Biases and standard errors of standardized regression coefficients

DOI10.1007/S11336-011-9224-6MaRDI QIDQ658145zbMATH OpenOpenAlexWikidataFDO

Authors Ke-Hai Yuan, Wai Chan

Publication date 11 January 2012

Published in Psychometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11336-011-9224-6

zbMATH Keywords

asymptoticsconsistencyMonte Carlo

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 3492012 (Why is no real title available?)
• scientific article; zbMATH DE number 1261669 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 194749 (Why is no real title available?)
• scientific article; zbMATH DE number 847272 (Why is no real title available?)
• scientific article; zbMATH DE number 3046039 (Why is no real title available?)
• Analysis of covariance and correlation structures
• Estimation of Standardized Regression Coefficients
• Inferences on correlation coefficients in some classes of nonnormal distributions
• SIMPLIFIED FORMULAE FOR STANDARD ERRORS IN MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS

Cited in

(9)

• Which method delivers greater signal‐to‐noise ratio: Structural equation modelling or regression analysis with weighted composites?
• Some improvements in confidence intervals for standardized regression coefficients
• Bias Reduction of Estimated Standard Errors in Factor Analysis
• Errors-in-variables with systematic biases
• Standardized regression coefficients and newly proposed estimators for \({R}^{{2}}\) in multiply imputed data
• Erratum to: ``The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior
• The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior
• Another look at the method of Y-standardization in logit and probit models
• Simple and flexible Bayesian inferences for standardized regression coefficients

Describes a project that uses

Uses Software

• Mplus
• LISREL
• EQS
• bootstrap

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