Model conditions for asymptotic robustness in the analysis of linear relations

DOI10.1016/0167-9473(90)90004-2zbMath0825.62516OpenAlexW2039930643MaRDI QIDQ1896075

Albert Satorra, Peter M. Bentler

Publication date: 17 August 1995

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://www.escholarship.org/uc/item/4qb329x0

zbMATH Keywords

asymptotic distributionrobustnessfactor analysiscovariance structureasymptotic covariance matrixstructural equation modelgoodness-of-fit statisticminimum discrepancy

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (16)

Covariance structural analysis with polytomous variables in several populations ⋮ Robustness of normal theory statistics in structural equation models* ⋮ The nonsingularity of \(\varGamma\) in covariance structure analysis of nonnormal data ⋮ On normal theory based inference for multilevel models with distributional violations ⋮ Eight test statistics for multilevel structural equation models ⋮ Asymptotic robustness of the asymptotic biases in structural equation modeling ⋮ The variance matrix of sample second-order moments in multivariate linear relations ⋮ Structural equation models with continuous and polytomous variables ⋮ Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models ⋮ Asymptotic biases in exploratory factor analysis and structural equation modeling ⋮ On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions ⋮ Mean comparison: manifest variable versus latent variable ⋮ Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model ⋮ Standard errors of fit indices using residuals in structural equation modeling ⋮ Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables ⋮ Correlated samples with fixed and nonnormal latent variables

Uses Software

• LISREL
• EQS

Cites Work

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• Some algebraic properties of the Reticular Action Model for moment structures
• Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
• Linear latent variable models and covariance structures
• The asymptotic normal distribution of estimators in factor analysis under general conditions
• The asymptotic distributions of some estimators for a factor analysis model
• Linear structural equations with latent variables
• Asymptotic Theory of Overparameterized Structural Models
• Robustness of statistical inference in factor analysis and related models
• Robustness of normal theory statistics in structural equation models*
• Asymptotically distribution‐free methods for the analysis of covariance structures
• Robustness of normal theory methods in the analysis of linear latent variate models

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