A distinction is proposed between measures and predictors of latent variables. The discussion addresses the consequences of the distinction for the true-score model, the linear factor model, Structural Equation Models, longitudinal and multilevel models, and item-response models. A distribution-free treatment of calibration and error-of-measurement is given, and the contrasting properties of measures and predictors are examined.

Bi-factor analysis is a form of confirmatory factor analysis originally introduced by Holzinger. The bi-factor model has a general factor and a number of group factors. The purpose of this article is to introduce an exploratory form of bi-factor analysis. An advantage of using exploratory bi-factor analysis is that one need not provide a specific bi-factor model a priori. The result of an exploratory bi-factor analysis, however, can be used as an aid in defining a specific bi-factor model. Our exploratory bi-factor analysis is simply exploratory factor analysis using a bi-factor rotation criterion. This is a criterion designed to approximate perfect cluster structure in all but the first column of a rotated loading matrix. Examples are given to show how exploratory bi-factor analysis can be used with ideal and real data. The relation of exploratory bi-factor analysis to the Schmid–Leiman method is discussed.

The Maxbet method is a generalized principal components analysis of a data set, where the group structure of the variables is taken into account. Similarly, 3-block[12,13] partial Maxdiff method is a generalization of covariance analysis, where only the covariances between blocks (1, 2) and (1, 3) are taken into account. The aim of this paper is to give the global maximum for the 2-block Maxbet and 3-block[12,13] partial Maxdiff problems by picking the best solution from the complete solution set for the multivariate eigenvalue problem involved. To do this, we generalize the characteristic polynomial of a matrix to a system of two characteristic polynomials, and provide the complete solution set of the latter via Sylvester resultants. Examples are provided.

The relationship between linear factor models and latent profile models is addressed within the context of maximum likelihood estimation based on the joint distribution of the manifest variables. Although the two models are well known to imply equivalent covariance decompositions, in general they do not yield equivalent estimates of the unconditional covariances. In particular, a 2-class latent profile model with Gaussian components underestimates the observed covariances but not the variances, when the data are consistent with a unidimensional Gaussian factor model. In explanation of this phenomenon we provide some results relating the unconditional covariances to the goodness of fit of the latent profile model, and to its excess multivariate kurtosis. The analysis also leads to some useful parameter restrictions related to symmetry.

Statisticians typically estimate the parameters of latent class and latent profile models using the Expectation-Maximization algorithm. This paper proposes an alternative two-stage approach to model fitting. The first stage uses the modified k-means and hierarchical clustering algorithms to identify the latent classes that best satisfy the conditional independence assumption underlying the latent variable model. The second stage then uses mixture modeling treating the class membership as known. The proposed approach is theoretically justifiable, directly checks the conditional independence assumption, and converges much faster than the full likelihood approach when analyzing high-dimensional data. This paper also develops a new classification rule based on latent variable models. The proposed classification procedure reduces the dimensionality of measured data and explicitly recognizes the heterogeneous nature of the complex disease, which makes it perfect for analyzing high-throughput genomic data. Simulation studies and real data analysis demonstrate the advantages of the proposed method.

Two-mode binary data matrices arise in a variety of social network contexts, such as the attendance or non-attendance of individuals at events, the participation or lack of participation of groups in projects, and the votes of judges on cases. A popular method for analyzing such data is two-mode blockmodeling based on structural equivalence, where the goal is to identify partitions for the row and column objects such that the clusters of the row and column objects form blocks that are either complete (all 1s) or null (all 0s) to the greatest extent possible. Multiple restarts of an object relocation heuristic that seeks to minimize the number of inconsistencies (i.e., 1s in null blocks and 0s in complete blocks) with ideal block structure is the predominant approach for tackling this problem. As an alternative, we propose a fast and effective implementation of tabu search. Computational comparisons across a set of 48 large network matrices revealed that the new tabu-search heuristic always provided objective function values that were better than those of the relocation heuristic when the two methods were constrained to the same amount of computation time.

In linear multiple regression, “enhancement” is said to occur when R2=b′r>r′r, where b is a p×1 vector of standardized regression coefficients and r is a p×1 vector of correlations between a criterion y and a set of standardized regressors, x. When p=1 then b≡r and enhancement cannot occur. When p=2, for all full-rank Rxx≠I, Rxx=E[xx′]=VΛV′ (where VΛV′ denotes the eigen decomposition of Rxx; λ1>λ2), the set \documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$\boldsymbol{B}_{1}:=\{\boldsymbol{b}_{i}:R^{2}=\boldsymbol{b}_{i}'\boldsymbol{r}_{i}=\boldsymbol{r}_{i}'\boldsymbol{r}_{i};0 \ltR^{2}\le1\}$\end{document} contains four vectors; the set \documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$\boldsymbol{B}_{2}:=\{\boldsymbol{b}_{i}: R^{2}=\boldsymbol{b}_{i}'\boldsymbol{r}_{i}\gt\boldsymbol{r}_{i}'\boldsymbol{r}_{i}$\end{document}; \documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$0\lt R^{2}\le1;R^{2}\lambda_{p}\leq\boldsymbol{r}_{i}'\boldsymbol{r}_{i}\lt R^{2}\}$\end{document} contains an infinite number of vectors. When p≥3 (and λ1>λ2>⋯>λp), both sets contain an uncountably infinite number of vectors. Geometrical arguments demonstrate that B1 occurs at the intersection of two hyper-ellipsoids in ℝp. Equations are provided for populating the sets B1 and B2 and for demonstrating that maximum enhancement occurs when b is collinear with the eigenvector that is associated with λp (the smallest eigenvalue of the predictor correlation matrix). These equations are used to illustrate the logic and the underlying geometry of enhancement in population, multiple-regression models. R code for simulating population regression models that exhibit enhancement of any degree and any number of predictors is included in Appendices A and B.

Many researchers have demonstrated that fixed, exogenously chosen weights can be useful alternatives to Ordinary Least Squares (OLS) estimation within the linear model (e.g., Dawes, Am. Psychol. 34:571–582, 1979; Einhorn & Hogarth, Org. Behav. Human Perform. 13:171–192, 1975; Wainer, Psychol. Bull. 83:213-217, 1976). Generalizing the approach of Davis-Stober, Dana, and Budescu (Psychometrika 75:521–541, 2010b), I present an analytic method to determine when a choice of fixed weights will incur less mean squared error than OLS as a function of sample size, error variance, and model predictability. Geometrically, I solve for the region of population β that favors a choice of fixed weights over OLS. I derive closed-form upper and lower bounds on the volume of this region, giving tight bounds on the proportion of population β favoring a choice of fixed weights. I illustrate this methodology with several examples and provide a MATLAB© (The MathWorks, Matlab software, version 2009b, 2010) programming implementation of the major results.

The paper obtains consistent standard errors (SE) and biases of order O(1/n) for the sample standardized regression coefficients with both random and given predictors. Analytical results indicate that the formulas for SEs given in popular text books are consistent only when the population value of the regression coefficient is zero. The sample standardized regression coefficients are also biased in general, although it should not be a concern in practice when the sample size is not too small. Monte Carlo results imply that, for both standardized and unstandardized sample regression coefficients, SE estimates based on asymptotics tend to under-predict the empirical ones at smaller sample sizes.

A weighted Euclidean distance model for analyzing three-way dissimilarity data (stimuli by stimuli by subjects) for heterogeneous subjects is proposed. First, it is shown that INDSCAL may fail to identify a common space representative of the observed data structure in presence of heterogeneity. A new model that removes the rotational invariance of the classical multidimensional scaling problem and specifies K common homogeneous spaces is proposed. The model, called mixture INDSCAL in K classes, or briefly K-INDSCAL, still includes individual saliencies. However, the large number of parameters in K-INDSCAL may produce instability of the estimates and therefore a parsimonious model will also be discussed. The parameters of the model are estimated in a least-squares fitting context and an efficient coordinate descent algorithm is given. The usefulness of K-INDSCAL is demonstrated by both artificial and real data analyses.