A paradoxical implication of Kraemer's expression for the large-sample standard error of Brogden's form of the biserial correlation is identified, and a new expression is given which does not imply the paradox. However, numerical evidence is presented which calls into question the correctness of the expression. (Author)

Asymptotic distribution theory of Brogden's form of biserial correlation coefficient is derived and large sample estimates of its standard error obtained. Its relative efficiency to the biserial correlation coefficient is examined. Recommendations for choice of estimator of biserial correlation are presented. (Author/JKS)

Studied whether the standard z-statistic that evaluates whether a factor loading is statistically necessary is correctly applied in such situations and more generally when the variables being analyzed are arbitrarily rescaled. An example illustrates that neither the factor loading estimates nor the standard error estimates possess scale…

Under the assumption of normalcy, a formula is derived for the reliability of the maximum score. It is shown that the maximum score is more reliable than each of the single observations but less reliable than their composite score. (Author/LMO)

The jackknife by groups and modifications of the jackknife by groups are used to estimate standard errors of rotated factor loadings for selected populations in common factor model maximum likelihood factor analysis. Simulations are performed in which t-statistics based upon these jackknife estimates of the standard errors are computed.…

A statistical model for relating latent variables from manifest variables, called a linear structural equation model, is presented. The approach is illustrated by a test theory model and longitudianl study of intelligence. (Author/JKS)

Using the item response model as developed on the multinomial distribution, asymptotic variances are obtained for residuals with response patterns and first- and second-order marginal frequencies of manifest variables. A limited-information test of fit is developed by using residuals defined for the first- and second-order marginals. (Author/SLD)

Psychometricians working in factor analysis and econometricians working in regression with measurement error in all variables are both interested in the rank of dispersion matrices under variation of diagonal elements. This paper reviews both fields; points out various small errors; and presents a methodological comparision of factor analysis and…

A reparameterization is formulated that yields estimates of scale-invariant parameters in recursive path models with latent variables, and (asymptotically) correct standard errors, without the use of constrained optimization. The method is based on the logical structure of the reticular action model. (Author)

Paper is concerned with the hypothesis that two variables have a perfect disattenuated correlation, hence measure the same trait except for errors of measurement. (Author/RK)

Three alternative estimation procedures for factor analysis based on the instrumental variables method are presented. Least squares estimation procedures are compared to maximum likelihood procedures. The conclusion, based on the data used in this study, is that two of the procedures seem to work well. (Author/JKS)

Presents solutions for the problem of maximizing the generalizability coefficient under a budget constraint. Shows that the Cauchy-Schwarz inequality can be applied to derive optimal continuous solutions for the number of conditions of each facet. Illustrates the formal similarity between optimization problems in survey sampling and…

Using the assumption of randomly parallel tests and concepts from generalizability theory, three signal/noise ratios for domain-referenced tests are developed, discussed, and compared. The three ratios have the same noise but different signals depending upon the kind of decision to be made as a result of measurement. (Author/JKS)