A Fisher's Z transformation is developed for the corrected correlation for conditions when the criterion data are missing because of selection on the predictor and when the criterion was missing at random, not because of selection. The two Z transformations were evaluated in a computer simulation and found accurate. (SLD)

Formulas for the asymptotic biases of the parameter estimates in structural equation models are provided in the case of the Wishart maximum likelihood estimation for normally and nonnormally distributed variables. When multivariate normality is satisfied, considerable simplification is obtained for the models of unstandardized variables. Formulas…

A method is suggested to estimate the relationship between a latent trait and one or more manifest predictors without estimating subject parameters. The method, developed for the Rasch model, can be generalized to two-parameter and three-parameter logistic latent trait models. The model is illustrated with simulated and empirical data. (SLD)