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Two-term Edgeworth expansions of the distributions of fit indexes under fixed alternatives in covariance structure models

Ogasawara, Haruhiko - In: 商学討究 (Shogaku Tokyu) 59 (2009) 4, pp. 41-48

Asymptotic expansions of the distributions of thirteen fit indexes used in covariance structure analysts in practice are obtained. The fit indexes include the usual log likelihood ratio statistic for a posited model and the functions of this statistic and the corresponding statistic of the...

Persistent link: https://www.econbiz.de/10010963916

Higher-order Estimation Error in Structural Equation Modeling

Ogasawara, Haruhiko - In: 商学討究 (Shogaku Tokyu) 57 (2007) 4, pp. 131-160

Persistent link: https://www.econbiz.de/10010963950

Supplement to the paper“ Asymptotic expansions for the ability estimator in item response theory”

Ogasawara, Haruhiko - In: 商学討究 (Shogaku Tokyu) 63 (2012) 2/3, pp. 329-336

Persistent link: https://www.econbiz.de/10010964151

Standard Errors of Several Indices for Unrotated and Rotated Factors

Ogasawara, Haruhiko - In: 商学討究 (Shogaku Tokyu) 49 (1998) 1, pp. 21-69

Persistent link: https://www.econbiz.de/10010964277

Supplement to the pater ''Asymptotic expansions in multi-group analysis of moment structures with an application to linearized estimators'' and errata for the paper on the ADF chi-...

Ogasawara, Haruhiko - In: 商学討究 (Shogaku Tokyu) 61 (2011) 4, pp. 135-140

Persistent link: https://www.econbiz.de/10010964392

Supplement I to the paper “Asymptotic cumulants of ability estimators using fallible item parameters” - Proofs, partial derivatives and tables

Ogasawara, Haruhiko - In: 商学討究 (Shogaku Tokyu) 64 (2013) 2/3, pp. 97-147

Persistent link: https://www.econbiz.de/10010964450

A supplementary note on the paper Higher-order asymptotic standard error and asymptotic expansion in principal component analysis

Ogasawara, Haruhiko - In: 商学討究 (Shogaku Tokyu) 56 (2006) 4, pp. 235-243

Persistent link: https://www.econbiz.de/10010964513

A supplementary note on the joint maximum likelihood estimation of the IRT equating coefficients and abilities for the common-examinee design.

Ogasawara, Haruhiko - In: 商学討究 (Shogaku Tokyu) 52 (2001) 1, pp. 239-241

Persistent link: https://www.econbiz.de/10010964515

Supplement to the papers on ''the polyserial correlation coefficients'' and ''discrepancy functions for general covariance structures''

Ogasawara, Haruhiko - In: 商学討究 (Shogaku Tokyu) 62 (2012) 4, pp. 115-164

Persistent link: https://www.econbiz.de/10010964702

双線形モデルにおける因子回転 = Factor Rotation for Bilinear Models

Ogasawara, Haruhiko - In: 商学討究 (Shogaku Tokyu) 47 (1997) 2/3, pp. 181-206

Persistent link: https://www.econbiz.de/10010964809

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