It is shown that problems of rotational equivalence of restricted factor loading matrices in orthogonal factor analysis are equivalent to problems of identification in simultaneous equations systems with covariance restrictions. A necessary (under a regularity assumption) and sufficient condition for local uniqueness is given and a counterexample is provided to a theorem by J. Algina concerning necessary and sufficient conditions for global uniqueness.

A direct method in handling incomplete data in general covariance structural models is investigated. Asymptotic statistical properties of the generalized least squares method are developed. It is shown that this approach has very close relationships with the maximum likelihood approach. Iterative procedures for obtaining the generalized least squares estimates, the maximum likelihood estimates, as well as their standard error estimates are derived. Computer programs for the confirmatory factor analysis model are implemented. A longitudinal type data set is used as an example to illustrate the results.

It is generally believed that correlations and standard deviations measured within an explicitly selected group must be smaller than those within an applicant population. A small data set is used to show that this is not always true, and that both validity and reliability estimates within a selected group can exceed those within the applicant population. The increase in correlation within the explicitly selected group is tied to an increase in standard deviation of the predictor in the selected group. This conclusion extends Levin's (1972) result for the case of incidental selection, selection on an unmeasured third variable. If possible, theoretical derivations should not be limited to the case where the predictor standard deviation in the applicant population exceeds that in the selected group. When such a situation occurs in observed data, it cannot be immediately dismissed as an artifact.

The name “Roy's largest root” and similar names are used in practice to label two different but functionally related statistics—one proportional to anF, and the other, a squared canonical correlation. This note presents the logic that leads to the two formulations, states which statistic some popular statistical packages use, and shows the possible source of this inconsistency in the original work of Roy (1953) and Heck (1960).

An algorithm for assessing additivity conjunctively via both axiomatic conjoint analysis and numerical conjoint scaling is described. The algorithm first assesses the degree of individual differences among sets of rankings of stimuli, and subsequently examines either individual or averaged data for violations of axioms necessary for an additive model. The axioms are examined at a more detailed level than has been previously done. Violations of the axioms are broken down into different types. Finally, a nonmetric scaling of the data can be done based on either or both of two different badness-of-fit scaling measures. The advantages of combining all of these features into one algorithm for improving the diagnostic value of axiomatic conjoint measurement in evaluating additivity are discussed.

A statistical model for interpreting psychological scaling research, based on the heuristic work of Reynolds (1983), is developed. This new approach has certain advantages over the standard property fitting approach (Chang and Carroll, 1969) currently used to interpret multidimensional scaling spaces (Shepard, 1962; Torgerson, 1965). These advantages are (a) the ability to directly assess the correspondence of a descriptor vector(s) to a symmetric matrix, and (b) to provide a method in which only ordinal properties of such descriptors are required: thus standard rating, ranking, or sorting data collection methods can be used as the basis to interpret the multidimensional space resulting from the distance data.

Jansen (1984) gave explicit formulas for the computation of the second-order derivatives of the elementary symmetric functions. But they are only applicable to those pairs of items which have unequal parameters. It is shown here that for equal parameters similar explicit formulas do exist, too, facilitating the application of the Newton-Raphson procedure to estimate the parameters in the Rasch model and related models according to the conditional maximum likelihood principle.

This paper considers a multivariate normal model with one of the component variables observable only in polytomous form. The maximum likelihood approach is used for estimation of the parameters in the model. The Newton-Raphson algorithm is implemented to obtain the solution of the problem. Examples based on real and simulated data are reported.

Statistical methods are presented to facilitate a more complete analysis of results obtained when a scaling model is applied to data from two or more groups. These methods can be used to (a) compare the corresponding estimated latent distributions obtained using the scaling model applied to the different groups, (b) compare the corresponding estimated item reliabilities (or item response error rates) for the different groups, and (c) test whether the scaling model applied to the several groups can be replaced by a more parsimonious scaling model that includes various homogeneity constraints (i.e., constraints that describe which parameters in the model are the same for the several groups). Various kinds of scaling models are considered here in the multiple-group context.

True score tolerance intervals, which are designed to cover a chosen proportion of the conditional distribution of true scores given an observed score, are suggested as alternatives to true score confidence intervals. Using large sample theory, a tolerance interval estimator for the beta binomial is derived. An example indicates that with moderate sample sizes, tolerance intervals with high probability of coverage will not be much wider than when the two beta true score parameters are known.

Jöreskog (1974) developed a latent variable model for the covariance structure of the circumplex which, under certain conditions, includes a model for a patterned correlation matrix (Browne, 1977). This model is of limited usefulness, however, in that it employs a known matrix that is rank deficient for many problems. Furthermore, the model is inappropriate for the circumplex which contains negative covariances. This paper presents alternative models for the perfect circumplex and quasi-circumplex that avoids these difficulties, and that includes the important model for a patterned correlation circumplex matrix. Two numerical examples are provided.

In this note we derive an upper bound for the minimum for the multidimensional scaling loss function sstress. We conjecture that minimum sstress solution will be biased towards regular positioning of clumps of points over the surface of a sphere.

A problem with standard printer scatterplot routines is that points are not adequately labeled. Four methods of generating printer plots are presented. All four methods allow multi-character point labels, and three of the methods can guarantee that no portion of the labels are hidden. This is accomplished by using varying amounts of metric and nonmetric distance information to locate the points.

A computer program can be a means of communicating the structure of an algorithm as well as a tool for data analysis. From this perspective high-level matrix-oriented languages like PROC MATRIX in the SAS system are especially useful because of their readability and compactness. An algorithm for the joint analysis of dissimilarity and preference data using maximum likelihood estimation is presented in PROC MATRIX code.