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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(More)
Many test statistics are asymptotically equivalent to quadratic forms of normal variables, which are further equivalent to T = sigma(d)(i=1) lambda(i)z(i)(2) with z(i) being independent and following N(0,1). Two approximations to the distribution of T have been implemented in popular software and are widely used in evaluating various models. It is important(More)
Indefinite symmetric matrices that are estimates of positive definite population matrices occur in a variety of contexts such as correlation matrices computed from pairwise present missing data and multinormal based theory for discretized variables. This note describes a methodology for scaling selected off-diagonal rows and columns of such a matrix to(More)
This research investigated the relations among clients' keeping relevant secrets in therapy, the working alliance, and symptom change. Clients (N = 83) in outpatient therapy and their therapists (N = 22) at a mental health hospital completed confidential surveys after a session of ongoing therapy. The clients who reported keeping a relevant secret (27.7%)(More)
BACKGROUND The prevalence of high-risk Human Papillomavirus DNA (hrHPV DNA) in women with negative Papanicolaou (Pap) test results provides a measure of residual risk for cervical neoplasia after cytology screening. The purpose of this study was to document the prevalence of hrHPV DNA in several thousand women ages > or =30 years with negative ThinPrep(More)
Model evaluation is one of the most important aspects of structural equation modeling (SEM). Many model fit indices have been developed. It is not an exaggeration to say that nearly every publication using the SEM methodology has reported at least one fit index. Most fit indices are defined through test statistics. Studies and interpretation of fit indices(More)
The paper clarifies the relationship among several information matrices for the maximum likelihood estimates (MLEs) of item parameters. It shows that the process of calculating the observed information matrix also generates a related matrix that is the middle piece of a sandwich-type covariance matrix. Monte Carlo results indicate that standard errors (SEs)(More)
We study several aspects of bootstrap inference for covariance structure models based on three test statistics, including Type I error, power and sample-size determination. Specifically, we discuss conditions for a test statistic to achieve a more accurate level of Type I error, both in theory and in practice. Details on power analysis and sample-size(More)
Commonly used formulae for standard error (SE) estimates in covariance structure analysis are derived under the assumption of a correctly specified model. In practice, a model is at best only an approximation to the real world. It is important to know whether the estimates of SEs as provided by standard software are consistent when a model is misspecified,(More)
Normal-distribution-based maximum likelihood (ML) and multiple imputation (MI) are the two major procedures for missing data analysis. This article compares the two procedures with respects to bias and efficiency of parameter estimates. It also compares formula-based standard errors (SEs) for each procedure against the corresponding empirical SEs. The(More)