Randomization tests are often recommended when parametric assumptions may be violated because they require no distributional or random sampling assumptions in order to be valid. In addition to being exact, a randomization test may also be more powerful than its parametric counterpart. This was demonstrated in a simulation study which examined the…

We propose a new method of structural equation modeling (SEM) for longitudinal and time series data, named Dynamic GSCA (Generalized Structured Component Analysis). The proposed method extends the original GSCA by incorporating a multivariate autoregressive model to account for the dynamic nature of data taken over time. Dynamic GSCA also…

Most inter-rater reliability studies using nominal scales suggest the existence of two populations of inference: the population of subjects (collection of objects or persons to be rated) and that of raters. Consequently, the sampling variance of the inter-rater reliability coefficient can be seen as a result of the combined effect of the sampling…

Uniform sampling of binary matrices with fixed margins is known as a difficult problem. Two classes of algorithms to sample from a distribution not too different from the uniform are studied in the literature: importance sampling and Markov chain Monte Carlo (MCMC). Existing MCMC algorithms converge slowly, require a long burn-in period and yield…

Generalized symmetric means are redefined in a way which allows them to be calculated for any matrix sampling design. It is proved that these sample generalized symmetric means are unbiased estimates of the analogous population generalized symmetric means. Illustrative examples are given. (Author)

The increasing use of diary methods calls for the development of appropriate statistical methods. For the resulting panel data, latent Markov models can be used to model both individual differences and temporal dynamics. The computational burden associated with these models can be overcome by exploiting the conditional independence relations…

A second order approximation to the sample influence curve (SIC) has been derived in the literature. This paper presents a more accurate second order approximation, which is exact for the SIC of the squared multiple correction coefficient. An example is presented. (SLD)

The problem of predicting universe scores for samples of examinees based on their responses to samples of items is treated. The measurement model categorizes items according to the cells of a table of test specifications, and the linear function derived for minimizing error variance in prediction uses responses to these categories. (Author/JKS)

Estimates of conditional uncertainty, contingent uncertainty, and normed modifications of contingent uncertainity have been proposed for the two-way contingency table. The asymptotic standard errors of the estimates are derived. (Author)

Exact conditional tests of independence in cross-classification tables are formulated based on chi square and other statistics with stronger operational interpretations, such as some nominal and ordinal measures of association. Guidelines for table dimensions and sample sizes for which the tests are economically implemented on a computer are…

Efron's Monte Carlo bootstrap algorithm is shown to cause degeneracies in Pearson's r for sufficiently small samples. Two ways of preventing this problem when programing the bootstrap of r are considered. (Author)

It is demonstrated that tests of homogeneity of independent correlation coefficients based on the simple forms of the normal and t approximations to the distribution of the correlation coefficients are comparable in terms of robustness, size and power. (Author)

Relates Thurstonian models for paired comparisons data to Thurstonian models for ranking data and proposes an intermediate model for paired comparisons data that assigns nonzero probabilities to all transitive patterns and to some, but not all, intransitive patterns. Conducted a simulation study to investigate the performance of three alternative…

The Box-Scheffe and Z-Variance tests for homogeneity of variance are discussed and compared in light of a previous comparison in the literature. Alternative statistics to these tests are discussed and a table comparing the power of the tests is provided. (JKS)