Describes the maximum likelihood (ML) estimation of mean and covariance structure models when data are missing. Describes expectation maximization (EM), generalized expectation maximization, Fletcher-Powell, and Fisher-scoring algorithms for parameter estimation and shows how software can be used to implement each algorithm. (Author/SLD)

Examines the ways in which level-1 outliers can impact the estimation of fixed effects and random effects in hierarchical models (HMs). Also outlines and illustrates the use of Markov Chain Monte Carlo algorithms for conducting sensitivity analyses under "t" level-1 assumptions, including algorithms for settings in which the degrees of…

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)

Describes an interactive procedure for multiobjective asymmetric unidimensional seriation problems that uses a dynamic-programming algorithm to generate partially the efficient set of sequences for small to medium-sized problems and a multioperational heuristic to estimate the efficient set for larger problems. Applies the procedure to an…

P. Rousseeuw and A. Leroy (1987) proposed a very robust alternative to classical estimates of mean vectors and covariance matrices, the Minimum Volume Ellipsoid (MVE). This paper describes the MVE technique and presents a BASIC program to implement it. The MVE is a "high breakdown" estimator, one that can cope with samples in which as…

In the process of item calibration for a computerized adaptive test (CAT), many well-established calibrating packages show weakness in the estimation of item parameters. This paper introduces an on-line calibration algorithm based on the convexity of likelihood functions. This package consists of: (1) an algorithm that estimates examinee ability…

Proposes an algorithm that minimizes the asymptotic variance of the maximum-likelihood (ML) estimator of a linear combination of abilities of interest. The criterion results in a closed-form expression that is easy to evaluate. Also shows how the algorithm can be modified if the interest is in a test with a "simple ability structure."…

A constrained computerized adaptive testing (CAT) algorithm is presented that automatically equates the number-correct scores on adaptive tests. The algorithm can be used to equate number-correct scores across different administrations of the same adaptive test as well as to an external reference test. The constraints are derived from a set of…