Graph-theoretic representations for proximity matrices through strongly-anti-Robinson or circular strongly-anti-Robinson matrices

There are various optimization strategies for approximating, through the minimization of a least-squares loss function, a given symmetric proximity matrix by a sum of matrices each subject to some collection of order constraints on its entries. We extend these approaches to include components in the approximating sum that satisfy what are called the strongly-anti-Robinson (SAR) or circular strongly-anti-Robinson (CSAR) restrictions. A matrix that is SAR or CSAR is representable by a particular graph-theoretic structure, where each matrix entry is reproducible from certain minimum path lengths in the graph. One published proximity matrix is used extensively to illustrate the types of approximation that ensue when the SAR or CSAR constraints are imposed.The authors are indebted to Boris Mirkin who first noted in a personal communication to one of us (LH, April 22, 1996) that the optimization method for fitting anti-Robinson matrices in Hubert and Arabie (1994) should be extendable to the fitting of strongly anti-Robinson matrices as well.     

Tests for linear trend in the smallest eigenvalues of the correlation matrix

A test for linear trend among a set of eigenvalues of a correlation matrix is developed. As a technical implementation of Cattell's scree test, this is a generalization of Anderson's test for the equality of eigenvalues, and extends Bentler and Yuan's work on linear trends in eigenvalues of a covariance matrix. The power of minimumx ² and maximum likelihood ratio tests are compared. Examples show that the linear trend hypothesis is more realistic than the standard hypothesis of equality of eigenvalues, and that the hypothesis is compatible with standard decisions on the number of factors or components to retain in data analysis.This work was supported by National Institute on Drug Abuse Grants DA01070 and DA00017. The assistance of Maia Berkane and several anonymous reviewers is gratefully acknowledged.     

A note on the factor analysis of partial covariance matrices

A relationship is given between the joint common factor structure of two sets of variables, and the factor structure of the partial covariance matrix of one of the sets with the other partialled out.     

A direct approach to individual differences scaling using increasingly complex transformations

A family of models for the representation and assessment of individual differences for multivariate data is embodied in a hierarchically organized and sequentially applied procedure called PINDIS. The two principal models used for directly fitting individual configurations to some common or hypothesized space are the dimensional salience and perspective models. By systematically increasing the complexity of transformations one can better determine the validities of the various models and assess the patterns and commonalities of individual differences. PINDIS sheds some new light on the interpretability and general applicability of the dimension weighting approach implemented by the commonly used INDSCAL procedure.     

Some standard errors in item response theory

The mathematics required to calculate the asymptotic standard errors of the parameters of three commonly used logistic item response models is described and used to generate values for some common situations. It is shown that the maximum likelihood estimation of a lower asymptote can wreak havoc with the accuracy of estimation of a location parameter, indicating that if one needs to have accurate estimates of location parameters (say for purposes of test linking/equating or computerized adaptive testing) the sample sizes required for acceptable accuracy may be unattainable in most applications. It is suggested that other estimation methods be used if the three parameter model is applied in these situations.The research reported here was supported, in part, by contract #F41689-81-6-0012 from the Air Force Human Resources Laboratory to McFann-Gray & Associates, Benjamin A. Fairbank, Jr., Principal Investigator. Further support of Wainer's effort was supplied by the Educational Testing Service, Program Statistics Research Project.     

Scaling a conditional proximity matrix to symmetry

Two least squares procedures for symmetrization of a conditional proximity matrix are derived. The solutions provide multiplicative constants for scaling the rows or columns of the matrix to maximize symmetry. It is suggested that the symmetrization is applicable for the elimination of bias effects like response bias, or constraints on the marginal frequencies imposed by the experimental design, as in confusion matrices.The application of the scaling procedure to a matrix of conditional probabilities was suggested by one of the referees, whose helpful comments are gratefully acknowledged.     

A study of algorithms for covariance structure analysis with specific comparisons using factor analysis

Several algorithms for covariance structure analysis are considered in addition to the Fletcher-Powell algorithm. These include the Gauss-Newton, Newton-Raphson, Fisher Scoring, and Fletcher-Reeves algorithms. Two methods of estimation are considered, maximum likelihood and weighted least squares. It is shown that the Gauss-Newton algorithm which in standard form produces weighted least squares estimates can, in iteratively reweighted form, produce maximum likelihood estimates as well. Previously unavailable standard error estimates to be used in conjunction with the Fletcher-Reeves algorithm are derived. Finally all the algorithms are applied to a number of maximum likelihood and weighted least squares factor analysis problems to compare the estimates and the standard errors produced. The algorithms appear to give satisfactory estimates but there are serious discrepancies in the standard errors. Because it is robust to poor starting values, converges rapidly and conveniently produces consistent standard errors for both maximum likelihood and weighted least squares problems, the Gauss-Newton algorithm represents an attractive alternative for at least some covariance structure analyses.Work by the first author has been supported in part by Grant No. Da01070 from the U. S. Public Health Service. Work by the second author has been supported in part by Grant No. MCS 77-02121 from the National Science Foundation.     

Jungian socioanalysis,social dreaming and the emerging complexity of Europe1

This paper presents central elements of what we have termed Jungian socioanalysis – an emerging theory combining analytical psychology, complexity theories, sociological theories, socio- and psychoanalysis, social dreaming, group analysis and affect theories consisting of five assumptions (see also Odde & Vestergaard 2021). Jungian socioanalysis develops a process approach, as opposed to a systems approach, to sociality. In this paper we focus mostly on one of the five assumptions, namely that Jungian socioanalysis explores social fields ‘from within’ through smaller groups, treating group processes as a vehicle to gain a psychosocial and cultural understanding of larger social entities. We give an example of this approach with a presentation of two local social dreaming experiences in Denmark, focusing on Europe in transition. We show that the most significant outcome doesn't rely on the specific content of the dreams, but rather on the engagement in the social dreaming process itself, resulting in transformative image-affects. The paper ends with reflections on how these social dreaming experiences inform a Jungian socioanalysis, pointing to enabling intersubjective meetings, or present moments, opening for a deeper understanding from within the group as opposed to a systems approach. The paper is a revised version of a presentation at the 2018 European Congress in Avignon.     

Fungible Correlation Matrices: A Method for Generating Nonsingular,Singular, and Improper Correlation Matrices for Monte Carlo Research

For a fixed set of standardized regression coefficients and a fixed coefficient of determination (R-squared), an infinite number of predictor correlation matrices will satisfy the implied quadratic form. I call such matrices fungible correlation matrices. In this article, I describe an algorithm for generating positive definite (PD), positive semidefinite (PSD), or indefinite (ID) fungible correlation matrices that have a random or fixed smallest eigenvalue. The underlying equations of this algorithm are reviewed from both algebraic and geometric perspectives. Two simulation studies illustrate that fungible correlation matrices can be profitably used in Monte Carlo research. The first study uses PD fungible correlation matrices to compare penalized regression algorithms. The second study uses ID fungible correlation matrices to compare matrix-smoothing algorithms. R code for generating fungible correlation matrices is presented in the supplemental materials.     

改进的认知诊断模型项目功能差异检验方法——基于观察信息矩阵的Wald统计量

Hou,de la Torre和Nandakumar(2014)提出可以使用Wald统计量检验DIF,但其结果的一类错误率存在过度膨胀的问题。本研究中提出了一个使用观察信息矩阵进行计算的改进后的Wald统计量。结果表明:(1)使用观察信息矩阵计算的这一改进后的Wald统计量在DIF检验中具有良好的一类错误控制率,尤其是在项目具有较高区分能力的时候,解决了以往研究中一类错误率过度膨胀的问题。(2)随着样本量的增加以及DIF量的增大,使用观察信息矩阵计算Wald统计量的统计检验力也在增加。