fungible
Psychometric Functions from the Waller Lab
Last update: 8 February 2024
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 2.3, 1.0, 1.1, 1.2, 1.3, 1.5, 1.75, 1.76, 1.79, 1.80, 1.81, 1.86, 1.91, 1.92, 1.93, 1.95.2, 1.95, 1.96.3, 1.97, 1.98, 1.99, 2.0, 2.2.1, 2.2.2, 2.2, 2.4.2, 2.4.3
Computes fungible coefficients and Monte Carlo data. Underlying theory for these functions is described in the following publications: Waller, N. (2008). Fungible Weights in Multiple Regression. Psychometrika, 73(4), 691-703, <doi:10.1007/s11336-008-9066-z>. Waller, N. & Jones, J. (2009). Locating the Extrema of Fungible Regression Weights. Psychometrika, 74(4), 589-602, <doi:10.1007/s11336-008-9087-7>. Waller, N. G. (2016). Fungible Correlation Matrices: A Method for Generating Nonsingular, Singular, and Improper Correlation Matrices for Monte Carlo Research. Multivariate Behavioral Research, 51(4), 554-568. Jones, J. A. & Waller, N. G. (2015). The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior. Psychometrika, 80, 365-378, <doi:10.1007/s11336-013-9380-y>. Waller, N. G. (2018). Direct Schmid-Leiman transformations and rank-deficient loadings matrices. Psychometrika, 83, 858-870. <doi:10.1007/s11336-017-9599-0>.
- Fungible Weights in Multiple Regression
- Locating the Extrema of Fungible Regression Weights
- The Normal-Theory and Asymptotic Distribution-Free (ADF) Covariance Matrix of Standardized Regression Coefficients: Theoretical Extensions and Finite Sample Behavior
- Direct Schmid–Leiman Transformations and Rank-Deficient Loadings Matrices
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