Estimates of sample size requirements for 2 X 2 tables, derived from three approximate formulae, were evaluated by comparison with exact calculations. Although different, the estimates derived from all three formulae were judged adequate for most practical purposes, with the most accurate results being obtained from Cohen's formula. (Author/JKS)

Problems of sampling error and accumulated rounding error in canonical variate analysis are discussed. A new technique is presented which appears to be superior to canonical variate analysis when the ratio of variables to sampling units is greater than one to ten. Examples are presented. (Author/JKS)

The biases and mean squared errors of the sample squared multiple correlation coefficient and five adjusted estimators of the population squared multiple correlation are examined. A quadratic estimator and the minimum variance unbiased estimator are also examined. These estimators are compared in terms of absolute bias and mean squared error.…

This paper surveys available techniques and introduces an explicit statement of a new statistic to test for equality of correlated proportions in a polychotomous response design. A set of guidelines for the potential user of the techniques is provided. (Author/CTM)

A study was conducted using generated data sets that contained specified amounts of error to determine empirically which of two large sample approximations for the coefficient of concordance or weighted average tau was more appropriate for various numbers of judges and numbers of objects. (CTM)

Computer sampling from a multivariate normal spherical population was used to evaluate Type I error rates for a test of P = I based on Fisher's tanh(sup minus 1) variance stabilizing transformation of the correlation coefficient. (Author/TJH)

A simple example is presented that illustrates advantages of Bayesian and likelihood methods of inference relative to sampling distribution methods of inference. It is argued that Bayesian and likelihood methods of inference should be utilized more generally to analyze real data. (Author/CTM)

Two potentially useful tests for homogeneity of variance--the jackknife test and the Box test--are described and compared. Recommendations for the use of these techniques and computational examples of each are provided. (Author/JKS)

This paper presents the generalized symmetric means approach to the estimation of population covariances, complete with derivations and examples. Particular attention is paid to the problem of missing data, which is handled very naturally in the incidence sampling framework. (CTM)

An Edgeworth approximation for accurate significance probabilities for the Wilcoxon two-sample test is substantially simplified. A method is developed that allows quick calculations of very accurate probabilities. Exact formulas are given for most of the remaining cases, and tables are presented comparing the new simplification to likely…

Problems in selection of optimal designs in item-response theory (IRT) models are resolved through a sequential design procedure that is a modification of the D-optimality procedure proposed by Wynn (1970). This algorithm leads to consistent estimates, and the errors in selecting the abilities generally do not greatly affect optimality. (SLD)

Commentary is presented on the evaluation of the Emergency School Aid Act and on an article detailing that evaluation (TM 503 672). The use of randomization and pilot studies is emphasized. (J KS)

Six behavioral statistics textbooks listed by their publishers as "bestsellers" during 1982 were reviewed by the author. The intent was to detect the presence of and to discuss the nature of some theoretical inferential inaccuracies, misinterpretations and errors. (Author/LMO)

The paper describes the small sample stability of least square estimates of variance components within the context of generalizability theory. Monte Carlo methods are used to generate data conforming to some selected multifacet generalizability designs to illustrate the sampling behavior of variance component estimates. (Author/CTM)

A new approximation is proposed for testing the equality of "k" independent means in the face of heterogeneity of variance. Monte Carlo simulations show that the new procedure has nearly nominal Type I error rates and Type II error rates that are close to those produced by James's second-order approximation. (SLD)