The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior

DOI10.1007/s11336-013-9380-yzbMath1322.62333OpenAlexW2069311389WikidataQ43615723 ScholiaQ43615723MaRDI QIDQ748206

Jeff A. Jones, Niels G. Waller

Publication date: 20 October 2015

Published in: Psychometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11336-013-9380-y

zbMATH Keywords

confidence intervalsmultiple regressionADFstandardized regression coefficients

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Applications of statistics to psychology (62P15)

Related Items

Simple and flexible Bayesian inferences for standardized regression coefficients ⋮ Some improvements in confidence intervals for standardized regression coefficients ⋮ Erratum to: ``The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior ⋮ Negligible interaction test for continuous predictors

Uses Software

• R
• Mplus
• LISREL

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A method for simulating non-normal distributions
• The synthesis of regression slopes in meta-analysis
• The geometry of enhancement in multiple regression
• Biases and standard errors of standardized regression coefficients
• Correlation weights in multiple regression
• Simulating multivariate nonnormal distributions
• A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients
• The asymptotic covariance matrix of sample correlation coefficients under general conditions
• Investigating the performance of alternate regression weights by studying all possible criteria in regression models with a fixed set of predictors
• Asymptotic Expansion in Reduced Rank Regression Under Normality and Nonnormality
• Better Bootstrap Confidence Intervals
• The asymptotic distribution of elements of a correlation matrix: Theory and application
• Statistical Inference Based on Pseudo-Maximum Likelihood Estimators in Elliptical Populations
• Asymptotically distribution‐free methods for the analysis of covariance structures
• Linear Models in Statistics
• Asymptotic expansion and asymptotic robustness of the normal-theory estimators in the random regression model
• Measures of multivariate skewness and kurtosis with applications