Shaobo Jin

A note on the accuracy of adaptive Gauss-Hermite quadrature

Jin, Shaobo; Andersson, Björn

Part of Biometrika, p. 737-744, 2020

• DOI for A note on the accuracy of adaptive Gauss-Hermite quadrature

Frequentist Model Averaging in Structural Equation Modelling

Jin, Shaobo; Ankargren, Sebastian

Part of Psychometrika, p. 84-104, 2019

• DOI for Frequentist Model Averaging in Structural Equation Modelling

Approximated penalized maximum likelihood for exploratory factor analysis: An orthogonal case

Jin, Shaobo; Moustaki, Irini; Yang-Wallentin, Fan

Part of Psychometrika, p. 628-649, 2018

• DOI for Approximated penalized maximum likelihood for exploratory factor analysis: An orthogonal case

H-Likelihood Approach to Factor Analysis for Ordinal Data

Jin, Shaobo; Noh, Maengseok; Lee, Youngjo

Part of Structural Equation Modeling, p. 530-540, 2018

• DOI for H-Likelihood Approach to Factor Analysis for Ordinal Data

Selecting polychoric instrumental variables in confirmatory factor analysis: An alternative specification test and effects of instrumental variables

Jin, Shaobo; Cao, Chunzheng

Part of British Journal of Mathematical & Statistical Psychology, p. 387-413, 2018

• DOI for Selecting polychoric instrumental variables in confirmatory factor analysis: An alternative specification test and effects of instrumental variables

On the least-squares model averaging interval estimator

Ankargren, Sebastian; Jin, Shaobo

Part of Communications in Statistics - Theory and Methods, p. 118-132, 2018

• DOI for On the least-squares model averaging interval estimator

Approximate Bayesianity of frequentist confidence intervals for a binomial proportion

Jin, Shaobo; Thulin, Måns; Larsson, Rolf

Part of American Statistician, p. 106-111, 2017

• DOI for Approximate Bayesianity of frequentist confidence intervals for a binomial proportion

Bayesian inference in a heteroscedastic replicated measurement error model using heavy-tailed distributions

Cao, Chunzheng; Chen, Mengqian; Zhu, Xiaoxin; Jin, Shaobo

Part of Journal of Statistical Computation and Simulation, p. 2915-2928, 2017

• DOI for Bayesian inference in a heteroscedastic replicated measurement error model using heavy-tailed distributions

Asymptotic Robustness Study Of The Polychoric Correlation Estimation

Jin, Shaobo; Yang-Wallentin, Fan

Part of Psychometrika, p. 67-85, 2017

• DOI for Asymptotic Robustness Study Of The Polychoric Correlation Estimation
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A Simulation Study of Polychoric Instrumental Variable Estimation in Structural Equation Models

Jin, Shaobo; Luo, Hao; Yang-Wallentin, Fan

Part of Structural Equation Modeling, p. 680-694, 2016

• DOI for A Simulation Study of Polychoric Instrumental Variable Estimation in Structural Equation Models

Asymptotic Efficiency of the Pseudo-Maximum Likelihood Estimator in Multi-Group Factor Models with Pooled Data

Jin, Shaobo; Yang-Wallentin, Fan; Christoffersson, Anders

Part of British Journal of Mathematical & Statistical Psychology, p. 20-42, 2016

• DOI for Asymptotic Efficiency of the Pseudo-Maximum Likelihood Estimator in Multi-Group Factor Models with Pooled Data

Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition

Dai, Deliang; Hao, Chengcheng; Jin, Shaobo; Liang, Yuli

Part of Journal of Statistical Computation and Simulation, p. 905-930, 2025

• DOI for Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition
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Fast estimation of generalized linear latent variable models for performance and process data with ordinal, continuous, and count observed variables

Zhang, Maoxin; Andersson, Bjoern; Jin, Shaobo

Part of British Journal of Mathematical & Statistical Psychology, p. 477-507, 2024

• DOI for Fast estimation of generalized linear latent variable models for performance and process data with ordinal, continuous, and count observed variables
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A Quantile Generalized Additive Approach for Compound Climate Extremes: Pan-Atlantic Extremes as a Case Study

Olivetti, Leonardo; Messori, Gabriele; Jin, Shaobo

Part of Journal of Advances in Modeling Earth Systems, 2024

• DOI for A Quantile Generalized Additive Approach for Compound Climate Extremes: Pan-Atlantic Extremes as a Case Study
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Standard error estimates in hierarchical generalized linear models

Jin, Shaobo; Lee, Youngjo

Part of Computational Statistics & Data Analysis, 2024

• DOI for Standard error estimates in hierarchical generalized linear models
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On Inconsistency of the Overidentification Test for the Model-implied Instrumental Variable Approach

Jin, Shaobo

Part of Structural Equation Modeling, p. 245-257, 2023

• DOI for On Inconsistency of the Overidentification Test for the Model-implied Instrumental Variable Approach
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Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition

Dai, Deliang; Hao, Chengcheng; Jin, Shaobo; Liang, Yuli

Part of Journal of Statistical Computation and Simulation, p. 905-930, 2025

• DOI for Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition
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Fast estimation of generalized linear latent variable models for performance and process data with ordinal, continuous, and count observed variables

Zhang, Maoxin; Andersson, Bjoern; Jin, Shaobo

Part of British Journal of Mathematical & Statistical Psychology, p. 477-507, 2024

• DOI for Fast estimation of generalized linear latent variable models for performance and process data with ordinal, continuous, and count observed variables
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A Quantile Generalized Additive Approach for Compound Climate Extremes: Pan-Atlantic Extremes as a Case Study

Olivetti, Leonardo; Messori, Gabriele; Jin, Shaobo

Part of Journal of Advances in Modeling Earth Systems, 2024

• DOI for A Quantile Generalized Additive Approach for Compound Climate Extremes: Pan-Atlantic Extremes as a Case Study
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Standard error estimates in hierarchical generalized linear models

Jin, Shaobo; Lee, Youngjo

Part of Computational Statistics & Data Analysis, 2024

• DOI for Standard error estimates in hierarchical generalized linear models
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On Inconsistency of the Overidentification Test for the Model-implied Instrumental Variable Approach

Jin, Shaobo

Part of Structural Equation Modeling, p. 245-257, 2023

• DOI for On Inconsistency of the Overidentification Test for the Model-implied Instrumental Variable Approach
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Fast estimation of multiple group generalized linear latent variable models for categorical observed variables

Andersson, Björn; Jin, Shaobo; Zhang, Maoxin

Part of Computational Statistics & Data Analysis, 2023

• DOI for Fast estimation of multiple group generalized linear latent variable models for categorical observed variables
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Usefulness of discography, discoblock and a new mechanical method for identifying a painful segment/disc

Nyström, Bo; Schillberg, B.; Jin, Shaobo; Taube, Adam

Part of Neuro-chirurgie, 2023

• DOI for Usefulness of discography, discoblock and a new mechanical method for identifying a painful segment/disc

Frequentist Model Averaging in Structure Equation Model With Ordinal Data

Jin, Shaobo

Part of Psychometrika, p. 1130-1145, 2022

• DOI for Frequentist Model Averaging in Structure Equation Model With Ordinal Data
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Estimating and Testing Random Intercept Multilevel Structural Equation Models with Model Implied Instrumental Variables

Giordano, Michael L.; Bollen, Kenneth A.; Jin, Shaobo

Part of Structural Equation Modeling, p. 584-599, 2022

• DOI for Estimating and Testing Random Intercept Multilevel Structural Equation Models with Model Implied Instrumental Variables

A unified model-implied instrumental variable approach for structural equation modeling with mixed variables

Jin, Shaobo; Yang-Wallentin, Fan; Bollen, Kenneth A.

Part of Psychometrika, p. 564-594, 2021

• DOI for A unified model-implied instrumental variable approach for structural equation modeling with mixed variables
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A semiparametric approach for structural equation modeling with ordinal data

Vegelius, Johan; Jin, Shaobo

Part of Structural Equation Modeling, p. 497-505, 2021

• DOI for A semiparametric approach for structural equation modeling with ordinal data
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Robust nonlinear structural equation modeling with interaction between exogenous and endogenous latent variables

Jin, Shaobo; Noh, Maengseok; Yang-Wallentin, Fan; Lee, Youngjo

Part of Structural Equation Modeling, p. 547-556, 2021

• DOI for Robust nonlinear structural equation modeling with interaction between exogenous and endogenous latent variables

A note on the accuracy of adaptive Gauss-Hermite quadrature

Jin, Shaobo; Andersson, Björn

Part of Biometrika, p. 737-744, 2020

• DOI for A note on the accuracy of adaptive Gauss-Hermite quadrature

Are degenerative spondylolisthesis and further slippage postoperatively really issues in spinal stenosis surgery?

Nyström, Bo; Jin, Shaobo; Schillberg, Birgitta; Mostrom, Ulf et al.

Part of Scandinavian Journal of Pain, p. 307-317, 2020

• DOI for Are degenerative spondylolisthesis and further slippage postoperatively really issues in spinal stenosis surgery?

Improved likelihood ratio tests in a measurement error model for multivariate replicated data

Cao, Chunzheng; Wang, Yahui; Jin, Shaobo; Chen, Yunjie

Part of Communications in Statistics - Theory and Methods, p. 1025-1042, 2020

• DOI for Improved likelihood ratio tests in a measurement error model for multivariate replicated data

Frequentist Model Averaging in Structural Equation Modelling

Jin, Shaobo; Ankargren, Sebastian

Part of Psychometrika, p. 84-104, 2019

• DOI for Frequentist Model Averaging in Structural Equation Modelling

Approximated penalized maximum likelihood for exploratory factor analysis: An orthogonal case

Jin, Shaobo; Moustaki, Irini; Yang-Wallentin, Fan

Part of Psychometrika, p. 628-649, 2018

• DOI for Approximated penalized maximum likelihood for exploratory factor analysis: An orthogonal case

H-Likelihood Approach to Factor Analysis for Ordinal Data

Jin, Shaobo; Noh, Maengseok; Lee, Youngjo

Part of Structural Equation Modeling, p. 530-540, 2018

• DOI for H-Likelihood Approach to Factor Analysis for Ordinal Data

Selecting polychoric instrumental variables in confirmatory factor analysis: An alternative specification test and effects of instrumental variables

Jin, Shaobo; Cao, Chunzheng

Part of British Journal of Mathematical & Statistical Psychology, p. 387-413, 2018

• DOI for Selecting polychoric instrumental variables in confirmatory factor analysis: An alternative specification test and effects of instrumental variables

On the least-squares model averaging interval estimator

Ankargren, Sebastian; Jin, Shaobo

Part of Communications in Statistics - Theory and Methods, p. 118-132, 2018

• DOI for On the least-squares model averaging interval estimator

Approximate Bayesianity of frequentist confidence intervals for a binomial proportion

Jin, Shaobo; Thulin, Måns; Larsson, Rolf

Part of American Statistician, p. 106-111, 2017

• DOI for Approximate Bayesianity of frequentist confidence intervals for a binomial proportion

Bayesian inference in a heteroscedastic replicated measurement error model using heavy-tailed distributions

Cao, Chunzheng; Chen, Mengqian; Zhu, Xiaoxin; Jin, Shaobo

Part of Journal of Statistical Computation and Simulation, p. 2915-2928, 2017

• DOI for Bayesian inference in a heteroscedastic replicated measurement error model using heavy-tailed distributions

Asymptotic Robustness Study Of The Polychoric Correlation Estimation

Jin, Shaobo; Yang-Wallentin, Fan

Part of Psychometrika, p. 67-85, 2017

• DOI for Asymptotic Robustness Study Of The Polychoric Correlation Estimation
• Download full text (pdf) of Asymptotic Robustness Study Of The Polychoric Correlation Estimation

A Simulation Study of Polychoric Instrumental Variable Estimation in Structural Equation Models

Jin, Shaobo; Luo, Hao; Yang-Wallentin, Fan

Part of Structural Equation Modeling, p. 680-694, 2016

• DOI for A Simulation Study of Polychoric Instrumental Variable Estimation in Structural Equation Models

Asymptotic Efficiency of the Pseudo-Maximum Likelihood Estimator in Multi-Group Factor Models with Pooled Data

Jin, Shaobo; Yang-Wallentin, Fan; Christoffersson, Anders

Part of British Journal of Mathematical & Statistical Psychology, p. 20-42, 2016

• DOI for Asymptotic Efficiency of the Pseudo-Maximum Likelihood Estimator in Multi-Group Factor Models with Pooled Data

A Marginal Maximum Likelihood Approach for Extended Quadratic Structural Equation Modeling with Ordinal Data

Jin, Shaobo; Vegelius, Johan; Wallentin, Fan

Part of Structural Equation Modeling

A review of h-likelihood and hierarchical generalized linear model

Jin, Shaobo; Lee, Youngjo

Part of Wiley Interdisciplinary Reviews, 2021

• DOI for A review of h-likelihood and hierarchical generalized linear model

Essays on Estimation Methods for Factor Models and Structural Equation Models

Jin, Shaobo

2015

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On the equivalence of confidence interval estimation based on frequentist model averagingand least-squares for the full model in linear regression

Ankargren, Sebastian; Jin, Shaobo

2016

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Computing Exact Confidence Coefficients of Simultaneous Confidence Intervals for Multinomial Proportions and their Functions

Jin, Shaobo

2013

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Best Power-divergence Confidence Interval for a Binomial Proportion

Jin, Shaobo

2013

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