In a recent article Jennrich and Satorra (Psychometrika 78: 545–552, <CitationRef CitationID="CR2">2013</CitationRef>) showed that a proof by Browne (British Journal of Mathematical and Statistical Psychology 37: 62–83, <CitationRef CitationID="CR1">1984</CitationRef>) of the asymptotic distribution of a goodness of fit test statistic is incomplete because it fails to prove...</citationref></citationref>

At the firm level, revenue and costs are well measured but prices and quantities are not. This paper shows that because of these data limitations estimates of returns to scale at the firm level are for the revenue function, not production function. Given this observation, the paper argues that,...

Electricity power grid operations require information about demand and supply on a variety of timescales and areas. The advent of significant generation contributions by time variable renewable energy sources means that forecasting methods are increasingly required. Some of the earliest...

We present modified likelihood ratio tests (LRTs) for simple and double separability of a variance–covariance structure, unbiased in finite samples. The modification is a penalty-based homothetic transformation of the LRT statistic. Optimal penalties, depending on the mean model, contain novel...

For covariance structure models, the QMLE second-order bias is derived and compared with EL and GMM. Surprisingly, QMLE and EL have the same second-order bias if QMLE and GMM(EL) are equally first-order efficient. Other examples favoring QMLE are given.

Several recent papers (e.g., Newey et al., 2005; Newey and Smith, 2004; Anatolyev, 2005) derive general expressions for the second-order bias of the GMM estimator and its first-order equivalents such as the EL estimator. Except for some simulation evidence, it is unknown how these compare to the...

The number of parameters mushrooms in a linear mixed effects (LME) model in the case of multivariate repeated measures data. Computation of these parameters is a real problem with the increase in the number of response variables or with the increase in the number of time points. The problem...