NotesFAQContact Us
Collection
Advanced
Search Tips
Showing all 4 results Save | Export
Peer reviewed Peer reviewed
Direct linkDirect link
Victoria Savalei; Yves Rosseel – Structural Equation Modeling: A Multidisciplinary Journal, 2022
This article provides an overview of different computational options for inference following normal theory maximum likelihood (ML) estimation in structural equation modeling (SEM) with incomplete normal and nonnormal data. Complete data are covered as a special case. These computational options include whether the information matrix is observed or…
Descriptors: Structural Equation Models, Computation, Error of Measurement, Robustness (Statistics)
Peer reviewed Peer reviewed
Direct linkDirect link
Ames, Allison; Myers, Aaron – Educational Measurement: Issues and Practice, 2019
Drawing valid inferences from modern measurement models is contingent upon a good fit of the data to the model. Violations of model-data fit have numerous consequences, limiting the usefulness and applicability of the model. As Bayesian estimation is becoming more common, understanding the Bayesian approaches for evaluating model-data fit models…
Descriptors: Bayesian Statistics, Psychometrics, Models, Predictive Measurement
Peer reviewed Peer reviewed
Direct linkDirect link
Iverson, Geoffrey J.; Wagenmakers, Eric-Jan; Lee, Michael D. – Psychological Methods, 2010
The purpose of the recently proposed "p[subscript rep]" statistic is to estimate the probability of concurrence, that is, the probability that a replicate experiment yields an effect of the same sign (Killeen, 2005a). The influential journal "Psychological Science" endorses "p[subscript rep]" and recommends its use…
Descriptors: Effect Size, Evaluation Methods, Probability, Experiments
Peer reviewed Peer reviewed
Maeshiro, Asatoshi – Journal of Economic Education, 1996
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)
Descriptors: Causal Models, Correlation, Economics Education, Heuristics