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**Professor Emeritus
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

Ph.D. in Educational Informatics, Tohoku University, 2014

**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*(2), 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. (2013). Asymptotic cumulants of ability estimators using fallible item parameters.
*Journal of Multivariate Analysis, 119*, 144-162. (See also Ogasawara, H. (2013). Supplement I to the paper "Asymptotic cumulants of ability estimators using fallible item parameters." - Proofs, partial derivatives and tables.*Economic Review, Otaru University of Commerce, 64*(2 & 3), 97-147. (Corrected version, March 2014); Ogasawara, H. (2014). Supplement II to the paper "Asymptotic cumulants of ability estimators using fallible item parameters." - Expectations.*Economic Review, Otaru University of Commerce, 64*(4), 109-179. (Corrected version, April 2014) ) - Ogasawara, H. (2013). Asymptotic cumulants of the estimator of the canonical parameter in the exponential family.
*Journal of Statistical Planning and Inference, 143*(12), 2142-2150. (See also Ogasawara, H. (2014). Supplement to the paper "Asymptotic cumulants of the estimator of the canonical parameter in the exponential family".*Economic Review, Otaru University of Commerce, 65*(2 & 3), 3-16.) - Ogasawara, H. (2013). Asymptotic properties of the Bayes modal estimators of item parameters in item response theory.
*Computational Statistics, 28*(6), 2559-2583. (See also Ogasawara, H. (2014). Supplement to the paper "Asymptotic properties of the Bayes modal estimators of item parameters in item response theory".*Economic Review, Otaru University of Commerce, 65*(1), 1-10.) - Ogasawara, H. (2013). Estimation of ability with reduced asymptotic mean square error in item response theory.
*Journal of The Japan Statistical Society, 43*(2), 187-202. - Ogasawara, H. (2014). Estimation of ability using pseudocounts in item response theory.
*Behaviormetrika, 41*(1), 131-146. - Ogasawara, H. (2014). Optimization of the Gaussian and Jeffreys power priors with emphasis on the canonical parameters in the exponential family.
*Behaviormetrika, 41*(2), 195-223. (See also Ogasawara, H. (2015). An expository supplement to the paper "Optimization of the Gaussian and Jeffreys power priors with emphasis on the canonical parameters in the exponential family".*Economic Review, Otaru University of Commerce, 66*(1), 1-10; Ogasawara, H. (2015). Errata for the paper "Optimization of the Gaussian and Jeffreys power priors with emphasis on the canonical parameters in the exponential family".) - Ogasawara, H. (2015). Bias adjustment minimizing the asymptotic mean square error.
*Communications in Statistics - Theory and Methods, 44*(16), 3503-3522. (See also Ogasawara, H. (2015). An expository supplement to the paper "Bias adjustment minimizing the asymptotic mean square error" with errata.*Economic Review, Otaru University of Commerce, 65*(4), 121-130.) - Ogasawara, H. (2016). Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods.
*Journal of Multivariate Analysis, 147*, 20-37. (See also Ogasawara, H. (2015). Expository supplment I to the paper "Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods".*Economic Review, Otaru University of Commerce, 66*(2 & 3), 9-58; Ogasawara, H. (2016). Expository supplment II to the paper "Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods". To appear in*Economic Review, Otaru University of Commerce, 66*(4).) - Ogasawara, H. (2016). Bias correction of the Akaike information criterion in factor analysis.
*Journal of Multivariate Analysis, 149,*144-159. - Ogasawara, H. (2016). Optimal information criteria minimizing their asymptotic mean square errors.
*Sankhya, B, 78*(1), 152-182. - Ogasawara, H. (2016). Matching pseudocounts for interval estimation of binomial and Poisson parameters.
*Communications in Statistics - Theory and Methods, 45*(17), 5166-5178. - Ogasawara, H. (2016). Asymptotic cumulants of some information criteria.
*Journal of the Japanese Society of Computational Statistics, 29,*1-25. (See also Ogasawara, H. (2016). Supplement I to the paper "Asymptotic cumulants of some information criteria" - Proofs and technical results.*Economic Review, Otaru University of Commerce, 67*(2 & 3), 9-44; Ogasawara, H. (2017). Supplement II to the paper "Asymptotic cumulants of some information criteria" - Asymptotic cumulants of the studentized information criteria and Example 1.*Economic Review, Otaru University of Commerce, 67*(4), 5-67; Ogasawara, H. (2017). Supplement III to the paper "Asymptotic cumulants of some information criteria" - Examples 2 and 3. To appear in*Economic Review, Otaru University of Commerce*.) - Ogasawara, H. (2017). Distribution-free properties of some asymptotic cumulants for the Mallows Cp and its modifications in usual and ridge regression.
*Behaviormetrika, 44,*25-56. - Ogasawara, H. (2017). A family of the adjusted estimators maximizing the asymptotic predictive expected log-likelihood.
*Behaviormetrika, 44,*57-95. - Ogasawara, H. (2017). Expected predictive least squares for model selection in covariance structures.
*Journal of Multivariate Analysis, 155,*151-164. (See also Ogasawara, H. (2017). Supplement to the paper "Expected predictive least squares for model selection in covariance structures" - Higher-order bias corrections and correlation structures.*Economic Review, Otaru University of Commerce, ***(*).) - Ogasawara, H. (2017). Accurate distributions of Mallows' Cp and its unbiased modifications with applications to shrinkage estimation.
*Journal of Statistical Planning and Inference, 184,*105-116. (See also Ogasawara, H. (2017). Supplement to the paper "Accurate distributions of Mallows' Cp and its unbiased modifications with applications to shrinkage estimation".*Economic Review, Otaru University of Commerce, ***(*).)

**Discussion Paper**

- Ogasawara, H. (2016, November). Predictive estimation of a covariance matrix and its structural parameters.
*Discussion Paper No.184*, Center for Glocal Strategy, Otaru University of Commerce, Otaru, Japan. ("Glocal" is a coined word by "Global" and "Local")