Mediation analysis is an important statistical tool in many research fields, where the joint significance test is widely utilized for examining mediation effects. Nevertheless, the limitation of this mediation testing method stems from its conservative Type I error, which reduces its statistical power and imposes certain constraints on its…

Lagged dependent variables (LDVs) are often used as predictors in ordinary least squares (OLS) models in the social sciences. Although several estimators are commonly employed, little is known about their relative merits in the presence of classical measurement error and different longitudinal processes. We assess the performance of four commonly…

Recent methods have sought to improve precision in randomized controlled trials (RCTs) by utilizing data from large observational datasets for covariate adjustment. For example, consider an RCT aimed at evaluating a new algebra curriculum, in which a few dozen schools are randomly assigned to treatment (new curriculum) or control (standard…

In a provocative and influential paper, Jesse Rothstein (2010) finds that standard value added models (VAMs) suggest implausible future teacher effects on past student achievement, a finding that obviously cannot be viewed as causal. This is the basis of a falsification test (the Rothstein falsification test) that appears to indicate bias in VAM…

This "Practitioner's Guide to Growth Models," commissioned by the Technical Issues in Large-Scale Assessment (TILSA) and Accountability Systems & Reporting (ASR), collaboratives of the "Council of Chief State School Officers," describes different ways to calculate student academic growth and to make judgments about the…

This report describes work using nationally representative 2005 data from the School Nutrition Dietary Assessment-III (SNDA-III) study to develop a simulation model to predict the potential implications of changes in policies or practices related to school meals and school food environments. The model focuses on three domains of outcomes: (1) the…

Rectifies the unsatisfactory textbook treatment of the finite-sample proprieties of estimators of regression models with a lagged dependent variable and autocorrelated disturbances. Maintains that the bias of the ordinary least squares estimator is determined by the dynamic and correlation effects. (MJP)