Psychometrika

Leenen, Iwin; Mechelen, Iven; Boeck, Paul; Rosenberg, Seymour

doi: 10.1007/bf02294316pmid: N/A

A three-way three-mode extension of De Boeck and Rosenberg's (1988) two-way two-mode hierarchical classes model is presented for the analysis of individual differences in binary object × attribute arrays. In line with the two-way hierarchical classes model, the three-way extension represents both the association relation among the three modes and the set-theoretical relations among the elements of each model. An algorithm for fitting the model is presented and evaluated in a simulation study. The model is illustrated with data on psychiatric diagnosis. Finally, the relation between the model and extant models for three-way data is discussed.

Headrick, Todd; Sawilowsky, Shlomo

doi: 10.1007/bf02294317pmid: N/A

A procedure for generating multivariate nonnormal distributions is proposed. Our procedure generates average values of intercorrelations much closer to population parameters than competing procedures for skewed and/or heavy tailed distributions and for small sample sizes. Also, it eliminates the necessity of conducting a factorization procedure on the population correlation matrix that underlies the random deviates, and it is simpler to code in a programming language (e.g., FORTRAN). Numerical examples demonstrating the procedures are given. Monte Carlo results indicate our procedure yields excellent agreement between population parameters and average values of intercorrelation, skew, and kurtosis.

Scheines, Richard; Hoijtink, Herbert; Boomsma, Anne

doi: 10.1007/bf02294318pmid: N/A

The Gibbs sampler can be used to obtain samples of arbitrary size from the posterior distribution over the parameters of a structural equation model (SEM) given covariance data and a prior distribution over the parameters. Point estimates, standard deviations and interval estimates for the parameters can be computed from these samples. If the prior distribution over the parameters is uninformative, the posterior is proportional to the likelihood, and asymptotically the inferences based on the Gibbs sample are the same as those based on the maximum likelihood solution, for example, output from LISREL or EQS. In small samples, however, the likelihood surface is not Gaussian and in some cases contains local maxima. Nevertheless, the Gibbs sample comes from the correct posterior distribution over the parameters regardless of the sample size and the shape of the likelihood surface. With an informative prior distribution over the parameters, the posterior can be used to make inferences about the parameters underidentified models, as we illustrate on a simple errors-in-variables model.

Böckenholt, Ulf

doi: 10.1007/bf02294319pmid: N/A

This paper discusses a regression model for the analysis of longitudinal count data observed in a panel study. An integer-valued first-order autoregressive [INAR(1)] Poisson process is adapted to represent time-dependent correlations among the counts. By combining the INAR(1)-representation with a random effects approach, a new negative multinomial distribution is derived that includes the bivariate negative binomial distribution proposed by Edwards and Gurland (1961) and Subrahmaniam (1966) as a special case. A detailed analysis of the relationship between personality factors and daily emotion experiences illustrates the approach.

Douglas, Jeffrey; Kosorok, Michael; Chewning, Betty

doi: 10.1007/bf02294320pmid: N/A

A version of the discrete proportional hazards model is developed for psychometrical applications. In such applications, a primary covariate that influences failure times is a latent variable representing a psychological construct. The Metropolis-Hastings algorithm is studied as a method for performing marginal likelihood inference on the item parameters. The model is illustrated with a real data example that relates the age at which teenagers first experience various substances to the latent ability to avoid the onset of such behaviors.

Berge, Jos; Hofstee, Willem

doi: 10.1007/bf02294321pmid: N/A

It has been shown by Kaiser that the sum of coefficients alpha of a set of principal components does not change when the components are transformed by an orthogonal rotation. In this paper, Kaiser's result is generalized. First, the invariance property is shown to hold for any set of orthogonal components. Next, a similar invariance property is derived for the reliability of any set of components. Both generalizations are established by considering simultaneously optimal weights for components with maximum alpha and with maximum reliability, respectively. A short-cut formula is offered to evaluate the coefficients alpha for orthogonally rotated principal components from rotation weights and eigenvalues of the correlation matrix. Finally, the greatest lower bound to reliability and a weighted version are discussed.

Molenaar, Peter

doi: 10.1007/bf02294322pmid: N/A

In a recent paper by van Buuren (1997) it is concluded that parameter estimates in pure moving-average (MA) models, obtained by software for fitting structural equation models (SEMs), are biased and inefficient. In this comment it is shown that this negative finding may be due to a particular feature of van Buuren's simulation experiment. A modified procedure for fitting MA models by means of SEM software is proposed, and some of its implications are discussed.

Kiers, Henk; Berge, Jos; Wolff, Marianne

doi: 10.1007/bf02294323pmid: N/A