This paper details a Bayesian alternative to the use of least squares and equal weighting coefficients in regression. An equal weight prior distribution for the linear regression parameters is described with regard to the conditional normal regression model, and resulting posterior distributions for these parameters are detailed. (Author/CTM)

Confirmatory factor analysis is considered from a Bayesian viewpoint, in which prior information concerning parameters is incorporated in the analysis. An interactive algorithm is developed to obtain the Bayesian estimates. A numerical example is presented. (Author/JKS)

In general, candidates selected for employment will probably perform worse than estimated. Bayesian statistical methods may be useful in adjusting the estimates. (Author)

A Bayesian solution is presented for the Johnson-Neyman problem (whether or not the distance between two regression lines is statistically significant over a finite interval of the independent variable). (Author/CTM)

Explains how the Gibbs sampler can be applied to obtain a sample from the posterior distribution over the parameters of a structural equation model. Presents statistics to use to summarize marginal posterior densities and model checks using posterior predictive p-values. (SLD)

Developed an empirical Bayes enhancement to Mantel-Haenszel (MH) analysis of differential item functioning (DIF) in which it is assumed that the MH statistics are normally distributed and that the prior distribution of underlying DIF parameters is also normal. (Author/SLD)

Optimal sequential decision rules are proposed for adapting the appropriate amount of instruction to learning needs. The framework for the approach is derived from Bayesian decision theory and the assumption that three actions (master, partial master, and nonmaster) are open to the decision maker. (SLD)

Nonlinear latent variable models are specified that include quadratic forms and interactions of latent regressor variable as special cases. To estimate the parameters, the models are put in a Bayesian framework with conjugate priors for the parameters. The proposed estimation methods are illustrated by two simulation studies. (SLD)

A Bayesian approach for simultaneous optimization of test-based decisions is presented using the example of a selection decision for a treatment followed by a mastery decision. A distinction is made between weak and strong rules, and conditions for monotonicity of optimal weak and strong rules are presented. (Author/SLD)

Studied a method for flagging differential item functioning (DIF) based on loss functions. Builds on earlier research that led to the development of an empirical Bayes enhancement to the Mantel-Haenszel DIF analysis. Tested the method through simulation and found its performance better than some commonly used DIF classification systems. (SLD)

Extends the LISREL model to incorporate fixed covariates at both the measurement and the structural equations of the model, establishing a Bayesian procedure with conjugate type prior distributions. Illustrates the efficiency of the algorithm and presents a goodness of fit statistic for assessing the proposed model. (SLD)

The collection of repeated measures in psychological research is one of the most common data collection formats employed in survey and experimental research. The behavioral decision theory literature documents the existence of the dynamic evolution of preferences that occur over time and experience due to learning, exposure to additional…

Mixture models are appropriate for data that arise from a set of qualitatively different subpopulations. In this study, latent class analysis was applied to observational data from a laboratory assessment of infant temperament at four months of age. The EM algorithm was used to fit the models, and the Bayesian method of posterior predictive checks…