Abstract  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 conditional power of three nondirectional tests: the randomization t test, the Wilcoxon?Mann?Whitney (WMW) test, and the parametric t test. When the treatment effect was skewed, with degree of skewness correlated with the size of the effect, the randomization t test was systematically more powerful than the parametric t test. The relative power of the WMW test under the skewed treatment effect condition depended on the sample size ratio.

Abstract  Multiple regression is frequently used across the various social sciences to analyze cross-sectional data. However, it can often times be challenging to justify the assumption of common regression coefficients across all respondents. This manuscript presents a heterogeneous Bayesian regression model that enables the estimation of individual-level-regression coefficients in cross-sectional data involving a single observation per response unit. A Gibbs sampling algorithm is developed to implement the proposed Bayesian methodology. A Monte Carlo simulation study is constructed to assess the performance of the proposed methodology across a number of experimental factors. We then apply the proposed method to analyze data collected from a consumer psychology study that examines the differential importance of price and quality in determining perceived value evaluations.

Abstract  In a number of psychological studies, answers to reasoning vignettes have been shown to result from both intuitive and deliberate response processes. This paper utilizes a psychometric model to separate these two response tendencies. An experimental application shows that the proposed model facilitates the analysis of dual-process item responses and the assessment of individual-difference factors, as well as conditions that favor one response tendency over another one.

G. FITZMAURICE, M. DAVIDIAN, G. VERBEKE & G. MOLENBERGHS (eds) (2008) Longitudinal Data Analysis: A Handbook of Modern Statistical Methods.

In Memoriam Joseph B. Kruskal 1928?2010

Abstract  This paper considers the problem of analysis of correlation coefficients from a multivariate normal population. A unified theorem is derived for the regression model with normally distributed explanatory variables and the general results are employed to provide useful expressions for the distributions of simple, multiple, and partial-multiple correlation coefficients. The inversion principle and monotonicity property of the proposed formulations are used to describe alternative approaches to the exact interval estimation, power calculation, and sample size determination for correlation coefficients.

Abstract  A key feature of the analysis of three-way arrays by Candecomp/Parafac is the essential uniqueness of the trilinear decomposition. We examine the uniqueness of the Candecomp/Parafac and Indscal decompositions. In the latter, the array to be decomposed has symmetric slices. We consider the case where two component matrices are randomly sampled from a continuous distribution, and the third component matrix has full column rank. In this context, we obtain almost sure sufficient uniqueness conditions for the Candecomp/Parafac and Indscal models separately, involving only the order of the three-way array and the number of components in the decomposition. Both uniqueness conditions are closer to necessity than the classical uniqueness condition by Kruskal.

Abstract  For the confirmatory factor model a series of inequalities is given with respect to the mean square error (MSE) of three main factor score predictors. The eigenvalues of these MSE matrices are a monotonic function of the eigenvalues of the matrix
Gp = F1/2Lp¢Yp-1Lp F1/2 . This matrix increases with the number of observable variables p. A necessary and sufficient condition for mean square convergence of predictors is divergence of the smallest eigenvalue of
Gp or, equivalently, divergence of signal-to-noise (Schneeweiss & Mathes, 1995). The same condition is necessary and sufficient for convergence to zero of the positive definite MSE differences of factor predictors, convergence to zero of the distance between factor predictors, and convergence to the unit value of the relative efficiencies of predictors. Various illustrations and examples of the convergence are given as well as explicit recommendations on the problem of choosing between the three main factor score predictors.