Robert J. Boik

Learn More
The authors conducted a 30-year review (1969-1998) of the size of moderating effects of categorical variables as assessed using multiple regression. The median observed effect size (f(2)) is only .002, but 72% of the moderator tests reviewed had power of .80 or greater to detect a targeted effect conventionally defined as small. Results suggest the need to(More)
In a previous paper, Boik presented an empirical Bayes (EB) approach to the analysis of repeated measurements. The EB approach is a blend of the conventional univariate and multivariate approaches. Specifically, in the EB approach, the underlying covariance matrix is estimated by a weighted sum of the univariate and multivariate estimators. In addition to(More)
In this article, an unconstrained Taylor series expansion is constructed for scalar-valued functions of vector-valued arguments that are subject to nonlinear equality constraints. The expansion is made possible by first reparameterizing the constrained argument in terms of identified and implicit parameters and then expanding the function solely in terms of(More)
Clinical researchers have noted that compared with other diagnostic groups, adults with Borderline Personality Disorder tend to demonstrate relatively more thought disorder on unstructured projective tests (e.g., Rorschach) than on structured objective tests of cognitive performance (e.g., Wechsler Adult Intelligence Scale; WAIS). Using archival data, our(More)
A flexible class of models is proposed for principal component (PCs) of covariance matrices. The models allow constraints to be imposed on the eigenvalues and/or the eigenvectors and yield simplified PCs that retain their variance maximization and orthogonality properties. The models are fitted to sample covariance matrices by minimizing a discrepancy(More)
  • 1