P. Zellini has shown how to decompose an arbitrary symmetric matrix of a given order in terms of a fixed basis of eigenvectors of persymmetric matrices. In this paper, a simplified tensor basis is given that can be obtained without persymmetry. (SLD)

Demonstrates that traditional exploratory factor analytic methods, when applied to correlation matrices, cannot be used to estimate unattenuated factor loadings. Presents a mathematical basis for the accurate estimation of such values when the disattenuated correlation matrix or the covariance matrix is used as input. Explains how the equations…

The solution of weakly constrained regression problems typically requires the iterative search, in a given interval, of a point where a certain function has a zero derivative. This note deals with improved bounds for the interval to be searched. (Author)

The one observation per cell two-way items by examinees random effects analysis of variance (ANOVA) with all error components zero is considered. The estimated variance components are expressed as functions of the inter-item covariance matrix and the inter-examinee covariance matrix. These expressions show that under the random effects model if…

The one observation per cell two-way items by examinees random effects analysis of variance (ANOVA) with all error components zero is considered. The estimated variance components are expressed as functions of the inter-item covariance matrix and the inter-examinee covariance matrix. These expressions show that under the random effects model if…

Describes a technique for obtaining item parameters of the Rasch model, a technique in which the item parameters are extracted from the eigenvectors of a matrix derived from comparisons between pairs of items. Describes advantages of this technique, which can be applied to both dichotomous and polytomous data. (SLD)

A simulation study was conducted to identify the best hot-deck variation to impute missing values. The three variations included in the study were the hot-deck random, the hot-deck sequential, and the hot-deck distance. The properties of these methods were investigated under three levels of the proportion of incomplete records and four levels…

Presents a LISREL model for the estimation of the repeated measures analysis of variance (ANOVA) with a patterned covariance matrix. The model is demonstrated for a 5 x 2 (Time x Group) ANOVA in which the data are assumed to be serially correlated. Similarities with the Statistical Analysis System PROC MIXED model are discussed. (SLD)

This paper evaluated multidimensional linking procedures with which multidimensional test data from two separate calibrations were put on a common scale. Data were simulated with known ability distributions varying on two factors which made linking necessary: mean vector differences and variance-covariance (v-c) matrix differences. After the…

The problem of combining information to estimate standardized partial regression coefficients in a linear model is considered. A combined estimate obtained from the pooled correlation matrix is proposed, and its large sample distribution is obtained. This estimate can be generalized to address situations in which not every study measures every…

The purpose of this paper is to examine the validity of regression estimates when skewed dichotomous scales are used as independent variables. When Pearson product-moment correlations are used to measure zero-order associations involving dichotomous variables, the resulting coefficients underestimate the true associations. As a result, using…

The extension of regression estimation and poststratification to factor analysis is considered. These methods may be used either to improve the efficiency of estimation or to adjust for the effects of nonrandom selection. The estimation procedure may be formulated in a LISTREL framework. (Author/LMO)

An algorithm, based on a solution for C. I. Mosier's oblique Procrustes rotation problem, is presented for the best least-squares fitting correlation matrix approximating a given missing value or improper correlation matrix. Results are of interest for missing value and tetrachoric correlation, indefinite matrix correlation, and constrained…

An algorithm based on the majorization theory of J. de Leeuw and W. J. Heiser is presented for fitting the slide-vector model. It views the model as a constrained version of the unfolding model. A three-way variant is proposed, and two examples from market structure analysis are presented. (SLD)

Applications of the confirmatory factor analysis block-diagonal model to published data on 18 multitrait-multimethod matrices were reviewed to show widespread estimation problems. Possible causes of estimation difficulties were explored using computer simulations. These problems make the block-diagonal approach less useful than has generally been…