A note on the extension of tables for the Friedman statistic

Abstract  The tables for the Friedman rank-test arc extended using a sampling method. A table is given for the traditional significance levels .01, .025, .05 and .10 for number of blocks equal to 7 and 8 and for treatments of size 6 and 7. A brief discussion of available tables is also included along with an example of an application.     

Mokken scale analysis for polychotomous items: theory,a computer program and an empirical application

This paper contains three subjects. First, an extension of Mokken's nonparametric item response models from dichotomous items to items with two or more ordered answer categories is proposed. Second, a computer program to analyze multicategory item scores is presented. This program is called MSP. The analyses by means of MSP are based on the multicategory extension of Mokken's theory. Finally, an application of MSP to empirical multicategory test data is presented in order to illuminate its possibilities.     

Exceptional Convergence of the Sample Variance

The case is investigated when Hoeffding's one sample U–statistic theorem for the sample variance S² is not applicable. It is shown that this occurs only when the parent distribution is the two–point distribution with jumps of equal magnitude. For this exceptional case the standardised S² is shown to converge in distribution to (1 – V )√2, where V has chi–square distribution with one degree of freedom.     

Unfair dismissal legislation and property rights: some reflections

Starting from the premise that workers have ‘property rights’ in their jobs, this article considers ways in which British unfair dismissal legislation might be said to uphold such rights. The evidence indicates that remedies of compensation and re-employment afford minimal property rights to unfairly dismissed workers.     

Exact finite sample properties of double k-class estimators in simultaneous equations

In our earlier paper [Srivastava, Agnihotri and Dwivedi (1980)] the dominance of double k-class over k-class with respect to exact mean squared error matrix criteria is established. It is observed that given a member of k-class, one can pick up a member of double k-class that will provide an improved estimator of the coefficients. This result prompted us to study the exact finite sample properties of the double k-class estimator. For this, we have considered a structural equation containing two endogenous variables and have investigated the properties of double k-class estimators of the coefficients of explanatory endogenous variables assuming characterizing scalars to be non-stochastic.     

Testing equality of variances in the analysis of repeated measurements

The problem of comparing the precisions of two instruments using repeated measurements can be cast as an extension of the Pitman-Morgan problem of testing equality of variances of a bivariate normal distribution. Hawkins (1981) decomposes the hypothesis of equal variances in this model into two subhypotheses for which simple tests exist. For the overall hypothesis he proposes to combine the tests of the subhypotheses using Fisher's method and empirically compares the component tests and their combination with the likelihood ratio test. In this paper an attempt is made to resolve some discrepancies and puzzling conclusions in Hawkins's study and to propose simple modifications.
The new tests are compared to the tests discussed by Hawkins and to each other both in terms of the finite sample power (estimated by Monte Carlo simulation) and theoretically in terms of asymptotic relative efficiencies.