The following pages link to EQS (Q19696):
Displayed 50 items.
- Covariance model simulation using regular vines (Q1695739) (← links)
- Bayesian analysis for mixture of latent variable hidden Markov models with multivariate longitudinal data (Q1727865) (← links)
- Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis (Q1819484) (← links)
- Inflation and Central Bank independence revisited (Q1852906) (← links)
- Environmentally responsible manufacturing: The development and validation of a measurement model (Q1869518) (← links)
- A matrix equality useful in goodness-of-fit testing of structural equation models (Q1874087) (← links)
- Model conditions for asymptotic robustness in the analysis of linear relations (Q1896075) (← links)
- Identification of inconsistent variates in factor analysis (Q1897126) (← links)
- A Bayesian approach for generalized random coefficient structural equation models for longitudinal data with adjacent time effects (Q1927199) (← links)
- The effect of central bank independence on inflation in developing countries (Q1929026) (← links)
- Efficient likelihood estimation of generalized structural equation models with a mix of normal and nonnormal responses (Q2066609) (← links)
- Maximum likelihood estimation of multilevel structural equation models with random slopes for latent covariates (Q2220366) (← links)
- Covariance structure analysis of ordinal ipsative data (Q2248668) (← links)
- Stepwise variable selection in factor analysis (Q2250607) (← links)
- Robust mean and covariance structure analysis through iteratively reweighted least squares (Q2250612) (← links)
- On the relations among regular, equal unique variances, and image factor analysis models (Q2250613) (← links)
- A multitrait-multimethod model with minimal assumptions (Q2250631) (← links)
- Maximum likelihood estimation of latent interaction effects with the LMS method (Q2250643) (← links)
- Bayesian estimation and testing of structural equation models (Q2250658) (← links)
- On the relationship between the higher-order factor model and the hierarchical factor model (Q2250666) (← links)
- Thurstonian modeling of ranking data via mean and covariance structure analysis (Q2250677) (← links)
- Constrained maximum likelihood estimation of two-level covariance structure model via EM type algorithms (Q2250685) (← links)
- Model comparison of nonlinear structural equation models with fixed covariates (Q2259548) (← links)
- Variational approximations for categorical causal modeling with latent variables (Q2259879) (← links)
- An EM algorithm for fitting two-level structural equation models (Q2259981) (← links)
- On nonequivalence of several procedures of structural equation modeling (Q2260033) (← links)
- Mean comparison: manifest variable versus latent variable (Q2260959) (← links)
- Covariate-free and covariate-dependent reliability (Q2364844) (← links)
- Pairwise likelihood ratio tests and model selection criteria for structural equation models with ordinal variables (Q2364850) (← links)
- Covariance structural analysis with polytomous variables in several populations (Q2367935) (← links)
- Improving the convergence rate and speed of Fisher-scoring algorithm: ridge and anti-ridge methods in structural equation modeling (Q2397335) (← links)
- Information matrices and standard errors for MLEs of item parameters in IRT (Q2452300) (← links)
- Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models (Q2485995) (← links)
- A Bayesian analysis of finite mixtures in the LISREL model (Q2511832) (← links)
- A polychoric instrumental variable (PIV) estimator for structural equation models with categorical variables (Q2517876) (← links)
- Covariance structure analysis with three-level data (Q2563645) (← links)
- (Q2863112) (← links)
- Bayesian analysis of multi-group nonlinear structural equation models with application to behavioral finance (Q2873020) (← links)
- Evaluation of latent construct correlations in the presence of missing data: A note on a latent variable modelling approach (Q2905123) (← links)
- (Q2971505) (← links)
- Ridge structural equation modelling with correlation matrices for ordinal and continuous data (Q3018639) (← links)
- Maximum Likelihood Estimation of Two-Level Latent Variable Models with Mixed Continuous and Polytomous Data (Q3078822) (← links)
- Covariance structure analysis with heterogeneous kurtosis parameters (Q3212138) (← links)
- Nonlinear dynamical structural equation models (Q3395738) (← links)
- Maximum Likelihood Analysis of a General Latent Variable Model with Hierarchically Mixed Data (Q3445279) (← links)
- Relationship building, lean strategy and firm performance: an exploratory study in the automotive supplier industry (Q3541170) (← links)
- Greatest lower bound to the elliptical theory kurtosis parameter (Q3713376) (← links)
- (Q4280940) (← links)
- Mean and Covariance Structure Analysis: Theoretical and Practical Improvements (Q4366259) (← links)
- (Q4891961) (← links)