Large sample properties of four methods of handling multivariate missing data are compared. The criterion for comparison is how well the loadings from a single factor model can be estimated. It is shown that efficiencies of the methods depend on the pattern or arrangement of missing data, and an evaluation study is used to generate predictive efficiency equations to guide one's choice of an estimating procedure. A simple regression-type estimator is introduced which shows high efficiency relative to the maximum likelihood method over a large range of patterns and covariance matrices.

A modified version of a coordinate adjustment technique which permits the analysis of comparisons of psychological intervals for an unknown ordering of stimuli is described and compared to the original version and to TORSCA. For configurations with a large number of points, knowledge of the rank order of the stimuli does not improve the solution. For configurations with a small number of points, the performance of the new algorithm with an unknown ordering is equivalent to TORSCA.

The weighted euclidean distances model in multidimensional scaling (WMDS) represents individual differences as dimension saliences which can be interpreted as the orientations of vectors in a subject space. It has recently been suggested that the statistics of directions would be appropriate for carrying out tests of location with such data. The nature of the directional representation in WMDS is reviewed and it is argued that since dimension saliences are almost always positive, the directional representations will usually be confined to the positive orthant. Conventional statistical techniques are appropriate to angular representations of the individual differences which will yield angles in the interval (0, 90) so long as dimension saliences are nonnegative, a restriction which can be imposed. Ordinary statistical methods are also appropriate with several linear indices which can be derived from WMDS results. Directional statistics may be applied more fruitfully to vector representations of preferences.

Verhelst derived a solution for a constrained regression problem which occurs in the interval measurement application of ALSCAL and related MDS-algorithms. In the present paper it is shown that Verhelst's solution is based on an implicit nonsingularity assumption. A general solution, which contains Verhelst's solution as a special case, is derived by a simple completing-the-squares type approach instead of partial differentiation with a Lagrange multiplier. In addition, this approach permits the identification of a small interval which uniquely contains the optimal value of a parameter needed to solve the special case where Verhelst's solution is valid.

A theoretical model is given for dealing with omitted responses. Two special cases are investigated.

Consider an old test X consisting of s sections and two new tests Y and Z similar to X consisting of p and q sections respectively. All subjects are given test X plus two variable sections from either test Y or Z. Different pairings of variable sections are given to each subsample of subjects. We present a method of estimating the covariance matrix of the combined test (X1, ..., Xs, Y1, ..., Yp, Z1, ..., Zq) and describe an application of these estimation techniques to linear, observed-score, test equating.

Recent studies pertaining to an extended class of matched pairs tests based on powers of ranks are discussed. Previous questions regarding the asymptotic properties for this class of tests are clarified and a generalization of this class is described. This generalization raises a previously unanticipated concern about whether or not the analytic comparisons resulting from these tests correspond with an intuitive notion of what is being compared.

A paradoxical implication of Kraemer's expression for the large-sample standard error of Brogden's form of the biserial correlation is identified, and a new expression is given which does not imply the paradox. However, numerical evidence is presented which calls into question the correctness of the expression.

Canonical redundancy analysis provides an estimate of the amount of shared variance between two sets of variables and provides an alternative to canonical correlation. The proof that the total redundancy is equal to the average squared multiple correlation coefficient obtained by regressing each variable in the criterion set on all variables in the predictor set is generalized to the case in which there are a larger number of criterion than predictor variables. It is then shown that the redundancy for the criterion set of variables is invariant under affine transformation of the predictor variables, but not invariant under transformation of the criterion variables.

An assertion that the parameters of a covariance structure are locally identified at a certain point only if the rank of the Jacobian matrix at that point equals the number of parameters, is shown to be false by means of a counterexample.

If d is a measure of dissimilarity on a finite set with n elements, the smallest positive constant c* such that d + c has an euclidean representation for all c ≥c* is shown to be the largest eigen-value of a matrix of size 2n.