Researchers and data analysts are sometimes faced with the problem of very small samples, where the number of variables approaches or exceeds the overall sample size; i.e. high dimensional data. In such cases, standard statistical models such as regression or analysis of variance cannot be used, either because the resulting parameter estimates…

A simulation study compared the performance of robust normal theory maximum likelihood (ML) and robust categorical least squares (cat-LS) methodology for estimating confirmatory factor analysis models with ordinal variables. Data were generated from 2 models with 2-7 categories, 4 sample sizes, 2 latent distributions, and 5 patterns of category…

In evaluating the relationship between two measures across different groups (i.e., in evaluating "differential validity") it is necessary to examine differences in correlation coefficients and in regression lines. Ordinary least squares (OLS) regression is the standard method for fitting lines to data, but its criterion for optimal fit…

Past estimates of the effect of family income on child development have often been plagued by endogeneity and measurement error. In this paper, we use two simulated instrumental variables strategies to estimate the causal effect of income on children's math and reading achievement. Our identification derives from the large, non-linear changes…