Limited information estimation and testing of discretized multivariate normal structural models

DOI10.1007/s11336-005-0773-4zbMath1306.62476OpenAlexW2120632042MaRDI QIDQ2260953

Albert Maydeu-Olivares

Publication date: 6 March 2015

Published in: Psychometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11336-005-0773-4

zbMATH Keywords

goodness-of-fitlimited information estimationstructural equation modelsGLSIRTLISRELcategorical data analysispseudo-maximum likelihood estimationdata sparsenesspolychoric correlationsWLS estimation

Mathematics Subject Classification ID

Applications of statistics to psychology (62P15)

Related Items (15)

Limited information estimation in binary factor analysis: a review and extension ⋮ A general family of limited information goodness-of-fit statistics for multinomial data ⋮ On identification and non-normal simulation in ordinal covariance and item response models ⋮ Assessing the size of model misfit in structural equation models ⋮ Bi-factor and second-order copula models for item response data ⋮ Partial identification of latent correlations with ordinal data ⋮ Ridge structural equation modelling with correlation matrices for ordinal and continuous data ⋮ Asymptotic robustness study of the polychoric correlation estimation ⋮ Factor tree copula models for item response data ⋮ Limited information goodness-of-fit testing in multidimensional contingency tables ⋮ A polychoric instrumental variable (PIV) estimator for structural equation models with categorical variables ⋮ Partial identification of latent correlations with binary data ⋮ A problem with discretizing Vale-Maurelli in simulation studies ⋮ Factor copula models for item response data ⋮ Models for paired comparison data: a review with emphasis on dependent data

Uses Software

• LISREL

Cites Work

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• Pseudo maximum likelihood estimation: Theory and applications
• Contributions to factor analysis of dichotomous variables
• On the estimation of polychoric correlations and their asymptotic covariance matrix
• Limited information estimation and testing of Thurstonian models for paired comparison data under multiple judgment sampling
• Testing the assumptions underlying tetrachoric correlations
• Generalized Inverses, Wald's Method, and the Construction of Chi-Squared Tests of Fit
• A two‐stage estimation of structural equation models with continuous and polytomous variables
• Asymptotically distribution‐free methods for the analysis of covariance structures
• Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification

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