Shaobo Jin

A note on the accuracy of adaptive Gauss-Hermite quadrature

Jin, Shaobo; Andersson, Björn

Ingår i Biometrika, s. 737-744, 2020

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

Frequentist Model Averaging in Structural Equation Modelling

Jin, Shaobo; Ankargren, Sebastian

Ingår i Psychometrika, s. 84-104, 2019

• DOI för 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

Ingår i Psychometrika, s. 628-649, 2018

• DOI för 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

Ingår i Structural Equation Modeling, s. 530-540, 2018

• DOI för 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

Ingår i British Journal of Mathematical & Statistical Psychology, s. 387-413, 2018

• DOI för 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

Ingår i Communications in Statistics - Theory and Methods, s. 118-132, 2018

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

Approximate Bayesianity of frequentist confidence intervals for a binomial proportion

Jin, Shaobo; Thulin, Måns; Larsson, Rolf

Ingår i American Statistician, s. 106-111, 2017

• DOI för 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

Ingår i Journal of Statistical Computation and Simulation, s. 2915-2928, 2017

• DOI för 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

Ingår i Psychometrika, s. 67-85, 2017

• DOI för Asymptotic Robustness Study Of The Polychoric Correlation Estimation
• Ladda ner fulltext (pdf) av 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

Ingår i Structural Equation Modeling, s. 680-694, 2016

• DOI för 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

Ingår i British Journal of Mathematical & Statistical Psychology, s. 20-42, 2016

• DOI för 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

Ingår i Journal of Statistical Computation and Simulation, s. 905-930, 2025

• DOI för 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

Ingår i British Journal of Mathematical & Statistical Psychology, s. 477-507, 2024

• DOI för 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

Ingår i Journal of Advances in Modeling Earth Systems, 2024

• DOI för A Quantile Generalized Additive Approach for Compound Climate Extremes: Pan-Atlantic Extremes as a Case Study
• Ladda ner fulltext (pdf) av A Quantile Generalized Additive Approach for Compound Climate Extremes: Pan-Atlantic Extremes as a Case Study

Standard error estimates in hierarchical generalized linear models

Jin, Shaobo; Lee, Youngjo

Ingår i Computational Statistics & Data Analysis, 2024

• DOI för 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

Ingår i Structural Equation Modeling, s. 245-257, 2023

• DOI för On Inconsistency of the Overidentification Test for the Model-implied Instrumental Variable Approach
• Ladda ner fulltext (pdf) av On Inconsistency of the Overidentification Test for the Model-implied Instrumental Variable Approach

Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition

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

Ingår i Journal of Statistical Computation and Simulation, s. 905-930, 2025

• DOI för Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition
• Ladda ner fulltext (pdf) av Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition

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

Ingår i British Journal of Mathematical & Statistical Psychology, s. 477-507, 2024

• DOI för Fast estimation of generalized linear latent variable models for performance and process data with ordinal, continuous, and count observed variables
• Ladda ner fulltext (pdf) av Fast estimation of generalized linear latent variable models for performance and process data with ordinal, continuous, and count observed variables

A Quantile Generalized Additive Approach for Compound Climate Extremes: Pan-Atlantic Extremes as a Case Study

Olivetti, Leonardo; Messori, Gabriele; Jin, Shaobo

Ingår i Journal of Advances in Modeling Earth Systems, 2024

• DOI för A Quantile Generalized Additive Approach for Compound Climate Extremes: Pan-Atlantic Extremes as a Case Study
• Ladda ner fulltext (pdf) av A Quantile Generalized Additive Approach for Compound Climate Extremes: Pan-Atlantic Extremes as a Case Study

Standard error estimates in hierarchical generalized linear models

Jin, Shaobo; Lee, Youngjo

Ingår i Computational Statistics & Data Analysis, 2024

• DOI för 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

Ingår i Structural Equation Modeling, s. 245-257, 2023

• DOI för 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

Ingår i Computational Statistics & Data Analysis, 2023

• DOI för 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

Ingår i Neuro-chirurgie, 2023

• DOI för 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

Ingår i Psychometrika, s. 1130-1145, 2022

• DOI för Frequentist Model Averaging in Structure Equation Model With Ordinal Data
• Ladda ner fulltext (pdf) av Frequentist Model Averaging in Structure Equation Model With Ordinal Data

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

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

Ingår i Structural Equation Modeling, s. 584-599, 2022

• DOI för 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.

Ingår i Psychometrika, s. 564-594, 2021

• DOI för 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

Ingår i Structural Equation Modeling, s. 497-505, 2021

• DOI för 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

Ingår i Structural Equation Modeling, s. 547-556, 2021

• DOI för 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

Ingår i Biometrika, s. 737-744, 2020

• DOI för 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.

Ingår i Scandinavian Journal of Pain, s. 307-317, 2020

• DOI för 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

Ingår i Communications in Statistics - Theory and Methods, s. 1025-1042, 2020

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

Frequentist Model Averaging in Structural Equation Modelling

Jin, Shaobo; Ankargren, Sebastian

Ingår i Psychometrika, s. 84-104, 2019

• DOI för 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

Ingår i Psychometrika, s. 628-649, 2018

• DOI för 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

Ingår i Structural Equation Modeling, s. 530-540, 2018

• DOI för 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

Ingår i British Journal of Mathematical & Statistical Psychology, s. 387-413, 2018

• DOI för 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

Ingår i Communications in Statistics - Theory and Methods, s. 118-132, 2018

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

Approximate Bayesianity of frequentist confidence intervals for a binomial proportion

Jin, Shaobo; Thulin, Måns; Larsson, Rolf

Ingår i American Statistician, s. 106-111, 2017

• DOI för 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

Ingår i Journal of Statistical Computation and Simulation, s. 2915-2928, 2017

• DOI för 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

Ingår i Psychometrika, s. 67-85, 2017

• DOI för Asymptotic Robustness Study Of The Polychoric Correlation Estimation
• Ladda ner fulltext (pdf) av 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

Ingår i Structural Equation Modeling, s. 680-694, 2016

• DOI för 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

Ingår i British Journal of Mathematical & Statistical Psychology, s. 20-42, 2016

• DOI för 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

Ingår i Structural Equation Modeling

A review of h-likelihood and hierarchical generalized linear model

Jin, Shaobo; Lee, Youngjo

Ingår i Wiley Interdisciplinary Reviews, 2021

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

Essays on Estimation Methods for Factor Models and Structural Equation Models

Jin, Shaobo

2015

• Ladda ner fulltext (pdf) av Essays on Estimation Methods for Factor Models and Structural Equation Models

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

• Ladda ner fulltext (pdf) av On the equivalence of confidence interval estimation based on frequentist model averagingand least-squares for the full model in linear regression

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

Jin, Shaobo

2013

• Ladda ner fulltext (pdf) av Computing Exact Confidence Coefficients of Simultaneous Confidence Intervals for Multinomial Proportions and their Functions

Best Power-divergence Confidence Interval for a Binomial Proportion

Jin, Shaobo

2013

• Ladda ner fulltext (pdf) av Best Power-divergence Confidence Interval for a Binomial Proportion