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1 | (34) |
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1 | (3) |
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4 | (5) |
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1.3 Splitting the Data into Two Groups |
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9 | (2) |
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1.4 Introduction to LISREL Syntaxes |
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11 | (4) |
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1.5 Estimating Covariance or Correlation Matrices |
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15 | (3) |
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18 | (8) |
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26 | (9) |
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35 | (100) |
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35 | (44) |
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2.1.1 Estimation and Testing |
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37 | (2) |
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2.1.2 Example: Cholesterol |
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39 | (1) |
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39 | (6) |
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2.1.4 Checking the Assumptions |
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45 | (7) |
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2.1.5 The Effect of Increasing the Sample Size |
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52 | (1) |
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2.1.6 Regression using Means, Variances, and Covariances |
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52 | (1) |
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2.1.7 Standardized Solution |
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53 | (2) |
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2.1.8 Predicting y When ln(y) is Used as the Dependent Variable |
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55 | (1) |
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55 | (3) |
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58 | (1) |
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59 | (2) |
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2.1.12 Conditional Regression |
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61 | (1) |
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2.1.13 Example: Birthweight |
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61 | (2) |
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2.1.14 Testing Equal Regressions |
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63 | (1) |
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2.1.15 Example: Math on Reading by Career |
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64 | (6) |
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2.1.16 Instrumental Variables and Two-Stage Least Squares |
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70 | (2) |
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2.1.17 Example: Income and Money Supply |
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72 | (3) |
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2.1.18 Example: Tintner's Meat Market Model |
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75 | (1) |
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2.1.19 Example: Klein's Model I of US Economy |
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76 | (3) |
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2.2 General Principles of SIMPLIS Syntax |
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79 | (16) |
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2.2.1 Example: Income and Money Supply Using SIMPLIS Syntax |
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86 | (2) |
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2.2.2 Example: Prediction of Grade Averages |
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88 | (2) |
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2.2.3 Example: Prediction of Test Scores |
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90 | (2) |
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2.2.4 Example: Union Sentiment of Textile Workers |
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92 | (3) |
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2.3 The General Multivariate Linear Model |
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95 | (17) |
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2.3.1 Introductory LISREL Syntax |
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97 | (1) |
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2.3.2 Univariate Regression Model |
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98 | (3) |
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2.3.3 Multivariate Linear Regression |
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101 | (1) |
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2.3.4 Example: Prediction of Test Scores with LISREL Syntax |
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102 | (3) |
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105 | (1) |
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2.3.6 Example: Union Sentiment of Textile Workers with LISREL Syntax |
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105 | (2) |
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2.3.7 Non-Recursive Systems |
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107 | (1) |
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2.3.8 Example: Income and Money Supply with LISREL syntax |
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107 | (2) |
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2.3.9 Direct, Indirect, and Total Effects |
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109 | (3) |
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2.4 Logistic and Probit Regression |
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112 | (7) |
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2.4.1 Continuous Predictors |
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112 | (1) |
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2.4.2 Example: Credit Risk |
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113 | (2) |
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115 | (1) |
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2.4.4 Categorical Predictors |
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115 | (1) |
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2.4.5 Example: Death Penalty Verdicts |
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116 | (3) |
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2.4.6 Extensions of Logistic and Probit Regression |
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119 | (1) |
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119 | (8) |
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2.5.1 Censored Normal Variables |
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120 | (2) |
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2.5.2 Censored Normal Regression |
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122 | (1) |
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123 | (3) |
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2.5.4 Example: Reading and Spelling Tests |
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126 | (1) |
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2.6 Multivariate Censored Regression |
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127 | (8) |
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2.6.1 Example: Testscores |
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130 | (5) |
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3 Generalized Linear Models |
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135 | (36) |
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3.1 Components of Generalized Linear Models |
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135 | (1) |
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3.2 Exponential Family Distributions |
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136 | (1) |
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3.2.1 Distributions and Link Functions |
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136 | (1) |
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3.3 The Poisson-Log Model |
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137 | (11) |
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3.3.1 Example: Smoking and Coronary Heart Disease |
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139 | (5) |
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144 | (4) |
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3.4 The Binomial-Logit/Probit Model |
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148 | (4) |
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3.4.1 Example: Death Penalty Verdicts Revisited |
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149 | (3) |
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152 | (4) |
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3.5.1 Example: Malignant Melanoma |
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153 | (3) |
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3.6 Nominal Logistic Regression |
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156 | (8) |
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3.6.1 Example: Program Choices 1 |
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158 | (4) |
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3.6.2 Example: Program Choices 2 |
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162 | (2) |
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3.7 Ordinal Logistic Regression |
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164 | (7) |
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3.7.1 Example: Mental Health |
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165 | (2) |
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3.7.2 Example: Car Preferences |
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167 | (4) |
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171 | (66) |
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4.1 Basic Concepts and Issues in Multilevel Analysis |
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171 | (3) |
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4.1.1 Multilevel Data and Multilevel Analysis |
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171 | (1) |
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4.1.2 Examples of Multilevel Data |
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171 | (1) |
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4.1.3 Terms Used for Two-level Models |
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172 | (1) |
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4.1.4 Multilevel Analysis vs Linear Regression |
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172 | (1) |
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173 | (1) |
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4.1.6 Populations and Subgroups |
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173 | (1) |
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4.1.7 The Interaction Question |
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173 | (1) |
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4.2 Within and Between Group Variation |
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174 | (9) |
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4.2.1 Univariate Analysis |
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174 | (1) |
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4.2.2 Example: Netherlands Schools, Univariate Case |
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174 | (7) |
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4.2.3 Multivariate Analysis |
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181 | (1) |
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4.2.4 Example: Netherlands Schools, Multivariate Case |
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181 | (2) |
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4.3 The Basic Two-Level Model |
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183 | (6) |
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4.3.1 Example: Math on Reading with Career-Revisited |
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185 | (4) |
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4.4 Two-Level Model with Cross-Level Interaction |
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189 | (1) |
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4.5 Likelihood, Deviance, and Chi-Square |
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190 | (7) |
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4.5.1 Example: Math Achievement and Socioeconomic Status |
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191 | (6) |
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4.6 Multilevel Analysis of Repeated Measurements |
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197 | (20) |
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4.6.1 Example: Treatment of Prostate Cancer |
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198 | (3) |
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4.6.2 Example: Learning Curves of Air Traffic Controllers |
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201 | (7) |
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4.6.3 Example: Growth Curves for the Weight of Mice |
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208 | (2) |
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4.6.4 Example: Growth Curves for Weight of Chicks on Four Diets |
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210 | (7) |
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4.7 Multilevel Generalized Linear Models |
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217 | (6) |
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4.7.1 Example: Social Mobility |
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217 | (6) |
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4.8 The Basic Three-Level Model |
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223 | (5) |
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4.8.1 Example: CPC Survey Data |
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224 | (4) |
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4.9 Multivariate Multilevel Analysis |
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228 | (9) |
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4.9.1 Example: Analysis of the Junior School Project Data (JSP) |
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230 | (7) |
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5 Principal Components (PCA) |
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237 | (20) |
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5.1 Principal Components of a Covariance Matrix |
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237 | (11) |
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5.1.1 Example: Five Meteorological Variables |
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241 | (7) |
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5.2 Principal Components vs Factor Analysis |
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248 | (4) |
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5.3 Principal Components of a Data Matrix |
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252 | (5) |
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5.3.1 Example: PCA of Nine Psychological Variables |
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253 | (2) |
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5.3.2 Example: Stock Market Prices |
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255 | (2) |
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6 Exploratory Factor Analysis (EFA) |
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257 | (26) |
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6.1 The Factor Analysis Model and Its Estimation |
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258 | (7) |
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265 | (3) |
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6.2.1 Example: A Numeric Illustration |
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265 | (3) |
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6.3 EFA with Continuous Variables |
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268 | (5) |
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6.3.1 Example: EFA of Nine Psychological Variables (NPV) |
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268 | (5) |
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6.4 EFA with Ordinal Varaibles |
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273 | (10) |
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6.4.1 EFA of Binary Test Items |
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274 | (1) |
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6.4.2 Example: Analysis of LSAT6 Items |
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274 | (3) |
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6.4.3 EFA of Polytomous Tests and Survey Items |
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277 | (1) |
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6.4.4 Example: Attitudes Toward Science and Technology |
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278 | (5) |
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7 Confirmatory Factor Analysis(CFA) |
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283 | (58) |
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7.1 General Model Framework |
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284 | (2) |
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286 | (4) |
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7.2.1 The Congeneric Measurement Model |
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286 | (1) |
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7.2.2 Congeneric, parallel, and tau-equivalent measures |
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287 | (1) |
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7.2.3 Example: Analysis of Reader Reliability in Essay Scoring |
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288 | (2) |
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7.3 CFA with Continuous Variables |
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290 | (28) |
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7.3.1 Continuous Variables without Missing Values |
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290 | (1) |
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7.3.2 Example: CFA of Nine Psychological Variables |
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291 | (1) |
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7.3.3 Estimating the Model by Maximum Likelihood |
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292 | (12) |
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7.3.4 Analyzing Correlations |
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304 | (7) |
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7.3.5 Continuous Variables with Missing Values |
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311 | (1) |
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7.3.6 Example: Longitudinal Data on Math and English Scores |
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311 | (7) |
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7.4 CFA with Ordinal Variables |
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318 | (23) |
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7.4.1 Ordinal Variables without Missing Values |
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318 | (10) |
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7.4.2 Ordinal Variables with Missing Values |
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328 | (1) |
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7.4.3 Example: Measurement of Political Efficacy |
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329 | (12) |
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8 Structural Equation Models (SEM) with Latent Variables |
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341 | (38) |
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8.1 Example: Hypothetical Model |
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341 | (2) |
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8.1.1 Hypothetical Model with SIMPLIS Syntax |
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342 | (1) |
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8.2 The General LISREL Model in LISREL Format |
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343 | (1) |
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344 | (3) |
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8.3.1 Scaling of Latent Variables |
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345 | (1) |
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8.3.2 Notation for LISREL Syntax |
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346 | (1) |
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8.4 Special Cases of the General LISREL Model |
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347 | (3) |
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8.4.1 Matrix Specification of the Hypothetical Model |
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347 | (2) |
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8.4.2 LISREL syntax for the Hypothetical Model |
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349 | (1) |
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8.5 Measurement Errors in Regression |
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350 | (5) |
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8.5.1 Example: Verbal Ability in Grades 4 and 5 |
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350 | (1) |
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8.5.2 Example: Role Behavior of Farm Managers |
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351 | (4) |
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8.6 Second-Order Factor Analysis |
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355 | (4) |
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8.6.1 Example: Second-Order Factor of Nine Psychological Variables |
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357 | (2) |
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8.7 Analysis of Correlation Structures |
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359 | (4) |
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8.7.1 Example: CFA Model for NPV Estimated from Correlations |
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360 | (3) |
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363 | (8) |
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8.8.1 Example: Peer Influences and Ambition |
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363 | (4) |
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8.8.2 Example: Continuous Causes and Ordinal Indicators |
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367 | (4) |
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8.9 A Model for the Theory of Planned Behavior |
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371 | (3) |
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8.9.1 Example: Attitudes to Drinking and Driving |
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371 | (3) |
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8.10 Latent Variable Scores |
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374 | (5) |
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8.10.1 Example: Panel Model for Political Democracy |
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374 | (5) |
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9 Analysis of Longitudinal Data |
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379 | (48) |
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379 | (17) |
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9.1.1 Example: Stability of Alienation |
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379 | (5) |
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9.1.2 Example: Panel Model for Political Efficacy |
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384 | (12) |
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396 | (3) |
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9.2.1 Example: A Simplex Model for Academic Performance |
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398 | (1) |
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399 | (21) |
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9.3.1 Example: Treatment of Prostate Cancer |
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402 | (11) |
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9.3.2 Example: Learning Curves for of Traffic Controllers |
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413 | (7) |
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9.4 Latent Growth Curves and Dyadic Data |
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420 | (7) |
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9.4.1 Example: Quality of Marriages |
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420 | (7) |
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427 | (42) |
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10.1 Factorial Invariance |
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427 | (2) |
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10.2 Multiple Groups with Continuous Variables |
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429 | (25) |
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429 | (1) |
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10.2.2 Example: STEP Reading and Writing Tests in Grades 5 and 7 |
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429 | (3) |
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10.2.3 Estimating Means of Latent Variables |
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432 | (4) |
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10.2.4 Confirmatory Factor Analysis with Multiple Groups |
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436 | (1) |
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10.2.5 Example: Chicago Schools Data |
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436 | (3) |
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10.2.6 MIMIC Models for Multiple Groups |
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439 | (5) |
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444 | (3) |
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10.2.8 Example: Heredity of BMI |
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447 | (7) |
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10.3 Multiple Groups with Ordinal Variables |
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454 | (15) |
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10.3.1 Example: The Political Action Survey |
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454 | (1) |
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455 | (3) |
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458 | (11) |
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11 Appendix A: Basic Matrix Algebra and Statistics |
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469 | (12) |
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11.1 Basic Matrix Algebra |
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469 | (8) |
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11.2 Basic Statistical Concepts |
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477 | (2) |
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11.3 Basic Multivariate Statistics |
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479 | (1) |
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480 | (1) |
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12 Appendix B: Testing Normality |
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481 | (6) |
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12.1 Univariate Skewness and Kurtosis |
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481 | (3) |
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12.2 Multivariate Skewness and Kurtosis |
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484 | (3) |
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13 Appendix C: Computational Notes on Censored Regression |
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487 | (4) |
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13.1 Computational Notes on Univariate Censored Regression |
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487 | (2) |
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13.2 Computational Notes on Multivariate Censored Regression |
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489 | (2) |
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14 Appendix D: Normal Scores |
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491 | (2) |
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15 Appendix E: Asessment of Fit |
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493 | (10) |
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15.1 From Theory to Statistical Model |
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493 | (2) |
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495 | (1) |
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495 | (2) |
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15.4 Selection of One of Several Specified Models |
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497 | (1) |
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15.5 Model Assessment and Modification |
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498 | (1) |
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499 | (1) |
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15.7 Goodness-of-Fit Indices |
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500 | (1) |
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15.8 Population Error of Approximation |
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500 | (1) |
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501 | (2) |
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16 Appendix F: General Statistical Theory |
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503 | (20) |
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16.1 Continuous Variables |
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503 | (13) |
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16.1.1 Data and Sample Statistics |
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503 | (1) |
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16.1.2 The Multivariate Normal Distribution |
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503 | (1) |
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16.1.3 The Multivariate Normal Likelihood |
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504 | (2) |
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16.1.4 Likelihood, Deviance, and Chi-square |
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506 | (1) |
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16.1.5 General Covariance Structures |
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507 | (4) |
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16.1.6 The Independence Model |
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511 | (1) |
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16.1.7 Mean and Covariance Structures |
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511 | (2) |
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16.1.8 Augmented Moment Matrix |
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513 | (1) |
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513 | (2) |
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16.1.10 Maximum Likelihood with Missing Values (FIML) |
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515 | (1) |
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16.1.11 Multiple Imputation |
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516 | (1) |
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516 | (7) |
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16.2.1 Estimation by FIML |
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517 | (2) |
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16.2.2 Estimation via Polychorics |
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519 | (4) |
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17 Appendix G: Iteration Algorithms |
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523 | (12) |
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523 | (1) |
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17.2 Technical Parameters |
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524 | (2) |
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17.3 The Davidon-Fletcher-Powell Method |
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526 | (1) |
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17.4 Convergence Criterion |
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526 | (1) |
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526 | (6) |
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17.6 Interpolation and Extrapolation Formulas |
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532 | (3) |
Bibliography |
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535 | (16) |
Subject Index |
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551 | |