This article outlines a procedure for examining the degree to which a common factor may be dominating additional factors in a multicomponent measuring instrument consisting of binary items. The procedure rests on an application of the latent variable modeling methodology and accounts for the discrete nature of the manifest indicators. The method…

A multiple testing method for examining factorial invariance for latent constructs evaluated by multiple indicators in distinct populations is outlined. The procedure is based on the false discovery rate concept and multiple individual restriction tests and resolves general limitations of a popular factorial invariance testing approach. The…

A latent variable modeling approach that can be used to examine whether several psychometric tests are parallel is discussed. The method consists of sequentially testing the properties of parallel measures via a corresponding relaxation of parameter constraints in a saturated model or an appropriately constructed latent variable model. The…

Relevant aspects of the example provided by Raykov and Marcoulides (2001) are emphasized, specifically the distinctiveness of infinitely many members of its sequence of equivalent structural equation models. This emphasis appears to be needed in light of recent statements by Markus (2002), whose intended counterexamples do not present a…

A readily implemented procedure is discussed for interval estimation of indexes of interrelationship between items from multiple-component measuring instruments as well as between items and total composite scores. The method is applicable with categorical (ordinal) observed variables, and can be widely used in the process of scale construction,…

A method for estimating criterion validity of scales with homogeneous components is outlined. It accomplishes point and interval estimation of interrelationship indices between composite scores and criterion variables and is useful for testing hypotheses about criterion validity of measurement instruments. The method can also be used with missing…

A structural equation modeling method for examining time-invariance of variable specificity in longitudinal studies with multiple measures is outlined, which is developed within a confirmatory factor-analytic framework. The approach represents a likelihood ratio test for the hypothesis of stability in the specificity part of the residual term…

A structural equation modeling approach to scale reliability evaluation can be employed to estimate generalizability theory indexes in settings where sampling of subjects and conditions is carried out. In one- and two-facet crossed designs, it is demonstrated how this method can be used to obtain estimates of relative generalizability…

A widely and readily applicable covariance structure modeling approach is outlined that allows point and interval estimation of scale reliability with fixed components. The procedure employs only linear constraints introduced in a congeneric model, which after reparameterization permit expression of composite reliability as a function of…

In applications of structural equation modeling, it is often desirable to obtain measures of uncertainty for special functions of model parameters. This article provides a didactic discussion of how a method widely used in applied statistics can be employed for approximate standard error and confidence interval evaluation of such functions. The…

Describes a method for evaluating results of Procrustean rotation to a target factor pattern matrix in exploratory factor analysis. The approach, based on the bootstrap method, yields empirical approximations of the sampling distributions of: (1) differences between target elements and rotated factor pattern matrices; and (2) the overall…

A method for examining invariance in validity of multiple-component instruments in repeated measure designs is outlined. The approach is developed within the framework of covariance structure modeling and is applicable for purposes of ascertaining temporal stability in scale validity. In addition, the procedure provides a range of plausible values…

A bias-corrected estimator of noncentrality parameters of covariance structure models is discussed. The approach represents an application of the bootstrap methodology for purposes of bias correction, and utilizes the relation between average of resample conventional noncentrality parameter estimates and their sample counterpart. The…