Common language effect size for correlations.

The Pearson correlation coefficient can be translated to a common language effect size, which shows the probability of obtaining a certain value on one variable, given the value on the other variable. This common language effect size makes the size of a correlation coefficient understandable to laypeople. Three examples are provided to demonstrate the application of the common language effect size in interpreting Pearson correlation coefficients and multiple correlation coefficients.

Structural Equation Modeling of Social Networks: Specification, Estimation, and Application.

Psychologists are interested in whether friends and couples share similar personalities or not. However, no statistical models are readily available to test the association between personalities and social relations in the literature. In this study, we develop a statistical model for analyzing social network data with the latent personality traits as covariates.

Reliabilities of Intraindividual Variability Indicators with Autocorrelated Longitudinal Data: Implications for Longitudinal Study Designs.

Intraindividual variability can be measured by the intraindividual standard deviation ([Formula: see text]), intraindividual variance ([Formula: see text]), estimated hth-order autocorrelation coefficient ([Formula: see text]), and mean square successive difference ([Formula: see text]). Unresolved issues exist in the research on reliabilities of intraindividual variability indicators: (1) previous research only studied conditions with 0 autocorrelations in the longitudinal responses; (2) the reliabilities of [Formula: see text] and [Formula: see text] have not been studied. The current study investigates reliabilities of [Formula: see text], [Formula: see text], [Formula: see text], [Formula: see text], and the intraindividual mean, with autocorrelated longitudinal data.

Outlying Observation Diagnostics in Growth Curve Modeling.

Growth curve models are widely used for investigating growth and change phenomena. Many studies in social and behavioral sciences have demonstrated that data without any outlying observation are rather an exception, especially for data collected longitudinally. Ignoring the existence of outlying observations may lead to inaccurate or even incorrect statistical inferences.

Analyzing Multiple Multivariate Time Series Data Using Multilevel Dynamic Factor Models.

Multivariate time series data offer researchers opportunities to study dynamics of various systems in social and behavioral sciences. Dynamic factor model (DFM), as an idiographic approach for studying intraindividual variability and dynamics, has typically been applied to time series data obtained from a single unit. When multivariate time series data are collected from multiple units, how to synchronize dynamical information becomes a silent issue.

Choosing the Optimal Number of Factors in Exploratory Factor Analysis: A Model Selection Perspective.

A central problem in the application of exploratory factor analysis is deciding how many factors to retain (m). Although this is inherently a model selection problem, a model selection perspective is rarely adopted for this task. We suggest that Cudeck and Henly's (1991) framework can be applied to guide the selection process.

Dynamic Factor Analysis Models With Time-Varying Parameters.

Dynamic factor analysis models with time-varying parameters offer a valuable tool for evaluating multivariate time series data with time-varying dynamics and/or measurement properties. We use the Dynamic Model of Activation proposed by Zautra and colleagues (Zautra, Potter, & Reich, 1997) as a motivating example to construct a dynamic factor model with vector autoregressive relations and time-varying cross-regression parameters at the factor level. Using techniques drawn from the state-space literature, the model was fitted to a set of daily affect data (over 71 days) from 10 participants who had been diagnosed with Parkinson's disease.

On the Model-Based Bootstrap With Missing Data: Obtaining a P-Value for a Test of Exact Fit.

Evaluating the fit of a structural equation model via bootstrap requires a transformation of the data so that the null hypothesis holds exactly in the sample. For complete data, such a transformation was proposed by Beran and Srivastava (1985) for general covariance structure models and applied to structural equation modeling by Bollen and Stine (1992) . An extension of this transformation to missing data was presented by Enders (2002) , but it is an approximate and not an exact solution, with the degree of approximation unknown.