Pages that link to "Item:Q1389396"
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The following pages link to Improving parameter tests in covariance structure analysis (Q1389396):
Displaying 10 items.
- On normal theory based inference for multilevel models with distributional violations (Q463127) (← links)
- Moderation analysis using a two-level regression model (Q487610) (← links)
- Principal components on coefficient of variation matrices (Q537346) (← links)
- Robust structural equation modeling with missing data and auxiliary variables (Q692422) (← links)
- Single- and multiple-group penalized factor analysis: a trust-region algorithm approach with integrated automatic multiple tuning parameter selection (Q823858) (← links)
- Nonparametric estimation of standard errors in covariance analysis using the infinitesimal jackknife (Q998830) (← links)
- Structural equation modeling with near singular covariance matrices (Q1023844) (← 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)
- On Muthén's maximum likelihood for two-level covariance structure models (Q2260070) (← links)
