The existing maximum likelihood theory and its computer software in structural equation modeling are established based on linear relationships among manifest variables and latent variables. However, models with nonlinear relationships are often encountered in social and behavioral sciences. In this article, an EM type algorithm is developed for maximum likelihood estimation of a general nonlinear structural equation model. To avoid computation of the complicated multiple integrals involved, the E-step is completed by a Metropolis-Hastings algorithm. It is shown that the M-step can be completed efficiently by simple conditional maximization. Standard errors of the maximum likelihood estimates are obtained via Louis's formula. The methodology is illustrated with results from a simulation study and two real examples.

A comprehensive approach for imposing both row and column constraints on multivariate discrete data is proposed that may be called generalized constrained multiple correspondence analysis (GCMCA). In this method each set of discrete data is first decomposed into several submatrices according to its row and column constraints, and then multiple correspondence analysis (MCA) is applied to the decomposed submatrices to explore relationships among them. This method subsumes existing constrained and unconstrained MCA methods as special cases and also generalizes various kinds of linearly constrained correspondence analysis methods. An example is given to illustrate the proposed method.

Procedures are given for determining identified parameters, finding constraints on the covariances, and checking equivalence, in acyclic (recursive) linear path models with correlated error terms (disturbances), by inspection of the path equations, aided by simple recursions. This provides a useful and general alternative to the employment of directed acyclic graph theory for such purposes.

This paper studies the asymptotic distributions of three reliability coefficient estimates: Sample coefficient alpha, the reliability estimate of a composite score following a factor analysis, and the estimate of the maximal reliability of a linear combination of item scores following a factor analysis. Results indicate that the asymptotic distribution for each of the coefficient estimates, obtained based on a normal sampling distribution, is still valid within a large class of nonnormal distributions. Therefore, a formula for calculating the standard error of the sample coefficient alpha, recently obtained by van Zyl, Neudecker and Nel, applies to other reliability coefficients and can still be used even with skewed and kurtotic data such as are typical in the social and behavioral sciences.

The main purpose of this article is to develop a Bayesian approach for structural equation models with ignorable missing continuous and polytomous data. Joint Bayesian estimates of thresholds, structural parameters and latent factor scores are obtained simultaneously. The idea of data augmentation is used to solve the computational difficulties involved. In the posterior analysis, in addition to the real missing data, latent variables and latent continuous measurements underlying the polytomous data are treated as hypothetical missing data. An algorithm that embeds the Metropolis-Hastings algorithm within the Gibbs sampler is implemented to produce the Bayesian estimates. A goodness-of-fit statistic for testing the posited model is presented. It is shown that the proposed approach is not sensitive to prior distributions and can handle situations with a large number of missing patterns whose underlying sample sizes may be small. Computational efficiency of the proposed procedure is illustrated by simulation studies and a real example.

Concise formulas for the asymptotic standard errors of component loading estimates were derived. The formulas cover the cases of principal component analysis for unstandardized and standardized variables with orthogonal and oblique rotations. The formulas can be used under any distributions for observed variables as long as the asymptotic covariance matrix for sample covariances/correlations is available. The estimated standard errors in numerical examples were shown to be equivalent to those by the methods using information matrices.

Electromagnetic source analysis yields estimates of the sources of the Electro- and/or MagnetoEncephaloGram (EEG/MEG) and thus generates a functional description of the human brain. The standard errors of the source estimates are influenced by the number and position of EEG/MEG sensors, by the number of time samples, and by the number of trials in which EEG/MEG is measured. Therefore, optimal design theory is applied to determine the required number and position of sensors, the required number of samples, and the required number of trials. To that end, the Fedorov exchange algorithm is extended to incorporate multi-response models. A simulation study and an empirical study on visual evoked potentials indicate that the proposed method is fast and reliable, and improves source precision considerably.

A Monte Carlo-algorithm realizing a family of nonpaxametric tests for the Rasch model is introduced which are conditional on the item and subject marginals. The algorithm is based on random changes of elements of data matrices without changing the maxginals; most powerful tests against all alternative hypotheses are given for which a monotone characteristic may be computed from the data matrix; alternatives may also be composed. Computation times are long, but exact p-values are approximated with the quality of approximation only depending on calculation time, but not on the number of persons. The power and the flexibility of the procedure is demonstrated by means of an empirical example where, among others, indicators for increased item similarities, the existence of subscales, violations of sufficiency of the raw score as well as learning processes were found. Many of the features described are implemented in the program T-Rasch 1.0 by Ponocny and Ponocny-Seliger (1999).