James H Steiger
Dados Biográficos
| ID | 1662298 |
|---|---|
| NOME | James H Steiger |
| PRENOMES | James H |
| SOBRENOME | Steiger |
| ASSINATURA | STEIGER J H |
| AFILIAÇÕES | University of British Columbia |
| VERIFICADO | Não |
| TOTAL DE OBRAS | 23 |
| TOTAL DE CITAÇÕES | 198 |
| TOTAL COMO AUTOR | 23 |
| TOTAL COMO EDITOR | 0 |
| PRIMEIRO ANO DE PUBLICAÇÃO | 1979 |
| ANO MAIS RECENTE DE PUBLICAÇÃO | 2021 |
| ÍNDICE H | 2 |
A Tribute to the Mind, Methodology and Mentoring of Wayne Velicer
Wayne Velicer is remembered for a mind where mathematical concepts and calculations intrigued him, behavioral science beckoned him, and people fascinated him. Born in Green Bay, Wisconsin on March 4, 1944, he was raised on a farm, although early influences extended far beyond that beginning. His Mathematics BS and Psychology minor at Wisconsin State University in Oshkosh, and his PhD in Quantitative Psychology from Purdue led him to a fruitful an…
A 12-point circumplex structure of core affect
Core Affect is a state accessible to consciousness as a single simple feeling (feeling good or bad, energized or enervated) that can vary from moment to moment and that is the heart of, but not the whole of, mood and emotion. In four correlational studies (Ns = 535, 190, 234, 395), a 12-Point Affect Circumplex (12-PAC) model of Core Affect was developed that is finer grained than previously available and that integrates major dimensional models o…
Understanding the limitations of global fit assessment in structural equation modeling
The insidious effects of failing to include design-driven correlated residuals in latent-variable covariance structure analysis.
In practice, the inclusion of correlated residuals in latent-variable models is often regarded as a statistical sleight of hand, if not an outright form of cheating. Consequently, researchers have tended to allow only as many correlated residuals in their models as are needed to obtain a good fit to the data. The current article demonstrates that this strategy leads to the underinclusion of residual correlations that are completely justified on t…
Empirical and Conceptual Problems With Longitudinal Trait-State Models
The latent trait-state-error model (TSE) and the latent state-trait model with autoregression (LST-AR) represent creative structural equation methods for examining the longitudinal structure of psychological constructs. Application of these models has been somewhat limited by empirical or conceptual problems. In the present study, Monte Carlo analysis revealed that TSE models tend to generate improper solutions when N is too small, when waves are…
Beyond the F Test
This article presents confidence interval methods for improving on the standard F tests in the balanced, completely between-subjects, fixed-effects analysis of variance. Exact confidence intervals for omnibus effect size measures, such as or and the root-mean-square standardized effect, provide all the information in the traditional hypothesis test and more. They allow one to test simultaneously whether overall effects are (a) zero (the tradition…
A note on multiple sample extensions of the RMSEA fit index
Generalization of the Steiger‐Lind root mean square error of approximation fit indexes and interval estimation procedure to models based on multiple independent samples is discussed. In this article, we suggest an approach that seems both reasonable and workable, and caution against one that definitely seems inappropriate.
Dispelling Some Myths About Factor Indeterminancy
A simple numerical example helps illuminate some of the issues discussed by Maraun (1996), and also helps dispel some of the myths connected with the posterior moment position
Coming Full Circle in the History of Factor Indeterminancy
Nearly 70 years ago, eminent mathematician Edwin Bidwell Wilson attended a dinner at Harvard where visitor Charles Spearman discussed the "two-factor theory" of intelligence and his just-released book The Abilities of Man. Wilson, having just discovered factor indeterminacy, attempted to explain to Spearman and the assembled guests that Spearman's two-factor theory might have a non-uniqueness problem. Neither Spearman nor the guests could follow …
Tests of Multivariate Independence
Silver and Dunlap (1989) reviewed several tests for the hypothesis of multivariate independence, and, on the basis of Monte Carlo results, recommended a procedure by Brien, Venables, and Mayo (1984) as providing best overall performance. More recently (Silver and Dunlap, 1990), they have distributed computer software implementing this recommendation. In this paper, the writers demonstrate that Brien et al.'s test is not a proper test for multivar…
Some Additional Thoughts on Components, Factors, and Factor Indeterminancy
(1990). Some Additional Thoughts on Components, Factors, and Factor Indeterminancy. Multivariate Behavioral Research: Vol. 25, No. 1, pp. 41-45
Structural Model Evaluation and Modification
Dans les differentes procedures existantes pour l'evaluation et les modifications sequentielles des modeles structuraux, l'auteur s'attache a discuter celle connue sous le terme PMM. Plus generalement, les propositions de KAPLAN (1990) sont critiquees dans le detail
Aspects of Person-Machine Communication in Structural Modeling of Correlations and Covariances
Analysis of covariance or correlation structure is characterized, unfortunately, by repetitive suboptimal communication between persons and/or computer programs. After analyzing some aspects of this suboptimality, I suggest some approaches to improving the situation
Uniform Indices-of-Fit for Factor Analysis Models
Factor analysis and the coefficient of determination
Factor analysis and the coefficient of determination
On the Multivariate Asymptotic Distribution of Sequential Chi-Square Statistics
The multivariate asymptotic distribution of sequential Chi-square test statistics is investigated. It is shown that: (a) when sequential Chi-square statistics are calculated for nested models on the same data, the statistics have an asymptotic intercorrelation which may be expressed in closed form, and which is, in many cases, quite high; and (b) sequential Chi-square difference tests are asymptotically independent. Some Monte Carlo evidence on t…
The structure in persons' implicit taxonomy of emotions
Testing Pattern Hypotheses On Correlation Matrices
The goodness-of-fit of correlational pattern hypotheses has traditionally been assessed either with a likelihood ratio statistic (in conjunction with maximum likelihood estimation) or with a quadratic form statistic (in conjunction with generalized least squares estimates). In the present paper, several alternative statistics, based on the use of the Fisher r-to-z transform, are proposed, and their performance (as well as that of the traditional …
Comparison of two methods for testing linear hypotheses in tables of proportions
Comparison of two methods for testing linear hypotheses in tables of proportions
Tests for comparing elements of a correlation matrix
In a variety of situations in psychological research, it is desirable to be able to make statistical comparisons between correlation coefficients measured on the same individuals. For example, an experimenter may wish to assess whether two predictors correlate equally with a criterion variable. In another situation, the experimenter may wish to test the hypothesis that an entire matrix of correlations has remained stable over time. The present ar…
Multicorr
The program presented computes a chi-square statistic for testing pattern hypotheses on correlation matrices. The statistic is based on a multivariate generalization of the Fisher r-to- z transformation. Monte Carlo studies have demonstrated that this statistic has small sample performance which is superior to an analogous likelihood ratio statistic obtained via the analysis of covariance structures
Tests for comparing elements of a correlation matrix
In a variety of situations in psychological research, it is desirable to be able to make statistical comparisons between correlation coefficients measured on the same individuals. For example, an experimenter may wish to assess whether two predictors correlate equally with a criterion variable. In another situation, the experimenter may wish to test the hypothesis that an entire matrix of correlations has remained stable over time. The present ar…
The structure in persons' implicit taxonomy of emotions
Factor analysis and the coefficient of determination
Multicorr
The program presented computes a chi-square statistic for testing pattern hypotheses on correlation matrices. The statistic is based on a multivariate generalization of the Fisher r-to- z transformation. Monte Carlo studies have demonstrated that this statistic has small sample performance which is superior to an analogous likelihood ratio statistic obtained via the analysis of covariance structures
Testing Pattern Hypotheses On Correlation Matrices
The goodness-of-fit of correlational pattern hypotheses has traditionally been assessed either with a likelihood ratio statistic (in conjunction with maximum likelihood estimation) or with a quadratic form statistic (in conjunction with generalized least squares estimates). In the present paper, several alternative statistics, based on the use of the Fisher r-to-z transform, are proposed, and their performance (as well as that of the traditional …
Comparison of two methods for testing linear hypotheses in tables of proportions
Comparison of two methods for testing linear hypotheses in tables of proportions
Tests for comparing elements of a correlation matrix
In a variety of situations in psychological research, it is desirable to be able to make statistical comparisons between correlation coefficients measured on the same individuals. For example, an experimenter may wish to assess whether two predictors correlate equally with a criterion variable. In another situation, the experimenter may wish to test the hypothesis that an entire matrix of correlations has remained stable over time. The present ar…
The structure in persons' implicit taxonomy of emotions
On the Multivariate Asymptotic Distribution of Sequential Chi-Square Statistics
The multivariate asymptotic distribution of sequential Chi-square test statistics is investigated. It is shown that: (a) when sequential Chi-square statistics are calculated for nested models on the same data, the statistics have an asymptotic intercorrelation which may be expressed in closed form, and which is, in many cases, quite high; and (b) sequential Chi-square difference tests are asymptotically independent. Some Monte Carlo evidence on t…
Factor analysis and the coefficient of determination
Factor analysis and the coefficient of determination
Aspects of Person-Machine Communication in Structural Modeling of Correlations and Covariances
Analysis of covariance or correlation structure is characterized, unfortunately, by repetitive suboptimal communication between persons and/or computer programs. After analyzing some aspects of this suboptimality, I suggest some approaches to improving the situation
Uniform Indices-of-Fit for Factor Analysis Models
Some Additional Thoughts on Components, Factors, and Factor Indeterminancy
(1990). Some Additional Thoughts on Components, Factors, and Factor Indeterminancy. Multivariate Behavioral Research: Vol. 25, No. 1, pp. 41-45
Structural Model Evaluation and Modification
Dans les differentes procedures existantes pour l'evaluation et les modifications sequentielles des modeles structuraux, l'auteur s'attache a discuter celle connue sous le terme PMM. Plus generalement, les propositions de KAPLAN (1990) sont critiquees dans le detail
Tests of Multivariate Independence
Silver and Dunlap (1989) reviewed several tests for the hypothesis of multivariate independence, and, on the basis of Monte Carlo results, recommended a procedure by Brien, Venables, and Mayo (1984) as providing best overall performance. More recently (Silver and Dunlap, 1990), they have distributed computer software implementing this recommendation. In this paper, the writers demonstrate that Brien et al.'s test is not a proper test for multivar…
Dispelling Some Myths About Factor Indeterminancy
A simple numerical example helps illuminate some of the issues discussed by Maraun (1996), and also helps dispel some of the myths connected with the posterior moment position
Coming Full Circle in the History of Factor Indeterminancy
Nearly 70 years ago, eminent mathematician Edwin Bidwell Wilson attended a dinner at Harvard where visitor Charles Spearman discussed the "two-factor theory" of intelligence and his just-released book The Abilities of Man. Wilson, having just discovered factor indeterminacy, attempted to explain to Spearman and the assembled guests that Spearman's two-factor theory might have a non-uniqueness problem. Neither Spearman nor the guests could follow …
A note on multiple sample extensions of the RMSEA fit index
Generalization of the Steiger‐Lind root mean square error of approximation fit indexes and interval estimation procedure to models based on multiple independent samples is discussed. In this article, we suggest an approach that seems both reasonable and workable, and caution against one that definitely seems inappropriate.
Beyond the F Test
This article presents confidence interval methods for improving on the standard F tests in the balanced, completely between-subjects, fixed-effects analysis of variance. Exact confidence intervals for omnibus effect size measures, such as or and the root-mean-square standardized effect, provide all the information in the traditional hypothesis test and more. They allow one to test simultaneously whether overall effects are (a) zero (the tradition…
Empirical and Conceptual Problems With Longitudinal Trait-State Models
The latent trait-state-error model (TSE) and the latent state-trait model with autoregression (LST-AR) represent creative structural equation methods for examining the longitudinal structure of psychological constructs. Application of these models has been somewhat limited by empirical or conceptual problems. In the present study, Monte Carlo analysis revealed that TSE models tend to generate improper solutions when N is too small, when waves are…
Understanding the limitations of global fit assessment in structural equation modeling
The insidious effects of failing to include design-driven correlated residuals in latent-variable covariance structure analysis.
In practice, the inclusion of correlated residuals in latent-variable models is often regarded as a statistical sleight of hand, if not an outright form of cheating. Consequently, researchers have tended to allow only as many correlated residuals in their models as are needed to obtain a good fit to the data. The current article demonstrates that this strategy leads to the underinclusion of residual correlations that are completely justified on t…
A 12-point circumplex structure of core affect
Core Affect is a state accessible to consciousness as a single simple feeling (feeling good or bad, energized or enervated) that can vary from moment to moment and that is the heart of, but not the whole of, mood and emotion. In four correlational studies (Ns = 535, 190, 234, 395), a 12-Point Affect Circumplex (12-PAC) model of Core Affect was developed that is finer grained than previously available and that integrates major dimensional models o…
A Tribute to the Mind, Methodology and Mentoring of Wayne Velicer
Wayne Velicer is remembered for a mind where mathematical concepts and calculations intrigued him, behavioral science beckoned him, and people fascinated him. Born in Green Bay, Wisconsin on March 4, 1944, he was raised on a farm, although early influences extended far beyond that beginning. His Mathematics BS and Psychology minor at Wisconsin State University in Oshkosh, and his PhD in Quantitative Psychology from Purdue led him to a fruitful an…
Mathematics (16 obras) · Psychology (16 obras) · Statistics (16 obras) · Computer Science (13 obras) · Econometrics (9 obras) · Advanced Statistical Methods and Models (8 obras) · Factor (programming language) (6 obras) · Advanced Statistical Modeling Techniques (5 obras) · Psychometric Methodologies and Testing (5 obras) · Social Psychology (5 obras)