Abstract
In this paper, maximum-likelihood estimates have been obtained for covariance matrices which have the Guttman quasi-simplex structure under each of the following null hypotheses: (a) The covariance matrix Σ, can be written asTΔT′ + Γ where Δ and Γ are both diagonal matrices with unknown elements andT is a known lower triangular matrix, and (b) the covariance matrix Σ*, is expressible asTΔ*T′ + γI where γ is an unknown scalar. The linear models from which these covariance structures arise are also stated along with the underlying assumptions. Two likelihood-ratio tests have been constructed, one each for the above null hypotheses, against the alternative hypothesis that the population covariance matrix is simply positive definite and has no particular pattern. A numerical example is provided to illustrate the test procedure. Possible applications of the proposed test are also suggested.
Similar content being viewed by others
References
Anderson, T. W.Introduction to multivariate statistical analysis. New York: Wiley, 1958.
Anderson, T. W. Some stochastic process models for intelligence test scores. In K. J. Arrow, S. Karlin, and P. Suppes (Eds.),Mathematical methods in the social sciences, Stanford, Calif.: Stanford Univ. Press, 1960.
Bilodeau, E. A., Jones, M. B., and Levy, C. M. Long-term memory as a function of retention time and repeated recalling.J. exp. Psychol., 1964,67, 303–309.
Bock, R. D. Analysis of a class of covariance structures. Invited paper presented in honor of Harold Hotelling on his 65th birthday. American Statistical Association, Palo Alto, California, 1960.
Bock, R. D. Component of variance analysis as a structural and discriminal analysis of psychological tests.Brit. J. statist. Psychol., 1960,13, 151–163.
Bodewig, E.Matrix calculus (2nd rev. ed.). New York: Interscience, 1959.
DuBois, P. H. An analysis of Guttman's simplex.Psychometrika, 1960,25, 173–182.
Dwyer, P. W.Linear computations. New York: Wiley, 1951.
Gabriel, K. R. The simplex structure of progressive matrices test.Brit. J. statist. Psychol., 1954,7, 9–14.
Gabriel, K. R. Ante-dependence analysis of an ordered set of variables.Ann. math. Statist., 1962,33, 201–222.
Gantmacher, F. R.The theory of matrices (2 vols.). Translated by K. S. Hirsch. New York: Chelsea Publishing Co., 1959.
Gibson, W. A. The latent structure of the simplex.Amer. Psychologist, 1961,16, 416 (Abstr.).
Greenberg, B. G. and Sarhan, A. E. Matrix inversions, its interest and application in analysis of data.J. Amer. statist. Ass., 1959,54, 755–766.
Guttman, L. A new approach to factor analysis: the radex. In P. Lazarsfeld (Ed.),Mathematical thinking in the social sciences, Glenco, Ill.: Free Press, 1954.
Guttman, L. A generalized simplex for factor analysis.Psychometrika, 1955,20, 173–191.
Guttman, L. Empirical verification of the radex structure of mental abilities and personality traits.Educ. psychol. Measmt, 1957,17, 391–407.
Guttman, L. What lies ahead for factor analysis?.Educ. psychol. Measmt, 1958,18, 497–515.
Horst, P. Matrix factoring and test theory. In N. Frederiksen and H. Gulliksen (Eds.),Contributions to mathematical psychology. New York: Holt, Rinehart, and Winston, 1964.
Humphreys, L. G. Investigation of the simplex.Psychometrika, 1960,25, 313–323.
Jones, M. B. The use of simplex theory in training research.Amer. Psychologist, 1958,13, 398 (Abstr.).
Jones, M. B.Simplex theory. Pensacola, Fla.: U. S. Naval School of Aviation Medicine, 1959.
Jones, M. B.Molar correlational analysis. Pensacola, Fla.: U. S. Naval School of Aviation Medicine, 1960.
Jones, M. B. Practice as a process of simplification.Psychol. Rev., 1962,69, 274–294.
Kaiser, H. Scaling a simplex.Psychometrika, 1962,27, 155–162.
Kinzer, J. R. and Kinzer, L. G. Predicting grades in advanced college mathematics.J. appl. Psychol., 1953,37, 182–184.
Lask, E. A. A critique of Jones' simplical approach to decisions of task order. Unpublished Master's thesis submitted to Univ. Illinois, Department of Psychology, Urbana, Illinois, 1961.
Mukherjee, B. N. Derivation of likelihood ratio tests for Guttman quasi-simplex covariance structure. Unpublished Ph.D. dissertation, Univ. North Carolina, Chapel Hill, N. C., 1963.
Mukherjee, B. N. Invariance of the Guttman quasi-simplex linear model under selection. Submitted for publication inBrit. J. math. statist. Psychol.
Nishisato, S. and Mukherjee, B. N. Maximum likelihood estimates of a Jacobi matrix: A computer program for the UNIVAC 1105. Working paper, Psychometric Laboratory, Univ. North Carolina, Chapel Hill, N. C. 1965.
Rogers, C. R. and Dymond, R. F. (Eds.)Psychotherapy and personality changes. Chicago, Ill.: Univ. Chicago Press, 1954.
Scarborough, J. B.Numerical mathematical analysis (2nd ed.). Baltimore, Md.: Johns Hopkins University Press, 1950.
Ukita, Y. Characterization of 2-type diagonal matrices with an application in order statistics.J. Hokkaido College of Arts and Literature, 1957,6, 66–75.
Wald, A. Tests of statistical hypotheses concerning several parameters when the number of observations is large.Trans. Amer. math. Statist., 1943,17, 257–281.
Wilks, S. S.Mathematical statistics. New York: Wiley, 1962.
Author information
Authors and Affiliations
Additional information
Adapted from portions of the author's dissertation under the same title submitted to the Department of Psychology, University of North Carolina, in partial fulfillment of the requirements for the Ph.D. degree. The author wishes to express his gratitude to his thesis chairman Dr. R. Darrell Bock and to his committee members Professors Samarendra Nath Roy, Lyle V. Jones, Thelma G. Thurstone, and Dorothy Adkins. Indebtedness is also acknowledged to Dr. Somesh Das Gupta who was quite helpful during the initial stage of the study.
Formerly at the Department of Psychology, Indiana University. The author is grateful both to Indiana University and University of North Carolina for the support extended to him during his doctoral studies.
Rights and permissions
About this article
Cite this article
Mukherjee, B.N. Derivation of likelihood-ratio tests for Guttman quasi-simplex covariance structures. Psychometrika 31, 97–123 (1966). https://doi.org/10.1007/BF02289462
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/BF02289462