Stas Kolenikov @ Missouri

My CV and my academic genealogy tree.

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E-mail me: kolenikovs at missouri dot edu.
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Statistics in the Social Sciences: Current Methodological Developments

Structural equation modeling: asymptotic theory, misspecified models, estimation and testing.

• Savalei, V., and Kolenikov, S. (2008). Constrained Versus Unconstrained Estimation in Structural Equation Modeling. Psychological Methods, 13(2), pp 150--170. doi: 10.1037/1082-989X.13.2.150
• Kolenikov, S., and Bollen, K. Unified treatment of the least squares and instrumental variable estimation methods for structural equation models using generalized method of moments. Working paper.
• Kolenikov, S., and Bollen, K. Testing Negative Error Variances: Is a Heywood Case a Symptom of Misspecification? Working paper, R&R (Sociological Methods and Research).
• Yuan, Y, and Kolenikov, S. Empirical likelihood estimation and testing in structural equation models. Working paper, submitted.
• Kolenikov, S. Bias of parameter estimates in misspecified structural equation models. Working paper, submitted.
• Kolenikov, S., Li, N., and Bollen, K. Estimating equations, and sandwich variance estimator in structural equation models. Work in progress.
• Kolenikov, S., and Savalei, V. Underidentification and testing in factor analysis models. Work in progress.
• NSF grant: Structural Misspecification in Latent Variable Models: Symptoms, Consequences, and Diagnostic Tests. Collaborative research with Kenneth Bollen.
• SEM diagrams with Graphviz.

Survey statistics: design-based inference, resampling methods

• Kolenikov, S. and Angeles, G. On costs in repeated clustered surveys. Working paper, submitted (R&R, Survey Methodology), previous version also available as CPC/Measure working paper No. WP-05-87-en.
• Kolenikov, S (2007) Applications of quasi-Monte Carlo methods in inference for complex survey data. ASA Survey Research Methods Section Proceedings.
• Kolenikov, S. (2009) Resampling variance estimation for complex survey data. Accepted to Stata Journal.
• Review of survey capabilities of Stata.

Economics: income distribution

• Kolenikov, S., and Angeles, G. (2009) Socioeconomic status measurement with discrete proxy variables: Is principal component analysis a reliable answer? Review of Income and Wealth, vol. 55 (1), pp. 128--165, DOI: 10.1111/j.1475-4991.2008.00309.x. A much earlier version also available as CPC/Measure working paper No. WP-04-85-en,
• Kolenikov, S., and Shorrocks, A. A Decomposition Analysis of Regional Poverty in Russia. Review of Development Economics, 9(1), pp. 25--46. doi: 10.1111/j.1467-9361.2005.00262.x

Statistical programming: Stata software

• confa package: confirmatory factor analysis. Type
  . findit confa
  in Stata to download. Fully documented as:

  Kolenikov, S. (2009) Confirmatory factor analysis using confa, Stata Journal, 9 (3), 329--373 (click here to access).

• bsweights package: bootstrap weights for complex surveys. Type
  . findit survey bootstrap
  in Stata to download. Description available here.
• Other packages: type
  . net from http://web.missouri.edu/~kolenikovs/stata
  to find out more.

• Specification testing with Heywood cases: Can standard errors be trusted?, presentation at Association for Psychological Science convention, San Francisco, May 2009.
• Applications of quasi-Monte Carlo methods in survey inference, presentation at the Statistical Society of Canada annual meeting, Vancouver, June 2009.
• Inference with Heywood cases, presentation at the Quantitative Psychology seminar, University of Missouri, April 2009, and University of Kansas Quantitative Psychology pro-seminar, September 2009.
• Survey bootstrap and bootstrap weights, presentation at Summer North American Stata User Group meeting, July 2008, Chicago.