Haruhiko Ogasawara
Biographic Data
| ID | 8863818 |
|---|---|
| NAME | Haruhiko Ogasawara |
| GIVEN NAMES | Haruhiko |
| FAMILY NAME | Ogasawara |
| SIGNATURE | OGASAWARA H |
| AFFILIATIONS | Otaru University of Commerce |
| ORCID | 0000-0002-5029-2086 |
| VERIFIED | Yes |
| TOTAL WORKS | 7 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 7 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1990 |
| LATEST PUBLICATION YEAR | 2020 |
| H-INDEX | 0 |
On an Unidentified Fixed‐Effects Three‐Parameter Logistic Model
For the fixed‐effects three‐parameter logistic model in item response theory, the necessary and sufficient condition of the model identification is presented synthesizing known results. An optimal transformation of parameters for model identification in Maris's unidentified case to remove or reduce the skewness of abilities is shown. In many cases, the vanishing skewnesses are obtained in the possible range of transformation for parameters with s…
Exploratory second‐order analyses for components and factors
Exploratory methods using second‐order components and second‐order common factors were proposed. The second‐order components were obtained from the resolution of the correlation matrix of obliquely rotated first‐order principal components. The standard errors of the estimates of the second‐order component loadings were derived from an augmented information matrix with restrictions for the loadings and associated parameters. The second‐order facto…
Marginal maximum likelihood estimation of item response theory (IRT) equating coefficients for the common‐examinee design
A method of estimating item response theory (IRT) equating coefficients by the common‐examinee design with the assumption of the two‐parameter logistic model is provided. The method uses the marginal maximum likelihood estimation, in which individual ability parameters in a common‐examinee group are numerically integrated out. The abilities of the common examinees are assumed to follow a normal distribution but with an unknown mean and standard d…
Standard Errors for Matrix Correlations
Matrix correlation is the index for the relationship between two sets of variables. Among the matrix correlations which have been proposed, the asymptotic standard errors of the following are derived: redundancy coefficient, Robert and Escoulfier's coefficient, Yanai's coefficient, Rozeboom's coefficient, and Coxhead's coefficient. With the assumption tha the variables are normall distributed, the standard errors of the coefficients are obtained …
Standard errors for procrustes solutions
The asymptotic standard errors for the procrustes solutions are derived for orthogonal rotation, direct oblique rotation and indirect oblique rotation. The standard errors for the first two rotations are obtained using the augmented information matrices. For the indirect oblique solution, the standard errors of rotated parameters are derived from the information matrix of unrotated loadings using the chain rule for information matrices. For all t…
The gamma-gamma regression for the distribution model of event times
It is well known that if the number of times an event occurs is Poisson distributed, the time until the event occurs a certain number of times is gamma distributed with a parameter λ. We have proposed a model (the gamma-gamma regression) in which the two parameters in the prior distribution of λ are structured with continuous covariates. The marginal maximum likelihood estimates for the hyperparameters in the prior distribution are given by numer…
Covariance structure model when the factor means and the covariances are functions of the third variable
A model in which factor means and factor covariances vary continuously with an external variable is discussed. We assume that, if the covariance matrix of manifest variables should have a certain structure, the means should also have a certain structure characterized by latent variables. In this paper, we discuss two kinds of models. The first is a model in which both means and a covariance matrix of latent variables are functions of an external …
No prominent works on this page.
Covariance structure model when the factor means and the covariances are functions of the third variable
A model in which factor means and factor covariances vary continuously with an external variable is discussed. We assume that, if the covariance matrix of manifest variables should have a certain structure, the means should also have a certain structure characterized by latent variables. In this paper, we discuss two kinds of models. The first is a model in which both means and a covariance matrix of latent variables are functions of an external …
The gamma-gamma regression for the distribution model of event times
It is well known that if the number of times an event occurs is Poisson distributed, the time until the event occurs a certain number of times is gamma distributed with a parameter λ. We have proposed a model (the gamma-gamma regression) in which the two parameters in the prior distribution of λ are structured with continuous covariates. The marginal maximum likelihood estimates for the hyperparameters in the prior distribution are given by numer…
Standard Errors for Matrix Correlations
Matrix correlation is the index for the relationship between two sets of variables. Among the matrix correlations which have been proposed, the asymptotic standard errors of the following are derived: redundancy coefficient, Robert and Escoulfier's coefficient, Yanai's coefficient, Rozeboom's coefficient, and Coxhead's coefficient. With the assumption tha the variables are normall distributed, the standard errors of the coefficients are obtained …
Standard errors for procrustes solutions
The asymptotic standard errors for the procrustes solutions are derived for orthogonal rotation, direct oblique rotation and indirect oblique rotation. The standard errors for the first two rotations are obtained using the augmented information matrices. For the indirect oblique solution, the standard errors of rotated parameters are derived from the information matrix of unrotated loadings using the chain rule for information matrices. For all t…
Marginal maximum likelihood estimation of item response theory (IRT) equating coefficients for the common‐examinee design
A method of estimating item response theory (IRT) equating coefficients by the common‐examinee design with the assumption of the two‐parameter logistic model is provided. The method uses the marginal maximum likelihood estimation, in which individual ability parameters in a common‐examinee group are numerically integrated out. The abilities of the common examinees are assumed to follow a normal distribution but with an unknown mean and standard d…
Exploratory second‐order analyses for components and factors
Exploratory methods using second‐order components and second‐order common factors were proposed. The second‐order components were obtained from the resolution of the correlation matrix of obliquely rotated first‐order principal components. The standard errors of the estimates of the second‐order component loadings were derived from an augmented information matrix with restrictions for the loadings and associated parameters. The second‐order facto…
On an Unidentified Fixed‐Effects Three‐Parameter Logistic Model
For the fixed‐effects three‐parameter logistic model in item response theory, the necessary and sufficient condition of the model identification is presented synthesizing known results. An optimal transformation of parameters for model identification in Maris's unidentified case to remove or reduce the skewness of abilities is shown. In many cases, the vanishing skewnesses are obtained in the possible range of transformation for parameters with s…
Mathematics (7 works) · Statistics (7 works) · Applied Mathematics (4 works) · Applied Mathematics (4 works) · Matrix (chemical analysis) (4 works) · Computer Science (3 works) · Econometrics (3 works) · Standard error (3 works) · Advanced Statistical Methods and Models (2 works) · Advanced Statistical Modeling Techniques (2 works)