrinkage estimation is not surprising but expected from a variety of perspectives; (2) the amount of…

The situation of nonrandomly missing data has theoretically different implications for item parameter estimation depending on whether joint maximum likelihood or marginal maximum likelihood methods are used in the estimation. The objective of this paper is to illustrate what potentially can happen, under these estimation procedures, when there is…

Simple noniterative estimators of the polyserial correlation coefficient are developed by exploiting a general relationship between the polyserial correlation and the point polyserial correlation to give extensions of the biserial estimators of K. Pearson (1909), H. E. Brogden (1949), and F. M. Lord (1963) to the multicategory setting. (SLD)

An Expectation-Maximization (EM) algorithm in a maximum likelihood framework is developed to estimate finite mixtures of multivariate regression and simultaneous equation models with multiple endogenous variables. A dataset with cross-sectional observations for a diverse sample of businesses illustrates the semiparametric approach. (SLD)