Points of view analysis (PVA), proposed by Tucker and Messick in 1963, was one of the first methods to deal explicitly with individual differences in multidimensional scaling, but at some point was apparently superceded by the weighted Euclidean model, well-known as the Carroll and Chang INDSCAL model. This paper argues that the idea behind points of view analysis deserves new attention, especially as a technique to analyze group differences. A procedure is proposed that can be viewed as a streamlined, integrated version of the Tucker and Messick Process, which consisted of a number of separate steps. At the same time, our procedure can be regarded as a particularly constrained weighted Euclidean model. While fitting the model, two types of nonlinear data transformations are feasible, either for given dissimilarities, or for variables from which the dissimilarities are derived. Various applications are discussed, where the two types of transformation can be mixed in the same analysis; a quadratic assignment framework is used to evaluate the results.

It has long been part of the item response theory (IRT) folklore that under the usual empirical Bayes unidimensional IRT modeling approach, the posterior distribution of examinee ability given test response is approximately normal for a long test. Under very general and nonrestrictive nonparametric assumptions, we make this claim rigorous for a broad class of latent models.

This paper discusses rowwise matrix correlation, based on the weighted sum of correlations between all pairs of corresponding rows of two proximity matrices, which may both be square (symmetric or asymmetric) or rectangular. Using the correlation coefficients usually associated with Pearson, Spearman, and Kendall, three different rowwise test statistics and their normalized coefficients are discussed, and subsequently compared with their nonrowwise alternatives like Mantel's Z. It is shown that the rowwise matrix correlation coefficient between two matrices X and Y is the partial correlation between the entries of X and Y controlled for the nominal variable that has the row objects as categories. Given this fact, partial rowwise correlations (as well as multiple regression extensions in the case of Pearson's approach) can be easily developed.

Methods for comparing means are known to be highly nonrobust in terms of Type II errors. The problem is that slight shifts from normal distributions toward heavy-tailed distributions inflate the standard error of the sample mean. In contrast, the standard error of various robust measures of location, such as the one-step M-estimator, are relatively unaffected by heavy tails. Wilcox recently examined a method of comparing the one-step M-estimators of location corresponding to two independent groups which provided good control over the probability of a Type I error even for unequal sample sizes, unequal variances, and different shaped distributions. There is a fairly obvious extension of this procedure to pairwise comparisons of more than two independent groups, but simulations reported here indicate that it is unsatisfactory. A slight modification of the procedure is found to give much better results, although some caution must be taken when there are unequal sample sizes and light-tailed distributions. An omnibus test is examined as well.

Rubin's “multiple imputation” approach to missing data creates synthetic data sets, in which each missing variable is replaced by a draw from its predictive distribution, conditional on the observed data. By construction, analyses of such filled-in data sets as if the imputations were true values have the correct expectations for population parameters. In a recent paper, Mislevy showed how this approach can be applied to estimate the distributions of latent variables from complex samples. Multiple imputations for a latent variable bear a surface similarity to classical “multiple indicators” of a latent variable, as might be addressed in structural equation modelling or hierarchical modelling of successive stages of random sampling. This note demonstrates with a simple example why analyzing “multiple imputations” as if they were “multiple indicators” does not generally yield correct results; they must instead be analyzed by means concordant with their construction.

A category where the frequency of responses is zero, either for sampling or structural reasons, will be called a null category. One approach for ordered polytomous item response models is to downcode the categories (i.e., reduce the score of each category above the null category by one), thus altering the relationship between the substantive framework and the scoring scheme for items with null categories. It is discussed why this is often not a good idea, and a method for avoiding the problem is described for the partial credit model while maintaining the integrity of the original response framework. This solution is based on a simple reexpression of the basic parameters of the model.

The slide-vector scaling model attempts to account for the asymmetry of a proximity matrix by a uniform shift in a fixed direction imposed on a symmetric Euclidean representation of the scaled objects. Although no method for fitting the slide-vector model seems available in the literature, the model can be viewed as a constrained version of the unfolding model, which does suggest one possible algorithm. The slide-vector model is generalized to handle three-way data, and two examples from market structure analysis are presented.

Bailey and Gower examined the least squares approximation C to a symmetric matrix B, when the squared discrepancies for diagonal elements receive specific nonunit weights. They focussed on mathematical properties of the optimal C, in constrained and unconstrained cases, rather than on how to obtain C for any given B. In the present paper a computational solution is given for the case where C is constrained to be positive semidefinite and of a fixed rank r or less. The solution is based on weakly constrained linear regression analysis.

Lord developed an approximation for the bias function for the maximum likelihood estimate in the context of the three-parameter logistic model. Using Taylor's expansion of the likelihood equation, he obtained an equation that includes the conditional expectation, given true ability, of the discrepancy between the maximum likelihood estimate and true ability. All terms of orders higher than n−1 are ignored where n indicates the number of items. Lord assumed that all item and individual parameters are bounded, all item parameters are known or well-estimated, and the number of items is reasonably large. In the present paper, an approximation for the bias function of the maximum likelihood estimate of the latent trait, or ability, will be developed using the same assumptions for the more general case where item responses are discrete. This will include the dichotomous response level, for which the three-parameter logistic model has been discussed, the graded response level and the nominal response level. Some observations will be made for both dichotomous and graded response levels.

It is shown that IRTs information function for an item is functionally related to “local” versions of classical test theories' signal/noise ratio and reliability coefficient.