A least squares solution for successive intervals assuming unequal standard deviations

A least squares solution has been presented for the Law of Categorical Judgment and the Method of Successive Intervals, which is formally equivalent to Horst's solution for the matrix of incomplete data. A simplified approximation which is recommended for use with any matrix of complete data is also given. A procedure, analogous to that originally devised by Thurstone and presented by Saffir, is outlined for the typical experimental matrix of incomplete data. It is essentially a point and slope method of fitting a straight line which comes rather directly from the least squares solution.This study was supported in part by Office of Naval Research Contract N6onr 270-20 with Princeton University.The author wishes to acknowledge helpful suggestions and comments received in discussions of this problem with Max Woodbury, Frederic Lord, Frederick Mosteller, Warren Torgerson, Robert Abelson, and Bert F. Green, Jr. Thanks are due to Mrs. Gertrude Diederich and Irving Abrams for work on the computing necessary for the illustrative applications.     

Note on the least squares solution for the method of successive categories

The problem of estimation in the method of successive categories is reconsidered and a new least squares solution is obtained. An empirical comparison of this solution with Gulliksen's solution is presented.Preparation of this paper has been supported by the Quartermaster Food and Container Institute for the Armed Forces. Views or conclusions expressed herein are those of the author and do not necessarily reflect the views or indorsement of the Department of Defense.     

A least squares solution for paired comparisons with incomplete data

A precise and rapid procedure has been devised for dealing with a matrix of incomplete data in paired comparisons. This method should increase the general applicability of paired comparisons since experiments involving large numbers of stimuli may now be shortened to feasible experimental proportions. Also, we may now use sets of stimuli which cover a wide range, resulting in a considerable number of 100 per cent vs. 0 per cent judgments, and still give a precise solution depending equally on each of the observations.This study was supported in part by the Office of Naval Research Contract N6onr-270-20 with Princeton University and by the National Science Foundation Grant G-642. The opinions expressed are, of course, those of the author and do not represent attitudes or policies of the Office of Naval Research or of the National Science Foundation.The author wishes to acknowledge helpful suggestions and comments received from Frederic M. Lord, Warren S. Torgerson, and Ledyard R Tucker. Thanks are also due to Mrs. Gertrude Diederich for some of the tabulating and computing for the illustrative problem.     

Weighted least squares fitting using ordinary least squares algorithms

A general approach for fitting a model to a data matrix by weighted least squares (WLS) is studied. This approach consists of iteratively performing (steps of) existing algorithms for ordinary least squares (OLS) fitting of the same model. The approach is based on minimizing a function that majorizes the WLS loss function. The generality of the approach implies that, for every model for which an OLS fitting algorithm is available, the present approach yields a WLS fitting algorithm. In the special case where the WLS weight matrix is binary, the approach reduces to missing data imputation.This research has been made possible by a fellowship from the Royal Netherlands Academy of Arts and Sciences to the author.     

A modification of the method of successive intervals

A modification of the method of successive intervals is presented which yields scale values correlating .995 with those from Thurstone's method described by Saffir. Values yielded by the present method can be obtained in 25 per cent of the time required by the older method and are shown to be, on apriori grounds, more reliable as well.     

A least squares algorithm for fitting additive trees to proximity data

A least squares algorithm for fitting additive trees to proximity data is described. The algorithm uses a penalty function to enforce the four point condition on the estimated path length distances. The algorithm is evaluated in a small Monte Carlo study. Finally, an illustrative application is presented.The author is Aspirant of the Belgian Nationaal Fonds voor Wetenschappelijk Onderzoek. The author is indebted to Professor J. Hoste for providing computer facilities at the Institute of Nuclear Sciences at Ghent.     

Factor analysis by generalized least squares

Aitken's generalized least squares (GLS) principle, with the inverse of the observed variance-covariance matrix as a weight matrix, is applied to estimate the factor analysis model in the exploratory (unrestricted) case. It is shown that the GLS estimates are seale free and asymptotically efficient. The estimates are computed by a rapidly converging Newton-Raphson procedure. A new technique is used to deal with Heywood cases effectively.The work on this project was done when the first author was Research Statistician at Educational Testing Service, Princeton, N. J. The second author was in part supported by a grant from the Research Committee of the University of Wisconsin Graduate School. The authors wish to thank Michael Browne for many helpful comments and Marielle van Thillo for valuable assistance in the numerical computations.     

An empirical evaluation of multidimensional successive intervals

The multidimensional method of successive intervals and the method of complete triads are applied to similarity judgments of Munsell colors varying in brightness, saturation, and hue. Both methods yield configurations that correlate highly with the Munsell color structure. This validation of these scaling methods in an area of known dimensionality indicates their applicability for exploration in areas of unknown dimensionality. This study was supported in part by the Office of Naval Research contract N6onr-270-20 with Princeton University and also in part by funds from the National Science Foundation. The research was carried out when the author was an Educational Testing Service Psychometric Fellow at Princeton University.     

Three-way metric unfolding via alternating weighted least squares

Three-way unfolding was developed by DeSarbo (1978) and reported in DeSarbo and Carroll (1980, 1981) as a new model to accommodate the analysis of two-mode three-way data (e.g., nonsymmetric proximities for stimulus objects collected over time) and three-mode, three-way data (e.g., subjects rendering preference judgments for various stimuli in different usage occasions or situations). This paper presents a revised objective function and new algorithm which attempt to prevent the common type of degenerate solutions encountered in typical unfolding analysis. We begin with an introduction of the problem and a review of three-way unfolding. The three-way unfolding model, weighted objective function, and new algorithm are presented. Monte Carlo work via a fractional factorial experimental design is described investigating the effect of several data and model factors on overall algorithm performance. Finally, three applications of the methodology are reported illustrating the flexibility and robustness of the procedure.We wish to thank the editor and reviewers for their insightful comments.     

Constrained least squares estimators of oblique common factors

An expression is given for weighted least squares estimators of oblique common factors, constrained to have the same covariance matrix as the factors they estimate. It is shown that if as in exploratory factor analysis, the common factors are obtained by oblique transformation from the Lawley-Rao basis, the constrained estimators are given by the same transformation. Finally a proof of uniqueness is given.The research reported in this paper was partly supported by Natural Sciences and Engineering Research Council Grant No. A6346.     

Estimation of stimulus-response curves by bayesian least squares

Bayesian least squares techniques are adapted to estimation of stimulus-response curves, rather broadly conceived. Illustrative examples deal with estimation of person characteristic curves and item characteristic curves in the context of mental testing, and estimation of a stimulus-response curve using data from a psychophysical experiment.The present paper is a version of an invited address of the same title, presented to the meetings of The Psychometric Society in Monterey, California on June 8, 1979, expanded by adding Example 1.The writer gratefully acknowledges the benefit of conversations with Don Pierce, and with John Shih, whose related work on density estimation pointed up an error in the original version of Section 2. He acknowledges, gratefully, support by the National Science Foundation through Grants MCS 76-02166A01 and MCS 78-01932. And he wishes to express his gratitude for the cordial hospitality and gracious cooperation offered by Professor Donald M. MacKay and the staff of the Department of Communication, University of Keele, during spring and summer, 1976; in particular, by Professor Dennis P. Andrews and Keichi Uchikawa, who kindly furnished data, a small portion of which is used in the illustrative example, Example 2.     

A bayesian alternative to least squares and equal weighting coefficients in regression

This paper details a Bayesian alternative to the use of least squares and equal weighting coefficients in regression. An equal weight prior distribution for the linear regression parameters is described with regard to the conditional normal regression model, and resulting posterior distributions for these parameters are detailed. Some interesting connections between this Bayesian procedure and several other methods for estimating optimal weighting coefficients are discussed. In addition, results are presented of a Monte Carlo investigation which compared the effectiveness of the Bayesian procedure relative to least squares, equal weight, ridge, and Bayesian exchangeability estimations.     

An axiomatic formulation and generalization of successive intervals scaling

A formal set of axioms is presented for the method of successive intervals, and directly testable consequences of the scaling assumptions are derived. Then by a systematic modification of basic axioms the scaling model is generalized to non-normal stimulus distributions of both specified and unspecified form.     

A generalized least squares regression approach for computing effect sizes in single-case research: application examples

A new method for deriving effect sizes from single-case designs is proposed. The strategy is applicable to small-sample time-series data with autoregressive errors. The method uses Generalized Least Squares (GLS) to model the autocorrelation of the data and estimate regression parameters to produce an effect size that represents the magnitude of treatment effect from baseline to treatment phases in standard deviation units. In this paper, the method is applied to two published examples using common single case designs (i.e., withdrawal and multiple-baseline). The results from these studies are described, and the method is compared to ten desirable criteria for single-case effect sizes. Based on the results of this application, we conclude with observations about the use of GLS as a support to visual analysis, provide recommendations for future research, and describe implications for practice.     

Beyond principal component analysis: A trilinear decomposition model and least squares estimation

The paper derives sufficient conditions for the consistency and asymptotic normality of the least squares estimator of a trilinear decomposition model for multiway data analysis.     

Two-step weighted least squares factor analysis of dichotomized variables

A two-step weighted least squares estimator for multiple factor analysis of dichotomized variables is discussed. The estimator is based on the first and second order joint probabilities. Asymptotic standard errors and a model test are obtained by applying the Jackknife procedure.