Haruhiko Ogasawara

Professor
Department of Information and Management Science
Otaru University of Commerce
3-5-21, Midori, Otaru 047-8501 Japan
E-mail: hogasa{ at mark without braces }res.otaru-uc.ac.jp

B.Ed., The University of Tokyo, 1974
Ph.D., Tokyo Institute of Technology, 1992

Expertise

The area of interest has been in the latent-variable models and associated methods in multivariate analysis:

• Factor analysis and principal component analysis: Statistical analysis of rotated results
• Asymptotic expansions of the estimators in multivariate analysis
  
• Item response theory equating
  

Professional Services

• Member of Editorial Board (1994- ), Behaviormetrika
• Associate Editor (2007- ), Psychometrika

ROSEF 2.0 (April, 2003): A subroutine library for the ROtated solutions with their asymptotic Standard Errors in Factor analysis

EL 1.0 (May, 2003): A set of subroutines for the methods of item response theory (IRT) Equating/Linking with their asymptotic standard errors

Recent Publications

• Ogasawara, H. (1989). Covariance structure analysis of continuously changing populations. Behaviormetrika, No.25, 15-33.
• Ogasawara, H. (1990). Covariance structure model when the means and the covariances are functions of the third variable. Japanese Psychological Research, 32 (1), 19-25.
• Ogasawara, H. (1992). Models of the number of errors using structured parameters in a generalized Poisson distributions and the Polya-Eggenberger distribution. Japanese Journal of Behaviormetrics, 19 (2), 1-13. (In Japanese with English abstract)
• Ogasawara, H. (1995). Structural model of ability distribution in the item response theory. Behaviormetrika, 22 (1), 37-48.
• Ogasawara, H. (1995). The gamma-gamma regression for the distribution model of event times. Japanese Psychological Research, 37 (2), 70-79.
• Ogasawara, H. (1996). Rasch's multiplicative Poisson model with covariates. Psychometrika, 61 (1), 73-92.
• Ogasawara, H. (1996). Standard errors for rotated factor loadings by normalized orthomax method. Japanese Journal of Behaviormetrics, 23 (2), 122-129. (In Japanese with English abstract)
• Ogasawara, H. (1998). A factor analysis model for a mixture of various types of variables. Behaviormetrika, 25 (1), 1-12.
• Ogasawara, H. (1998). Standard errors for rotation matrices with an application to the promax solution. British Journal of Mathematical and Statistical Psychology, 51, (1), 163-178.
• Ogasawara, H. (1998). Standard errors of several indices for unrotated and rotated factors. Economic Review, Otaru University of Commerce, 47 (1), 21-69.
• Ogasawara, H. (1998). A log-bilinear model with latent variables. Behaviormetrika, 25 (2), 95-110.
• Ogasawara, H. (1999). Standard errors for procrustes solutions. Japanese Psychological Research, 41 (2), 121-130.
• Ogasawara, H. (1999). Standard errors for matrix correlations. Multivariate Behavioral Research, 34 (1),103-122.
• Ogasawara, H. (1999). Standard errors for the direct oblimin solution with Kaiser's normalization. Japanese Journal of Psychology, 70 (4),333-338. (In Japanese with English abstract)
• Ogasawara, H. (1999). Negative binomial factor analysis. Behaviormetrika, 26 (2), 235-250.
• Ogasawara, H. (2000). On the standard errors of rotated factor loadings with weights for observed variables. Behaviormetrika, 27 (1), 1-14.
• Ogasawara, H. (2000) Some relationships between factors and components. Psychometrika, 65 (2), 167-185 (errata, 65 (4), 551).
• Ogasawara, H. (2000). Asymptotic standard errors of IRT equating coefficients using moments. Economic Review, Otaru University of Commerce, 51 (1), 1-23.
• Ogasawara, H. (2000). Standard errors for the Harris-Kaiser Case II orthoblique solution. Behaviormetrika, 27 (2), 89-103.
• Ogasawara, H. (2000). Asymptotic correlations between rotated solutions in factor analysis. Behaviormetrika, 27 (2), 105-123.
• Ogasawara, H. (2000). Standard errors of the principal component loadings for unstandardized and standardized variables. British Journal of Mathematical and Statistical Psychology, 53 (2), 155-174.
• Ogasawara, H. (2001). Standard errors of item response theory equating/linking by response function methods. Applied Psychological Measurement, 25 (1), 53-67.
• Ogasawara, H. (2001). Marginal maximum likelihood estimation of item response theory (IRT) equating coefficients for the common-examinee design. Japanese Psychological Research, 43 (2), 72-82. (See also Ogasawara, H. (2001). A supplementary note on the joint maximum likelihood estimation of the IRT equating coefficients and abilities for the common-examinee design. Economic Review, Otaru University of Commerce, 52 (1), 239-241.)
• Ogasawara, H. (2001). Approximations to the distributions of fit indexes for misspecified structural equation models. Structural Equation Modeling, 8 (4), 556-574.
• Ogasawara, H. (2001). Item response theory true score equatings and their standard errors. Journal of Educational and Behavioral Statistics, 26 (1), 31-50.
• Ogasawara, H. (2001). Least squares estimation of item response theory linking coefficients. Applied Psychological Measurement, 25 (4), 373-383.
• Ogasawara, H. (2001). Standard errors of fit indices using residuals in structural equation modeling. Psychometrika, 66 (3), 421-436.
• Ogasawara, H. (2002). Exploratory second-order analyses for components and factors. Japanese Psychological Research, 44 (1), 9-19. (See also Ogasawara, H. (2002). A supplementary note on the paper by Ogasawara, H. "Exploratory second-order analyses for components and factors". Economic Review, Otaru University of Commerce, 53 (1), 117-128.)
• Ogasawara, H. (2002). Concise formulas for the standard errors of component loading estimates. Psychometrika, 67 (2), 289-297.
• Ogasawara, H. (2002). Stable response functions with unstable item parameter estimates. Applied Psychological Measurement, 26 (3), 239-254.
• Ogasawara, H. (2002). Asymptotic standard errors of estimated standard errors in structural equation modeling. British Journal of Mathematical and Statistical Psychology, 55 (2), 213-229.
• Ogasawara, H. (2003). A note on the approximate distributions of fit indexes for misspecified structural equation models. In H. Yanai, A. Okada, K. Shigemasu, Y. Kano & J. J. Meulman (Eds.), New developments in psychometrics: Proceedings of the International Meeting of the Psychometric Society IMPS2001, Osaka, Japan, July 15-19, 2001 (pp. 103-108). Tokyo: Springer.
• Ogasawara, H. (2003). Correlations among maximum likelihood and weighted/unweighted least squares estimators in factor analysis. Behaviormetrika, 30 (1), 63-86.
• Ogasawara, H. (2003). Asymptotic standard errors of IRT observed-score equating methods. Psychometrika, 68 (2), 193-211.
• Ogasawara, H. (2003). Oblique factors and components with independent clusters. Psychometrika, 68 (2), 299-321. (See also Ogasawara, H. (2003). A supplementary note on the paper "Oblique factors and components with independent clusters". Economic Review, Otaru University of Commerce, 53 (4), 55-66.)
• Ogasawara, H. (2004). Asymptotic biases of the unrotated/rotated solutions in principal component analysis. British Journal of Mathematical and Statistical Psychology, 57 (2), 353-376.
• Ogasawara, H. (2004). Asymptotic biases of least squares estimators in stuctural equation modeling. In S. P. Shohov (Ed.), Advances in psychology research: Vol. 27. (pp. 65-94). New York: Nova.
• Ogasawara, H. (2004). Asymptotic biases in exploratory factor analysis and stuctural equation modeling. Psychometrika, 69 (2), 235-256.
• Ogasawara, H. (2005). Bias reduction of estimated standard errors in factor analysis. Behaviormetrika, 32 (1), 9-28.
• Ogasawara, H. (2005). Asymptotic robustness of the asymptotic biases in stuctural equation modeling. Computational Statistics and Data Analysis, 49 (3), 771-783.
• Ogasawara, H. (2006). Asymptotic expansion of the sample correlation coefficient under nonnormality. Computational Statistics and Data Analysis, 50 (4), 891-910.
• Ogasawara, H. (2006). Asymptotic expansion and conditional robustness for the sample multiple correlation coefficient under nonnormality. Communications in Statistics - Simulation and Computation, 35 (1), 177-199.
• Ogasawara, H. (2006). Higher-order asymptotic standard error and asymptotic expansion in principal component analysis. Communications in Statistics - Simulation and Computation, 35 (1), 201-223. (See also Ogasawara, H. (2006). A supplementary note on the paper "Higher-order asymptotic standard error and asymptotic expansion in principal component analysis". Economic Review, Otaru University of Commerce, 56 (4), 235-243.)
• Ogasawara, H. (2006). Approximations to the distribution of the sample coefficient alpha under nonnormality. Behaviormetrika, 33 (1), 3-26.
• Ogasawara, H. (2006). Two-term Edgeworth expansion of the distributions of the maximum likelihood estimators in factor analysis under nonnormality. In A. Rizzi & M. Vichi (Eds.), Proceedings in Computational Statistics on CD, 17th symposium held in Rome, Italy, 2006 (pp.1681-1688). Heidelberg: Physica-Verlag.
• Ogasawara, H. (2007). Higher-order estimation error in structural equation modeling. Economic Review, Otaru University of Commerce, 57 (4), 131-160.
• Ogasawara, H. (2007). Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation modeling. Psychometrika, 72 (2), 227-243.
• Ogasawara, H. (2007). Asymptotic expansion and asymptotic robustness of the normal-theory estimators in the random regression model. Journal of Statistical Computation and Simulation, 77 (10), 821-838. (See also Ogasawara, H. (2008). A supplementary note on the paper "Asymptotic expansion and asymptotic robustness of the normal-theory estimators in the random regression model". Economic Review, Otaru University of Commerce, 58 (4), 235-242.)
• Ogasawara, H. (2007). Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality. Journal of Multivariate Analysis, 98 (9), 1726-1750.
• Ogasawara, H. (2007). Asymptotic expansion of the estimators in factor analysis under nonnormality. British Journal of Mathematical and Statistical Psychology, 60 (2), 395-420.
• Ogasawara, H. (2008). Asymptotic expansion in reduced rank regression under normality and nonnormality. Communications in Statistics - Theory and Methods, 37 (7), 1051-1070.
• Ogasawara, H. (2008). Higher-order asymptotic cumulants of Studentized estimators in covariance structures. Communications in Statistics - Simulation and Computation, 37 (5), 945-961. (See also Ogasawara, H. (2008). Errata and supplement to the paper "Higher-order asymptotic cumulants of Studentized estimators in covariance structures". Economic Review, Otaru University of Commerce, 59 (2 & 3), 95-107. Ogasawara, H. (2010). Corrections of the numerical values in the paper "Higher-order asymptotic cumulants of Studentized estimators in covariance structures". Unpublished document.)
• Ogasawara, H. (2008). Asymptotic expansions of the distribution of the estimator for the generalized partial correlation under nonnormality. Behaviormetrika, 35 (1), 15-33.
• Ogasawara, H. (2008). Some properties of the pivotal statistic based on the asymptotically distribution-free theory in structural equation modeling.Communications in Statistics - Simulation and Computation, 37 (10), 1931-1947. (See also Ogasawara, H. (2009). Supplement to Ogasawara's papers on "the ADF pivotal statistic", "mean and covariance structure analysis", and "maximal reliability". Economic Review, Otaru University of Commerce, 60 (1), 21-44.)
• Ogasawara, H. (2008). Inverse transformation of Hall's method back to Edgeworth type expansions: An expository note. In K. Shigemasu, A. Okada, T. Imaizumi, & T. Hoshino (Eds.), New trends in psychometrics (pp.365-400). Tokyo: Universal Academy Press.
• Ogasawara, H.(2009). Asymptotic expansions in mean and covariance structure analysis. Journal of Multivariate Analysis, 100 (5), 902-912. (See also Ogasawara, H. (2009). Supplement to Ogasawara's papers on "the ADF pivotal statistic", "mean and covariance structure analysis", and "maximal reliability". Economic Review, Otaru University of Commerce, 60 (1), 21-44.)
• Ogasawara, H. (2009). On the estimators of model-based and maximal reliability. Journal of Multivariate Analysis, 100 (6), 1232-1244. (See also Ogasawara, H. (2009). Supplement to Ogasawara's papers on "the ADF pivotal statistic", "mean and covariance structure analysis", and "maximal reliability". Economic Review, Otaru University of Commerce, 60 (1), 21-44.)
• Ogasawara, H. (2009). Two-term Edgeworth expansions of the distributions of fit indexes under fixed alternatives in covariance structure models. Economic Review, Otaru University of Commerce, 59 (4), 41-48.
• Ogasawara, H. (2009). Stratified coefficients of reliability and their sampling behavior under nonnormality. Behaviormetrika, 36 (1), 49-73.
• Ogasawara, H. (2009). Asymptotic cumulants of the parameter estimators in item response theory. Computational Statistics, 24 (2), 313-331. (For errata, see here.)
• Ogasawara, H. (2009). Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures. Journal of Statistical Planning and Inference, 139 (9), 3246-3261. (See also Ogasawara, H. (2010). Supplement to the paper "Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures". Economic Review, Otaru University of Commerce, 60 (4), 187-200.)
• Ogasawara, H. (2009). Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality. Annals of the Institute of Statistical Mathematics, 61 (4), 995-1017.
• Ogasawara, H. (2010). Accurate distribution and its asymptotic expansion for the tetrachoric correlation coefficient. Journal of Multivariate Analysis, 101 (4), 936-948.
• Ogasawara, H. (2010). Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory. Journal of Multivariate Analysis, 101 (9), 2149-2167.
• Ogasawara, H. (2010). Asymptotic expansions of the null distributions of discrepancy functions for general covariance structures under nonnormality. American Journal of Mathematical and Management Sciences, 30 (3 & 4), 385-422. (See also Ogasawara, H. (2012). Supplement to the papers on "the polyserial correlation coefficients" and "discrepancy functions for general covariance structures". Economic Review, Otaru University of Commerce, 62 (4), 115-164.)
• Ogasawara, H. (2011). Applications of asymptotic expansion in item response theory linking. In A. A. von Davier (Ed.), Statistical models of test equating, scaling, and linking (pp.261-280). New York: Springer.
• Ogasawara, H. (2011). Asymptotic expansions in multi-group analysis of moment structures with an application to linearized estimators. Communications in Statistics - Theory and Methods, 40 (9), 1701-1716. (See also Ogasawara, H. (2011). Supplement to the paper "Asymptotic expansions in multi-group analysis of moment structures with an application to linearlized estimators" and errata for the paper on the ADF chi-square statistic. Economic Review, Otaru University of Commerce, 61 (4), 135-140.)
• Ogasawara, H. (2011). Asymptotic expansions of the distributions of the polyserial correlation coefficients. Behaviormetrika, 38 (2), 153-168. (See also Ogasawara, H. (2012). Supplement to the papers on "the polyserial correlation coefficients" and "discrepancy functions for general covariance structures". Economic Review, Otaru University of Commerce, 62 (4), 115-164.)
• Ogasawara, H. (2012). Cornish-Fisher expansions using sample cumulants and monotonic transformations. Journal of Multivariate Analysis, 103 (1), 1-18.
• Ogasawara, H. (2012). Asymptotic expansions of the distributions of the least squares estimators in factor analysis and structural equation modeling. In R. Chakraborty, C. R. Rao, & P. K. Sen (Eds.), Handbook of statistics: Vol.28. Bioinformatics in human health and heredity (pp. 163-200). New York: Elsevier.
• Ogasawara, H. (2012). Asymptotic cumulants of functions of multinomial sample proportions with adjustment for empty cells. Behaviormetrika, 39, 211-241.
• Ogasawara, H. (2012). Asymptotic expansions for the ability estimator in item response theory. Computational Statistics, 27 (4), 661-683. (See also Ogasawara, H. (2012). Supplement to the paper "Asymptotic expansions for the ability estimator in item response theory". Economic Review, Otaru University of Commerce, 63 (2 & 3), 329-336.)
• Ogasawara, H. (2013). Asymptotic properties of the Bayes and pseudo Bayes estimators of ability in item response theory. Journal of Multivariate Analysis, 114, 359-377. (See also Ogasawara, H. (2013). Supplement to the paper "Asymptotic properties of the Bayes and pseudo Bayes estimators of ability in item response theory". Economic Review, Otaru University of Commerce, 63 (4), 83-89.)
• Ogasawara, H. Bias adjustment minimizing the asymptotic mean square error. To appear in Communications in Statistics - Theory and Methods (See also Ogasawara, H. (2013). An expository supplement to the paper "Bias adjustment minimizing the asymptotic mean square error". To appear in Economic Review, Otaru University of Commerce.)
• Ogasawara, H. Asymptotic cumulants of ability estimators using fallible item parameters. To appear in Journal of Multivariate Analysis (See also Ogasawara, H. (2013a). Supplement I to the paper "Asymptotic cumulants of ability estimators using fallible item parameters." - Proofs, partial derivatives and tables. To appear in Economic Review, Otaru University of Commerce.; Ogasawara, H. (2013b). Supplement II to the paper "Asymptotic cumulants of ability estimators using fallible item parameters." - Expectations. To appear in Economic Review, Otaru University of Commerce.)
• Ogasawara, H. Asymptotic properties of the Bayes modal estimators of item parameters in item response theory. To appear in Computational Statistics. (See also Ogasawara, H. (2014). Supplement to the paper "Asymptotic properties of the Bayes modal estimators of item parameters in item response theory". To appear in Economic Review, Otaru University of Commerce.)
• Ogasawara, H. Asymptotic cumulants of the estimator of the canonical parameter in the exponential family. To appear in Journal of Statistical Planning and Inference. (See also Ogasawara, H. (2014). Supplement to the paper "Asymptotic cumulants of the estimator of the canonical parameter in the exponential family". To appear in Economic Review, Otaru University of Commerce.)