Given that a minor condition holds (e.g., the number of variables is greater than the number of clusters), a nontrivial lower bound for the sum-of-squares error criterion in K-means clustering is derived. By calculating the lower bound for several different situations, a method is developed to determine the adequacy of cluster solution based on…

Discretized multivariate normal structural models are often estimated using multistage estimation procedures. The asymptotic properties of parameter estimates, standard errors, and tests of structural restrictions on thresholds and polychoric correlations are well known. It was not clear how to assess the overall discrepancy between the…

It is demonstrated that, in the presence of population information, a linear combination of true scores can be estimated more efficiently than by the same linear combination of the observed scores. Three criteria for optimality are discussed, but they yield the same solution, described as a multivariate shrinkage estimator. (Author/SLD)

A Bayesian framework for making mastery/nonmastery decisions based on multivariate test data is described. Overall, mastery is granted if the posterion expected loss associated with such action is smaller than the one incurred by denying mastery. (Author/JKS)