Showing 1 - 10 of 12
Asymptotic distribution free (ADF) interval estimators for coefficient alpha were introduced in the context of an application by Yuan, Guarnaccia, and Hayslip (2003). Here, simulation studies were performed to investigate the behavior of ADF vs. normal theory (NT) interval estimators of...
Persistent link: https://www.econbiz.de/10005227521
(WP 14/03 Clave pdf)High-dimensional contingency tables tend to be sparse and standard goodness-of-fit statistics such as X 2 cannot be used without pooling categories.As an improvement on arbitrary pooling, for goodness-of-fit of large 2 n contingency tables, we propose a class of quadratic...
Persistent link: https://www.econbiz.de/10005737097
In this paper we re-examine the measurement of entrepreneurial activity and provide a model-based approach at measure. The Global Entrepreneurship Monitor (GEM) project has been a key addition to our ability to measure and compare rates of entrepreneurial activity. But even though there is...
Persistent link: https://www.econbiz.de/10005737099
We provide a gentle overview of modeling choice data, with an emphasis on statistical models that allow treating both observed and unobserved effects due to the decision makers and choice options. We first consider the situation when decision makers express their preferences in the form of...
Persistent link: https://www.econbiz.de/10005737100
(WP 04/03 Clave pdf) Thurstone´s (1927) is not a proper model for multiple judgment paired comparison data as it assigns zero probabilities to all intransitive patterns. To obtain a proper model, Takane (1987) extended Thurstone´s model by adding a vector of pair specific random errors. We...
Persistent link: https://www.econbiz.de/10005737130
(WP03/03 Clave pdf) We consider the estimation of multivariate normal structural models that have been discretized according to a set of thresholds. A popular estimation procedure for this restricted multinomial model consists in the following three stage estimator: First, estimate by maximum...
Persistent link: https://www.econbiz.de/10005737132
(WP 02/03 Clave pdf) The common factor model assumes a linear relation between the observed variables and a set of underlying latent traits. It also assumes that the linear coefficients, intercepts and slopes (factor loadings), linking the observed variables to the latent traits are fixed...
Persistent link: https://www.econbiz.de/10005737138
We introduce a multidimensional latent trait model for binary data with non-monotone item response functions. We assume that the conditional probability of endorsing an item is a normal probability density function, and that the latent traits are normally distributed. The model yields closed...
Persistent link: https://www.econbiz.de/10005737145
(WP 10/03 Clave pdf) We show that when the thresholds and the polychoric correlation are estimated in two stages, neither Pearson´s X² nor the likelihood ratio G² goodness of fit test statistics are asymptotically chi-square.We propose a new test statistic, Mn, that is asymptotically...
Persistent link: https://www.econbiz.de/10005737169
The classical method (Mosteller, 1951) for estimating Thurstone´s Case V model for ranking data consists in a) transforming the observed ranking patterns to patterns of binary paired comparisons, b) obtaining the normal deviate corresponding to the men of each binary variable, and c) estimate...
Persistent link: https://www.econbiz.de/10005690383