Stan Lipovetsky - Academia.edu (original) (raw)

Papers by Stan Lipovetsky

Technometrics, Jan 2, 2020

The monograph belongs to the series “Use R!” and presents a compendium of classical and modern st... more The monograph belongs to the series “Use R!” and presents a compendium of classical and modern statistical techniques used in psychometrics, with their implementations in R packages demonstrated by...

Technometrics, Jul 3, 2019

Model Assisted Statistics and Applications, Aug 26, 2022

Model Assisted Statistics and Applications, May 23, 2022

The work considers various multivariate statistical techniques in their modifications and applica... more The work considers various multivariate statistical techniques in their modifications and applications to management, information systems, economics, decision making, and marketing research problems. The methods include eigenvectors for many-way matrices, dual partial lest squares, modified factor and cluster analyses, and enhanced canonical correlation analysis. These approaches have been applied in numerous real projects and proved to be useful for data analysts, managers, and decision makers in solving practical problems.

Journal of choice modelling, Jun 1, 2018

The main idea of this paper is motivated by a paradigm from quantum physics where the probability... more The main idea of this paper is motivated by a paradigm from quantum physics where the probability amplitude is built as a superposition of the wave functions of states, and the squared modulus of amplitude defines the probability of state membership. Similar linear aggregates are used in classical physics for description of wave interference effects. In contrast to regular techniques of probability estimation in social-economic research (such as logistic regression, multinomial-logit (MNL), discrete choice modeling (DCM), conjoint, best-worst scaling (BWS), and other methods), the proposed approach of probability amplitude modeling permits finding choice probabilities themselves and demonstrates possible interference phenomena of entanglement of different choices. Particularly, a BWS example evaluated by complex utility MNL demonstrates how a choice of each item is composed from its pure-state and mix-state probabilities. The obtained numerical results are supportive of theoretical considerations and practical applications of the probability amplitude modeling, and can serve for better understanding and evaluation of choice decisions. 1. Introduction This work is motivated by an attempt to implement a quantum-like paradigm in some applied research projects dealing with constructing the probability amplitude and complex utilities for discrete choice modeling (DCM). The DCM is probably the most popular tool in applied social and economic sciences used for estimation of utility parameters and choice preferences among multiple alternatives. DCM is usually performed via the multinomial-logit (MNL) modeling originated in McFadden (1973) and developed in numerous subsequent works (

Technometrics, Jul 3, 2022

Technometrics, Apr 3, 2022

This section will review those books whose content and level reflect the general editorial policy... more This section will review those books whose content and level reflect the general editorial policy of Technometrics. Publishers should send books for review to Ejaz Ahmed, Department of Mathematics and Sciences, Brock University, St. Catharines, ON L2S 3A1 (dean.fms@brocku.ca). The opinions expressed in this section are those of the reviewers. These opinions do not represent positions of the reviewers’ organization and may not reflect those of the editors or the sponsoring societies. Listed prices reflect information provided by the publisher and may not be current. The book purchase programs of the American Society for Quality can provide some of these books at reduced prices for members. For information, contact the American Society for Quality at 1 (800) 248-1946.

Technometrics, Apr 3, 2021

The textbook contains about 500 R scripts and refers to a hundred datasets available freely at th... more The textbook contains about 500 R scripts and refers to a hundred datasets available freely at the link http://www. dartmouth.edu/~eugened of the author’s website stored at GitHub. Written in a precise mathematical language with explicit derivations via calculus and matrix algebra, with clear explanation of numerous formulae and their implementation in more than 440 classical and newly developed problems, with multiple figures and R codes, the monograph presents an outstanding manual for lecturers and graduate-level students as well as for researchers and practitioners in any branch of science and applications which require statistical modeling, analysis, and predictions.

Technometrics, Jul 3, 2022

Technometrics, Jan 2, 2022

This section will review those books whose content and level reflect the general editorial policy... more This section will review those books whose content and level reflect the general editorial policy of Technometrics. Publishers should send books for review to Ejaz Ahmed, Department of Mathematics and Sciences, Brock University, St. Catharines, ON L2S 3A1 (dean.fms@brocku.ca). The opinions expressed in this section are those of the reviewers. These opinions do not represent positions of the reviewers’ organization and may not reflect those of the editors or the sponsoring societies. Listed prices reflect information provided by the publisher and may not be current. The book purchase programs of the American Society for Quality can provide some of these books at reduced prices for members. For information, contact the American Society for Quality at 1 (800) 248-1946.

Model Assisted Statistics and Applications, Oct 10, 2012

the MASA members of the Editorial Board, reviewers, and guests of the journal, in July 31 st , at... more the MASA members of the Editorial Board, reviewers, and guests of the journal, in July 31 st , at the JSM is shown in Picture 1. The meeting was chaired by Stan Lipovetsky, Co-Editor-in-Chief of MASA. The topics of the discussion included how to promote the journal and to increase its citation rate. Professors Igor Mandel and Vladimir Ladyzhets suggested various ways for solving such problems. Reviewers and would be reviewers Jingjing Doris Gao, Hugh Gong, Fang Liu, and Shawn Odumade shared their thoughts on the subject Professor Wenyaw Chan has been organizing a special issue on "Recent developments in statistical methods for medical research".

Technometrics, Jan 2, 2022

The Bayesian IRT convergence diagnostic is considered, and the probit model is applied to estimat... more The Bayesian IRT convergence diagnostic is considered, and the probit model is applied to estimate the voting choice probability of each legislator. The multidimensional IRT is demonstrated on the roll call data from the 89th U.S. Senate during 19671969 period of congressional history, used also in the chapter 3. Two-dimensional plotting of the 90% HPD (highest posterior density) is shown, with the x-axis of liberal-conservative ideology, and the y-axis of regional/racial differences in legislators’ views. In the same scales, the results on the legislators and party groups’ locations from the IDEAL and W-NOMINATE application of different packages and functions are presented. Problems of identification of the model parameters and a minimally restricted solution are also discussed. Different functional forms to model legislators’ utility functions are described, including the Gaussian normal function and quadratic function used in DW-NOMINATE and in Bayesian IRT, respectively. The so-called α-NOMINATE uses a mixture model that nests the Gaussian and quadratic forms in the legislator utility function with an added α-parameter. This approach is applied via the anominate package in R for analyzing the structure of legislators’ utility functions in the 111th U.S. Senate. The IRT in application to the analysis of ordinal choice data and the measurement of latent ideology over time in dynamic models are also considered. The Bayesian mixed factor analysis model implemented in the MCMCordfactanal() function in MCMCpack package is equivalent to the standard two-parameter IRT model with a probit link, for the polytomous or ordinal data. This function is applied to the data from the 2004 ANES, used also in the chapters 2 and 4. The results of the ordinal IRT scaling of responses is presented in the scatter plot of ideal points in voting for Bush vs Kerry, and the outcomes of the probit model choice probability estimates are given by Democratic, Independent, and Republican parties. Estimating latent constructs over time and exploiting the temporal structure is accomplished by incorporating a random walk prior on the latent variable, that is demonstrated using data from the Comparative Manifestos Project which codes political party manifestos in every election across roughly 50 countries since 1945. The massive and novel data sets appear in more exotic quantities such as word usage by political candidates and parties or the network of relationships between political actors on social media platforms, when researchers encounter heavy computational costs and convergence issues. For analyzing large data sets, the EM (Expectation-Maximization) algorithm is efficient in estimating Bayesian IRT models, including the basic twoparameter model for binary choice data and its extension to ordinal choice data. For them, a closed-form version of the EM algorithm is derived that exactly maximizes the posterior distributions of the unknown parameters. In cases of dynamic, hierarchical, textual, and network IRT models, a closed-form EM algorithm is not possible, but a variational EM algorithm to approximately maximize the posterior distributions can be applied. The corresponding software of the emIRT package in R with implementation of the Poisson IRT (or “Wordfish”) model to analyze text data from presidential State of the Union (SOTU) addresses between 1985 and 2019 is described. In the Wordfish model, the data are organized as word frequencies in a matrix with the words on the rows and the documents on the columns. The word frequencies are assumed to be generated by a Poisson process that accounts for a general prevalence of a specific word in the latent ideological position of a document. The inferential framework and the scripts for using emIRT and two text-processing packages quanteda and tm in R are presented, with the results by six recent presidents’ speech ideological characteristics visualized and discussed. The book is completed with a list of several hundred references and a detailed index. Many exercises are given at the end of chapters. The R package for the data and new functions used in the book can be installed by library(devtools) and install_github(“davidaarmstrong/asmcjr”), and ggplot2 package is applied for visualization of the results. Multiple R codes are given throughout the book, helping to practical implementation of the considered techniques. The book can be interesting to students and researchers not only in political sciences, but it can actually enrich other applied socio-psychological and economical studies by new approaches and innovative statistical methods. Some additional related topics are considered in the sources given in the references below.

Technometrics, Apr 3, 2023

Technometrics, Apr 3, 2023

Technometrics, Jan 2, 2023

a book review for Technometrics.

Model Assisted Statistics and Applications, Aug 26, 2011

Journal of Data Science and Intelligent Systems, Jan 7, 2024

ISAHP proceedings, Jul 2, 2014

An AHP matrix of the quotients of the pair comparison priorities can be transformed to a matrix o... more An AHP matrix of the quotients of the pair comparison priorities can be transformed to a matrix of shares of the preferences. The transformed matrix can be used in Markov stochastic modeling via the Chapman-Kolmogorov system of equations for the discrete states. It yields a general solution and the steady-state probabilities. The priority vector can be interpreted as the eventual probabilities to belong to the discrete states corresponded to the compared items. The results of stochastic modeling correspond to robust estimations of priority vectors.

Technometrics, Oct 2, 2022

Technometrics, Oct 2, 2022

Technometrics, Jan 2, 2020

The monograph belongs to the series “Use R!” and presents a compendium of classical and modern st... more The monograph belongs to the series “Use R!” and presents a compendium of classical and modern statistical techniques used in psychometrics, with their implementations in R packages demonstrated by...

Technometrics, Jul 3, 2019

Model Assisted Statistics and Applications, Aug 26, 2022

Model Assisted Statistics and Applications, May 23, 2022

The work considers various multivariate statistical techniques in their modifications and applica... more The work considers various multivariate statistical techniques in their modifications and applications to management, information systems, economics, decision making, and marketing research problems. The methods include eigenvectors for many-way matrices, dual partial lest squares, modified factor and cluster analyses, and enhanced canonical correlation analysis. These approaches have been applied in numerous real projects and proved to be useful for data analysts, managers, and decision makers in solving practical problems.

Journal of choice modelling, Jun 1, 2018

The main idea of this paper is motivated by a paradigm from quantum physics where the probability... more The main idea of this paper is motivated by a paradigm from quantum physics where the probability amplitude is built as a superposition of the wave functions of states, and the squared modulus of amplitude defines the probability of state membership. Similar linear aggregates are used in classical physics for description of wave interference effects. In contrast to regular techniques of probability estimation in social-economic research (such as logistic regression, multinomial-logit (MNL), discrete choice modeling (DCM), conjoint, best-worst scaling (BWS), and other methods), the proposed approach of probability amplitude modeling permits finding choice probabilities themselves and demonstrates possible interference phenomena of entanglement of different choices. Particularly, a BWS example evaluated by complex utility MNL demonstrates how a choice of each item is composed from its pure-state and mix-state probabilities. The obtained numerical results are supportive of theoretical considerations and practical applications of the probability amplitude modeling, and can serve for better understanding and evaluation of choice decisions. 1. Introduction This work is motivated by an attempt to implement a quantum-like paradigm in some applied research projects dealing with constructing the probability amplitude and complex utilities for discrete choice modeling (DCM). The DCM is probably the most popular tool in applied social and economic sciences used for estimation of utility parameters and choice preferences among multiple alternatives. DCM is usually performed via the multinomial-logit (MNL) modeling originated in McFadden (1973) and developed in numerous subsequent works (

Technometrics, Jul 3, 2022

Technometrics, Apr 3, 2022

This section will review those books whose content and level reflect the general editorial policy... more This section will review those books whose content and level reflect the general editorial policy of Technometrics. Publishers should send books for review to Ejaz Ahmed, Department of Mathematics and Sciences, Brock University, St. Catharines, ON L2S 3A1 (dean.fms@brocku.ca). The opinions expressed in this section are those of the reviewers. These opinions do not represent positions of the reviewers’ organization and may not reflect those of the editors or the sponsoring societies. Listed prices reflect information provided by the publisher and may not be current. The book purchase programs of the American Society for Quality can provide some of these books at reduced prices for members. For information, contact the American Society for Quality at 1 (800) 248-1946.

Technometrics, Apr 3, 2021

The textbook contains about 500 R scripts and refers to a hundred datasets available freely at th... more The textbook contains about 500 R scripts and refers to a hundred datasets available freely at the link http://www. dartmouth.edu/~eugened of the author’s website stored at GitHub. Written in a precise mathematical language with explicit derivations via calculus and matrix algebra, with clear explanation of numerous formulae and their implementation in more than 440 classical and newly developed problems, with multiple figures and R codes, the monograph presents an outstanding manual for lecturers and graduate-level students as well as for researchers and practitioners in any branch of science and applications which require statistical modeling, analysis, and predictions.

Technometrics, Jul 3, 2022

Technometrics, Jan 2, 2022

This section will review those books whose content and level reflect the general editorial policy... more This section will review those books whose content and level reflect the general editorial policy of Technometrics. Publishers should send books for review to Ejaz Ahmed, Department of Mathematics and Sciences, Brock University, St. Catharines, ON L2S 3A1 (dean.fms@brocku.ca). The opinions expressed in this section are those of the reviewers. These opinions do not represent positions of the reviewers’ organization and may not reflect those of the editors or the sponsoring societies. Listed prices reflect information provided by the publisher and may not be current. The book purchase programs of the American Society for Quality can provide some of these books at reduced prices for members. For information, contact the American Society for Quality at 1 (800) 248-1946.

Model Assisted Statistics and Applications, Oct 10, 2012

the MASA members of the Editorial Board, reviewers, and guests of the journal, in July 31 st , at... more the MASA members of the Editorial Board, reviewers, and guests of the journal, in July 31 st , at the JSM is shown in Picture 1. The meeting was chaired by Stan Lipovetsky, Co-Editor-in-Chief of MASA. The topics of the discussion included how to promote the journal and to increase its citation rate. Professors Igor Mandel and Vladimir Ladyzhets suggested various ways for solving such problems. Reviewers and would be reviewers Jingjing Doris Gao, Hugh Gong, Fang Liu, and Shawn Odumade shared their thoughts on the subject Professor Wenyaw Chan has been organizing a special issue on "Recent developments in statistical methods for medical research".

Technometrics, Jan 2, 2022

The Bayesian IRT convergence diagnostic is considered, and the probit model is applied to estimat... more The Bayesian IRT convergence diagnostic is considered, and the probit model is applied to estimate the voting choice probability of each legislator. The multidimensional IRT is demonstrated on the roll call data from the 89th U.S. Senate during 19671969 period of congressional history, used also in the chapter 3. Two-dimensional plotting of the 90% HPD (highest posterior density) is shown, with the x-axis of liberal-conservative ideology, and the y-axis of regional/racial differences in legislators’ views. In the same scales, the results on the legislators and party groups’ locations from the IDEAL and W-NOMINATE application of different packages and functions are presented. Problems of identification of the model parameters and a minimally restricted solution are also discussed. Different functional forms to model legislators’ utility functions are described, including the Gaussian normal function and quadratic function used in DW-NOMINATE and in Bayesian IRT, respectively. The so-called α-NOMINATE uses a mixture model that nests the Gaussian and quadratic forms in the legislator utility function with an added α-parameter. This approach is applied via the anominate package in R for analyzing the structure of legislators’ utility functions in the 111th U.S. Senate. The IRT in application to the analysis of ordinal choice data and the measurement of latent ideology over time in dynamic models are also considered. The Bayesian mixed factor analysis model implemented in the MCMCordfactanal() function in MCMCpack package is equivalent to the standard two-parameter IRT model with a probit link, for the polytomous or ordinal data. This function is applied to the data from the 2004 ANES, used also in the chapters 2 and 4. The results of the ordinal IRT scaling of responses is presented in the scatter plot of ideal points in voting for Bush vs Kerry, and the outcomes of the probit model choice probability estimates are given by Democratic, Independent, and Republican parties. Estimating latent constructs over time and exploiting the temporal structure is accomplished by incorporating a random walk prior on the latent variable, that is demonstrated using data from the Comparative Manifestos Project which codes political party manifestos in every election across roughly 50 countries since 1945. The massive and novel data sets appear in more exotic quantities such as word usage by political candidates and parties or the network of relationships between political actors on social media platforms, when researchers encounter heavy computational costs and convergence issues. For analyzing large data sets, the EM (Expectation-Maximization) algorithm is efficient in estimating Bayesian IRT models, including the basic twoparameter model for binary choice data and its extension to ordinal choice data. For them, a closed-form version of the EM algorithm is derived that exactly maximizes the posterior distributions of the unknown parameters. In cases of dynamic, hierarchical, textual, and network IRT models, a closed-form EM algorithm is not possible, but a variational EM algorithm to approximately maximize the posterior distributions can be applied. The corresponding software of the emIRT package in R with implementation of the Poisson IRT (or “Wordfish”) model to analyze text data from presidential State of the Union (SOTU) addresses between 1985 and 2019 is described. In the Wordfish model, the data are organized as word frequencies in a matrix with the words on the rows and the documents on the columns. The word frequencies are assumed to be generated by a Poisson process that accounts for a general prevalence of a specific word in the latent ideological position of a document. The inferential framework and the scripts for using emIRT and two text-processing packages quanteda and tm in R are presented, with the results by six recent presidents’ speech ideological characteristics visualized and discussed. The book is completed with a list of several hundred references and a detailed index. Many exercises are given at the end of chapters. The R package for the data and new functions used in the book can be installed by library(devtools) and install_github(“davidaarmstrong/asmcjr”), and ggplot2 package is applied for visualization of the results. Multiple R codes are given throughout the book, helping to practical implementation of the considered techniques. The book can be interesting to students and researchers not only in political sciences, but it can actually enrich other applied socio-psychological and economical studies by new approaches and innovative statistical methods. Some additional related topics are considered in the sources given in the references below.

Technometrics, Apr 3, 2023

Technometrics, Apr 3, 2023

Technometrics, Jan 2, 2023

a book review for Technometrics.

Model Assisted Statistics and Applications, Aug 26, 2011

Journal of Data Science and Intelligent Systems, Jan 7, 2024

ISAHP proceedings, Jul 2, 2014

An AHP matrix of the quotients of the pair comparison priorities can be transformed to a matrix o... more An AHP matrix of the quotients of the pair comparison priorities can be transformed to a matrix of shares of the preferences. The transformed matrix can be used in Markov stochastic modeling via the Chapman-Kolmogorov system of equations for the discrete states. It yields a general solution and the steady-state probabilities. The priority vector can be interpreted as the eventual probabilities to belong to the discrete states corresponded to the compared items. The results of stochastic modeling correspond to robust estimations of priority vectors.

Technometrics, Oct 2, 2022

Technometrics, Oct 2, 2022