Pages that link to "Item:Q1896075"

The following pages link to Model conditions for asymptotic robustness in the analysis of linear relations (Q1896075):

Displaying 16 items.

• On normal theory based inference for multilevel models with distributional violations (Q463127) (← links)
• Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model (Q549917) (← links)
• Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables (Q748207) (← links)
• Correlated samples with fixed and nonnormal latent variables (Q817992) (← links)
• Eight test statistics for multilevel structural equation models (Q956737) (← links)
• Asymptotic robustness of the asymptotic biases in structural equation modeling (Q957243) (← links)
• The variance matrix of sample second-order moments in multivariate linear relations (Q1199870) (← links)
• Structural equation models with continuous and polytomous variables (Q1205770) (← links)
• Asymptotic biases in exploratory factor analysis and structural equation modeling (Q2259989) (← links)
• On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions (Q2259999) (← links)
• Mean comparison: manifest variable versus latent variable (Q2260959) (← links)
• Covariance structural analysis with polytomous variables in several populations (Q2367935) (← links)
• The nonsingularity of \(\varGamma\) in covariance structure analysis of nonnormal data (Q2443316) (← links)
• Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models (Q2485995) (← links)
• Standard errors of fit indices using residuals in structural equation modeling (Q2511848) (← links)
• Robustness of normal theory statistics in structural equation models* (Q3985469) (← links)