Improving parameter tests in covariance structure analysis
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Recommendations
- Mean and Covariance Structure Analysis: Theoretical and Practical Improvements
- Asymptotically distribution‐free methods for the analysis of covariance structures
- Analysis of covariance and correlation structures
- Nonparametric estimation of standard errors in covariance analysis using the infinitesimal jackknife
Cites work
- scientific article; zbMATH DE number 4018122 (Why is no real title available?)
- scientific article; zbMATH DE number 3934230 (Why is no real title available?)
- scientific article; zbMATH DE number 192992 (Why is no real title available?)
- scientific article; zbMATH DE number 1251084 (Why is no real title available?)
- scientific article; zbMATH DE number 1304671 (Why is no real title available?)
- An alternative two stage least squares \((2SLS)\) estimator for latent variable equations
- Application of the bootstrap methods in factor analysis
- Asymptotic chi-square tests for a large class of factor analysis models
- Asymptotically distribution‐free methods for the analysis of covariance structures
- Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and the identity
- Linear latent variable models and covariance structures
- Mean and Covariance Structure Analysis: Theoretical and Practical Improvements
- Multivariate empirical Bayes and estimation of covariance matrices
- Multivariate regression models for panel data
- Robustness of some estimators for the analysis of covariance structures
- Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
- The asymptotic normal distribution of estimators in factor analysis under general conditions
Cited in
(20)- Standard errors of fit indices using residuals in structural equation modeling
- Mean and Covariance Structure Analysis: Theoretical and Practical Improvements
- On the relations among regular, equal unique variances, and image factor analysis models
- Robust mean and covariance structure analysis through iteratively reweighted least squares
- Principal components on coefficient of variation matrices
- Improvement of the quality of the chi-square approximation for the ADF test on a covariance matrix with a linear structure
- The small sample performance of estimators of the standard errors of structural equation models
- Quantifying adventitious error in a covariance structure as a random effect
- Robust structural equation modeling with missing data and auxiliary variables
- Single- and multiple-group penalized factor analysis: a trust-region algorithm approach with integrated automatic multiple tuning parameter selection
- Determinants of standard errors of mles in confirmatory factor analysis
- Erratum to: ``The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior
- Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables
- scientific article; zbMATH DE number 4003333 (Why is no real title available?)
- Assessing the size of model misfit in structural equation models
- Moderation analysis using a two-level regression model
- Structural equation modeling with near singular covariance matrices
- Nonparametric estimation of standard errors in covariance analysis using the infinitesimal jackknife
- On Muthén's maximum likelihood for two-level covariance structure models
- On normal theory based inference for multilevel models with distributional violations
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