1995 to 1999 Preprints

A New EM Algorithm for Maximum Likelihood Estimation in Two-level Structural Equation Models with Arbitrary Sample Designs

Jiajuan Liang, Peter Bentler

A Scaled Difference Chi-square Test Statistic for Moment Structure Analysis

Albert Satorra, Peter Bentler

C Wrappers in XLISP-STAT

Jan de Leeuw

Computer Simulations as Experiments: Using Program Evaluation Tools to Assess the Validity of Interventions in Virtual Worlds

Richard A. Berk, Jason Bond, Rong Lu, Richard Turco, and Robert Weiss

Dr. Armor's Regressions

Jan de Leeuw

Equivalence of Julesz Ensembles and Frame Models

Ying Nian Wu, Song Chun Zhu, and Xiu Wen Liu

Exploring Texture Ensembles by Efficient Markov Chain Monte Carlo

Song Chun Zhu, Xiu Wen Liu, and Ying Nian Wu

Functional-Coefficient Regression Models for Nonlinear Time Series

Zongwu Cai, Jianqing Fan, and Qiwei Yao

Generalized Varying-coefficient models

Zong-wu Cai, Jianqing Fan, and Run-Ze Li

Geometric Understanding of Likelihood Ratio Statistics

Jianqing Fan, Hui-Nien Hung, and Wing-Hung Wong

Goodness-of-fit Test for Parametric Models

Jianqing Fan, Lishan Huang

Graph Layout Techniques and Multidimensional Data Analysis

Jan de Leeuw, George Michailides

K-optimal Randomization Tests for Association in Practical Metric Spaces Using Nearest Neighbor Methods

James McQueen, Jan Stallaert

Kendall's tau for autocorrelation

Thomas Ferguson, Christian Genest, and Marc Hallin

Limiting Behavior of Extrema of Certain Conditional Sample Functions

Zhenwei Zhou

Majorization Methods in Statistics

Jan de Leeuw, George Michailides

On rescaled Poisson processes and the Brownian bridge

Rick Schoenberg

A Regression Model for Multilevel Homogeneity Analysis

George Michailides, Jan de Leeuw

ML Estimation of Mean and Covariance Structures with Missing Data Using Complete Data Routines

Mortaza Jamshidian, Peter Bentler

Multilevel Homogeneity Analysis

George Michailides, Jan de Leeuw

On Measures of Explained Variance in Nonlinear Strctural Equations Models

Peter Bentler, Tenko Raykov

Test of Significance When Data are Curves

Jianqing Fan, S. K. Lin

A Clinician's Tool for Analyzing Non-compliance

David M. Chickering, Judea Pearl

A More General Central Limit Theorem for m-Dependent Random Variables with Unbounded

Joseph P. Romano, Michael Wolf

An Evaluation of California's Inmate Classification System using a Regression Discontinuity Design

Richard A. Berk, Jan de Leeuw

An Evaluation of a Measure of the Proportion of the Treatment Effect Explained by a Surrogate Marker

Paul W. Bycott, Jeremy M.G. Taylor

Bayesian Networks

Judea Pearl

Bayesian Sample Size Computations

Robert Weiss, Yan Wang

Bounds on Treatment Effects from Studies with Imperfect Compliance

Alexander Balke, Judea Pearl

Comment on: Oldford, R.W., ""A Physical Device for Demonstrating Confounding Blocking, and the Role of Randomization in Uncovering a Causal Relationship.""

Judea Pearl

Constrained Homogeneity Analysis, with Applications to Hierarchical Data

Jan de Leeuw

Correspondence and Component Analysis

Jan de Leeuw, George Michailides, and Deborah Wang

Does the Covariance Structure Matter in Longitudinal Modelling for the Prediction of Future CD4 Counts?

Jeremy M.G. Taylor, Ngayee Law

Inference for the Mean in the Heavy-tailed Case

Joseph P. Romano, Michael Wolf

Interactive Correspondence Analysis in a Dynamic Object-Oriented Environment

Jason Bond, George Michailides

Longitudinal Models for AIDS Marker Data

W. John Boscardin, Jeremy M.G. Taylor, and Ngayee Law

Multiple Buying or Selling with Vector Offers

Thomas S. Ferguson, F. Thomas Bruss

A Review of Two different Approaches for the Analysis of Growth Data Using Longitudinal Mixed Linear Models: Comparing Hierarchical Linear Regression (ML3), HLM) and Repeated Measures Designs with Structured Covariance Matrices (BMDP5V)

Rien van der Leeden, Karen Vrijburg, and Jan de Leeuw

Bayesian Analysis in Applications of Hierarchical Models: Issues and Methods

Michael Seltzer, Wing H. Wong, and Anthony S. Bryk

Bayesian Model Checking with Applications to Hierarchical Models

R. E. Weiss

Evaluating D and G-Efficiencies for A Class of Polynomial Regression Models

Weng-Kee Wong

Exact Inference for Several 2x2 and 2xK Tables with an Ordinal Stratification Factor

Karim F. Hirji

Half-prophets and Robbins' Problem of Minimizing the Expected Rank

Thomas S. Ferguson, F. Thomas Bruss

Here's Looking at Multivariables

Jan de Leeuw

On Choice of Subject and Replicates in Estimating Among and Within Subject Variation

Weng-Kee Wong, Peter A.Lachenbruch, and Philip J. Clements

A Class of Bivariate Uniform Distributions

Thomas S. Ferguson

A Semiparametric Estimator of Random Effects

Robert Gould

An Analysis of Pediatric AIDS CD4 Counts Using Flexible Random Curves

Mingao Shi, Robert E. Weiss, and Jeremy M.G. Taylor

An Approach to Bayesian Sensitivity Analysis

Robert E. Weiss

Assessing the Capriciousness of Death Penalty Charging

Robert E. Weiss, Richard A. Berk, and Catherine Y. Lee

Assessment and Propagation of Model Uncertainty

David Draper

Asymptotic Properties of Cusum and Shiryaev's Procedures for Determining a Change in a Non-Homogeneous Gaussian Process

Alexander Tartakovsky

Asymptotically Optimal Sequential Tests for Non-Homogeneous Processes

Alexander Tartakovsky

Bayesian Marginal Influence Assessment

Robert E. Weiss, Meehyung Cho

Bias in Qualitative Measures of Concordance for Rodent Carcinogenicity Tests

Tony H. Lin

Determination of Sample Size for Multilevel Model Design

David Afshartous

High Quality Graphics from Xlisp-Stat

Jan de Leeuw, Frederic Udina

Inverse Multidimensional Scaling

Jan de Leeuw, Patrick Groenen

Jackknifing in Xlisp-Stat

Jan de Leeuw

Latent Variables, State Spaces, and Mixing

Jan de Leeuw, Catrien Bijleveld, and Frits Bijleveld

Linearization Confidence Intervals in Nonlinear Regression: Diagnostics and Transformations

Jian-Shen Chen, Robert Jennrich

Mate with the two Bishops in Kriegspiel

Thomas S. Ferguson

Mean and Covariance Structure Analysis with Missing Data

K. H. Yuan, P. M. Bentler

Mean and Covariance Structure Analysis: Theoretical and Practical Improvements

K. H. Yuan, P. M. Bentler

Minimax-Invariant Regret Solution to the N-sample Slippage Problem

Alexander Tartakovsky

Models as Instruments with Applications to Moment Structure Analysis

Jan de Leeuw

Nonlinear Multivariate Analysis of NELS-88

Jan de Leeuw

Last Round Betting

Thomas S. Ferguson, Costis Melolidakis

Discriminant Diagnostics

Peter A. Lachenbruch

Helices in High Dimensional Regression

Ker-Chau Li

One-step Local Quasi-likelihood Estimation

Jianqing Fan, J. Chen

Orthogonality and Transformations in Variance Components Models

P. J. Solomon, Jeremy M.G. Taylor

Predictive Model Selection for Repeated Measures Random Effects Models Using Bayes Factors

R. E. Weiss, Y. Wang, and J. Ibrahim

Prospect of Nonparametric Modeling

Jianqing Fan

Public Perceptions of Climate Change: A “Willingness to Pay” Assessment

Richard A. Berk, Robert G. Fovell

Randomized Intensity Estimates for Transformed Poisson Processes

Frederic Schoenberg

Recurrence Moment Formulas for D-Optimal Designs with Applications

Holger Dette, Wee-Kee Wong

Regression Analysis in the Wilmington Case

Jan de Leeuw

Resampling Methods for the Extrema of Certain Conditional Sample Functions

Zhenwei Zhou

Review of Fischer and Molenaar (eds): Rasch Models

Jan de Leeuw

Robust Methods for Mean and Covariance Structure Analysis

K. H. Yuan, P. M. Bentler

Semi-Parametric Estimation in Failure Time Mixture Models

Jeremy M. G. Taylor

Server-side Statistics Scripting Using PHP/FI

Jan de Leeuw

Sieve likelihood ratio statistics and Wilks phenomenon

Jianqing Fan, Chunming Zhang, and Jian Zhang

Simultaneous Confidence Bands and Hypothesis testing in Varying-Coefficient Models

Jianqing Fan, Wen-Yang Zhang

Software for Multilevel Analysis

Jan de Leeuw, Ita Kreft

Some Chip Transfer Games

Thomas S. Ferguson

Some New Test Statistics for Mean and Covariance Structure Analysis with High Dimensional Data

K. H. Yuan, P. M. Bentler

Standard Errors for EM Estimation

Mortaza Jamshidian, Robert I. Jennrich

Statistical Estimation in Varying Coefficient Models

Jianqing Fan, W. Zhang

Stock Returns and Dividend Yields Revisited: A New Way to Look at an Old Problem

Michael Wolf

Subsampling for Heteroscedastic Time Series

Dimitris N. Politis, Joseph P. Romano, and Michael Wolf.

Sufficiency and Influence

Robert E. Weiss

Testing Regression Models with Fewer Regressors

Judea Pearl, P. Meshkat

Tests of Homogeneity of Means and Covariance Matrices for Multivariate Incomplete Data

Kevin H. Kim, Peter M. Bentler

The Cost of Adding Parameters to a Model

Jeremy M.G. Taylor, Arminda L. Siqueira, and Robert E. Weiss

The Gifi System for Nonlinear Multivariate Analysis

George Michailides, Jan de Leeuw

The Mixing Approach as a Unifying Framework for Dynamic Multivariate Analysis

Jan de Leeuw, Catrien Bijleveld, Kees van Montfoort, and Frits Bijleveld

The Restricted EM Algorithm for Maximum Likelihood Estimation Under Linear Restrictions on the Parameters

Dong K. Kim, Jeremy M. G. Taylor

The UCLA Electronic Textbook: Java Versus CGI

Jan de Leeuw

The UCLA Statistics Electronic Textbook

Jan de Leeuw

Transforming Spatial Point Processes into Poisson Processes

Frederic Schoenberg

Two-Step Estimation of Functional Linear Models with Applications to Longitudinal Data

Jianqing Fan, Jin-ting Zhang

Two-level Mean and Covariance Structures: Maximum Likelihood via an EM Algorithm

Peter M. Bentler, Jiajuan Liang

Variable Selection via Penalized Likelihood

Jianqing Fan, Run-Ze Li

Wavelet Deconvolution

Jianqing Fan, Ja-Yong Koo

Weak Convergence of Dependent Empirical Measures with Application to Subsampling and Confidence Bands

Dimitris Politis, Joseph P. Romano, and Michael Wolf

Why There is no Statistical Test for Confounding, Why Many Think There is, and Why They are Almost Right

Judea Pearl