Definitions are of course arbitrary. Following Lewis Carroll, one can make words mean what one wishes [cf. Gardner, 1960]. Basically, all that is formally required of a definition is that it be clear: that it enable reliable use of the concept concerned. A more informal, heuristic, desideratum is that it actually influence theorists and researchers to progress in their work.

A strategy for attaining reliability is to make a list of related concepts which might be confused with the one intended, and then to define all the concepts simultaneously in one facet framework. Such a mapping helps to make explicit what the target concept has in common with the others, and how it differs from them. This facet strategy has proved to be useful for distinguishing, for example, among varieties of intelligence [Guttman, 1965; Schlesinger and Guttman, 1969], among varieties of attitude [Guttman, 1959; Elizur, 1970; Jordan, 1971], and even between intelligence and attitude [Guttman, in press]. Evidence is accumulating as to the stimulating effect of the approach for the development of new insights and for the discovery of new forms of lawfulness in data.

Several themes which are common to both econometrics and psychometrics are surveyed. The themes are illustrated by reference to permanent income hypotheses, simultaneous equation models, adaptive expectations and partial adjustment schemes, and by reference to test score theory, factor analysis, and time-series models.

This paper presents a contribution to the sampling theory of a set of homogeneous tests which differ only in length, test length being regarded as an essential test parameter. Observed variance-covariance matrices of such measurements are taken to follow a Wishart distribution. The familiar true score-and-error concept of classical test theory is employed. Upon formulation of the basic model it is shown that in a combination of such tests forming a “total” test, the singal-to-noise ratio of the components is additive and that the inverse of the population variance-covariance matrix of the component measures has all of its off-diagonal elements equal, regardless of distributional assumptions. This fact facilitates the subsequent derivation of a statistical sampling theory, there being at most m + 1 free parameters when m is the number of component tests. In developing the theory, the cases of known and unknown test lengths are treated separately. For both cases maximum-likelihood estimators of the relevant parameters are derived. It is argued that the resulting formulas will remain reasonable even if the distributional assumptions are too narrow. Under these assumptions, however, maximum-likelihood ratio tests of the validity of the model and of hypotheses concerning reliability and standard error of measurement of the total test are given. It is shown in each case that the maximum-likelihood equations possess precisely one acceptable solution under rather natural conditions. Application of the methods can be effected without the use of a computer. Two numerical examples are appended by way of illustration.

An experimenter threw individually 219 different dice of four different brands and recorded even and odd outcomes for one block of 20,000 trials for each die—4,380,000 throws in all. The resulting data on runs offer a basis for comparing the observed properties of such a physical randomizing process with theory and with simulations based on pseudo-random numbers and RAND Corporation random numbers. Although generally the results are close to those forecast by theory, some notable exceptions raise questions about the surprise value that should be associated with occurrences two standard deviations from the mean. These data suggest that the usual significance level may well actually be running from 7 to 15 percent instead of the theoretical 5 percent.

The data base is the largest of its kind. A set generated by one brand of dice contains 2,000,000 bits and is the first handmade empirical data of such size to fail to show a significant departure from ideal theory in either location or scale.

When items cannot be answered correctly by guessing, certain two-stage testing procedures are about as effective over the ability range of interest as the “best” up-and-down procedures studied previously. When answers can be guessed correctly 20 percent of the time, no two-stage procedure is found to match the “best” up-and-down procedures over this ability range. Feet-on-the-desk designs for two-stage procedures may produce poor results.

Various models for sets of congeneric tests are considered, including models appropriate for the analysis of multitrait-multimethod data. All models are illustrated with real data. The special cases when two or more tests within a set are tau-equivalent or parallel are also considered. All data analyses are done within the framework of a general model by Jöreskog [1970].

In problem solving situations, it has been suggested the superiority of groups over individuals is due simply to the fact that groups consist of several individuals. In this paper, the Lorge and Solomon [1955] approach to such situations is reexamined using the method of maximum likelihood. Extensions to trichotomous response situations are also presented, and the resulting models are applied to data gathered by Staub [1970]. The partitioning of the likelihood ratio goodness-of-fit statistic is then discussed in order that the effects of additional variables on the response variate can be assessed. Finally, the small sample behavior of the likelihood ratio statistic is examined.

A simplified proof of a lemma by Ledermann [1938], which lies at the core of the factor indeterminacy issue, is presented. It leads to a representation of an orthogonal matrix T, relating equivalent factor solutions, which is different from Ledermann's [1938] and Guttman's [1955]. T is used to evaluate bounds on the average correlation between equivalent sets of uncorrelated factors. It is found that the minimum average correlation is independent of the data.

A limitation of the Tukey HSD procedure for multiple comparison has been the requirement of equal number of observations for each group. Three approximation techniques have been suggested when the group sizes are unequal. Each of these techniques was empirically analyzed to determine its effect on Type I error. Two of the considered variables, average group size and differences in group size, caused differing actual probabilities of Type I error. One of the three techniques (Kramer's) consistently provided actual probabilities in close agreement with corresponding nominal probabilities.

A paired composition is a response (upon a dependent variable) to the ordered pair <j, k> of stimuli, treatments, etc. The present paper develops an alternative analysis for the paired compositions layout previously treated by Bechtel's [1967] scaling model. The alternative model relaxes the previous one by including row and column scales that provide an expression of bias for each pair of objects. The parameter estimation and hypothesis testing procedures for this model are illustrated by means of a small group analysis, which represents a new approach to pairwise sociometrics and personality assessment.

A multidimensional scaling analysis is presented for replicated layouts of pairwise choice responses. In most applications the replicates will represent individuals who respond to all pairs in some set of objects. The replicates and the objects are scaled in a joint space by means of an inner product model which assigns weights to each of the dimensions of the space. Least squares estimates of the replicates' and objects' coordinates, and of unscalability parameters, are obtained through a manipulation of the error sum of squares for fitting the model. The solution involves the reduction of a three-way least squares problem to two subproblems, one trivial and the other solvable by classical least squares matrix factorization. The analytic technique is illustrated with political preference data and is contrasted with multidimensional unfolding in the domain of preferential choice.

Suppose D is a data matrix for N persons and n variables, and \documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$$\dot D$$\end{document} is the matrix obtained from D by expressing the variables in deviation-score form. It is shown that if D has rank r, \documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$$\dot D$$\end{document} will always have rank (r − 1) if r = N < n, otherwise it will generally have rank r. If \documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$$\dot D$$\end{document} has rank s, D will always have rank s if s = n, but if s<n it will generally have rank (s + 1). Thus two cases can arise, Case A in which D has rank one greater than \documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$$\dot D$$\end{document}, and Case B in which D has rank equal to \documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$$\dot D$$\end{document}. Implications of this distinction for analysis of cross products versus analysis of covariances are briefly indicated.

A simple normal approximation is supplied to test the equality of two independent Chi-square variables. The approximation appears to be valid for degrees of freedom as small as two. Thus no new table of critical values is needed. The standard unit normal distribution tables are sufficient.

In the method of multiple paired comparisons the dominance of object j over object k is observed upon p attributes. The present paper develops a covariance analysis for these paired comparisons in terms of a linear model which includes scale, bias, and interaction effects, along with s covariants upon which the comparisons are presumably dependent. The covariance model gives rise to adjusted parameter estimates and hypothesis tests for the residual pairwise layout from which the effects of the s covariants have been removed. These estimation and testing procedures are illustrated with an analysis of political judgment data, and their relevance to the general problem of residual scaling is discussed.

In the factor-analytic model, let some of the factors be known (i.e., the factor loadings are given in advance; they may e.g. be obtained from some previous analyses). However, their covariance matrix may, or may not, be known. The remaining factors (if any) are assumed to be uncorrelated among themselves and to the first set. For this model, the maximum likelihood equations are obtained and an iterative method for the solution is proposed.

Methods developed by Bernbach [1966] and Millward [1969] permit increased generality in analyses of identifiability. Matrix equations are presented that solve part of the identifiability problem for a class of Markov models. Results of several earlier analyses are shown to involve special cases of the equations developed here. And it is shown that a general four-state chain has the same parameter space as an all-or-none model if and only if its representation with an observable absorbing state is lumpable into a Markov chain with three states.

In calculations of the discriminating-power parameter of the normal ogive model, Bock and Lieberman compared estimates derived from their maximum-likelihood solution with those derived from the heuristic solution. The two sets of estimates were in excellent agreement provided the heuristic solution used accurate tetrachoric correlation coefficients. Three computer methods for the calculation of the tetrachoric correlation were examined for accuracy and speed. The routine by Saunders was identified as an acceptably accurate method for calculating the tetrachoric correlation coefficient.

Least-squares monotone regression has received considerable discussion and use. Consider the residual sum of squares Q obtained from the least-squares monotone regression of yi on xi. Treating Q as a function of the yi, we prove that the gradient ▽Q exists and is continuous everywhere, and is given by a simple formula. (We also discuss the gradient of d = Q1/2.) These facts, which can be questioned (Louis Guttman, private communication), are important for the iterative numerical solution of models, such as some kinds of multidimensional scaling, in which monotone regression occurs as a subsidiary element, so that the yi and hence indirectly Q are functions of other variables.

This paper is concerned with the study of similarities and differences in factor structures between different groups. A common situation occurs when a battery of tests has been administered to samples of examinees from several populations.

A very general model is presented, in which any parameter in the factor analysis models (factor loadings, factor variances, factor covariances, and unique variances) for the different groups may be assigned an arbitrary value or constrained to be equal to some other parameter. Given such a specification, the model is estimated by the maximum likelihood method yielding a large sample x2 of goodness of fit. By computing several solutions under different specifications one can test various hypotheses.

The method is capable of dealing with any degree of invariance, from the one extreme, where nothing is invariant, to the other extreme, where everything is invariant. Neither the number of tests nor the number of common factors need to be the same for all groups, but to be at all interesting, it is assumed that there is a common core of tests in each battery that is the same or at least content-wise comparable.

The present note illustrates the application of Lancaster & Hamdan's [1964] polychoric series method for estimating the correlation coefficient in contingency tables. A simple format for the calculations involved, using a desk calculator, is suggested and hence applied to a specific 3 × 3 contingency table.