Asymptotic chi-square tests for a large class of factor analysis models
From MaRDI portal
Recommendations
- The asymptotic normal distribution of estimators in factor analysis under general conditions
- Robustness of statistical inference in factor analysis and related models
- The asymptotic distribution of a goodness of fit statistic for factorial invariance
- Linear latent variable models and covariance structures
- scientific article; zbMATH DE number 1302155
Cited in
(36)- The asymptotic distribution of a goodness of fit statistic for factorial invariance
- The asymptotic normal distribution of estimators in factor analysis under general conditions
- Robust statistics for test-of-independence and related structural models
- The variance matrix of sample second-order moments in multivariate linear relations
- A note on the parameter set for factor analysis models
- Improving parameter tests in covariance structure analysis
- Modeling and prediction for multivariate spatial factor analysis
- Nonlinear factor analysis as a statistical method.
- Asymptotic expansions and bootstrap approximations in factor analysis
- Modified distribution-free goodness-of-fit test statistic
- Circumplex models for correlation matrices
- A matrix equality useful in goodness-of-fit testing of structural equation models
- Identification of inconsistent variates in factor analysis
- Inferences on correlation coefficients in some classes of nonnormal distributions
- A note on likelihood ratio tests for models with latent variables
- Model-based maximum covariance analysis for irregularly observed climatological data
- Mean comparison: manifest variable versus latent variable
- Continuous orthogonal complement functions and distribution-free goodness of fit tests in moment structure analysis
- Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models
- Test for Generalized Variance in Factor Analysis Model
- Asymptotic Theory of Overparameterized Structural Models
- scientific article; zbMATH DE number 4036942 (Why is no real title available?)
- Robustness of normal theory statistics in structural equation models*
- scientific article; zbMATH DE number 1302155 (Why is no real title available?)
- Distribution of preferences and measurement errors in a disaggregated expenditure system
- On normal theory based inference for multilevel models with distributional violations
- Latent variable modeling for integrating output from multiple climate models
- Wald Statistics in high-dimensional PCA
- Generalized Factor Model for Ultra-High Dimensional Correlated Variables with Mixed Types
- A note on one-factor analysis
- Exact and asymptotic tests on a factor model in low and large dimensions with applications
- Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables
- Correlated samples with fixed and nonnormal latent variables
- Linear latent variable models and covariance structures
- Eight test statistics for multilevel structural equation models
- Asymptotic robustness of the asymptotic biases in structural equation modeling
This page was built for publication: Asymptotic chi-square tests for a large class of factor analysis models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q918606)