Mean comparison: manifest variable versus latent variable
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Cites work
- A GENERAL METHOD FOR STUDYING DIFFERENCES IN FACTOR MEANS AND FACTOR STRUCTURE BETWEEN GROUPS
- A note on the consistency of estimators in the analysis of moment structures
- A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers
- A unifying expression for the maximal reliability of a linear composite
- An Asymptotic Expansion of the Distribution of Hotelling'sT2-Statistic Under General Distributions
- Asymptotic chi-square tests for a large class of factor analysis models
- Asymptotic expansions of the null distributions of test statistics for multivariate linear hypothesis under nonnormality
- Effect size, power, and sample size determination for structured means modeling and mimic approaches to between-groups hypothesis testing of means on a single latent construct
- Fixed Alternatives and Wald's Formulation of the Noncentral Asymptotic Behavior of the Likelihood Ratio Statistic
- scientific article; zbMATH DE number 3812757 (Why is no real title available?)
- scientific article; zbMATH DE number 3818858 (Why is no real title available?)
- scientific article; zbMATH DE number 3930202 (Why is no real title available?)
- scientific article; zbMATH DE number 3956262 (Why is no real title available?)
- scientific article; zbMATH DE number 48701 (Why is no real title available?)
- scientific article; zbMATH DE number 3539473 (Why is no real title available?)
- scientific article; zbMATH DE number 1261669 (Why is no real title available?)
- scientific article; zbMATH DE number 1347891 (Why is no real title available?)
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- scientific article; zbMATH DE number 847272 (Why is no real title available?)
- scientific article; zbMATH DE number 926565 (Why is no real title available?)
- scientific article; zbMATH DE number 3201068 (Why is no real title available?)
- Model conditions for asymptotic robustness in the analysis of linear relations
- On nonequivalence of several procedures of structural equation modeling
- On robustness of the normal-theory based asymptotic distributions of three reliability coefficient estimates
- On the multivariate asymptotic distribution of sequential chi-square statistics
- Robustness of normal theory methods in the analysis of linear latent variate models
- Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
- Three Approximate Solutions to the Multivariate Behrens–Fisher Problem
Cited in
(6)- Asymptotic expansions in mean and covariance structure analysis
- On the misuse of manifest variables in the detection of measurement bias
- The dual of the principal ideal generated by a pure \(p\)-form
- Asymptotic expansions in multi-group analysis of moment structures with an application to linearized estimators
- Comparison of type I error and statistical power between state trace analysis and analysis of variance
- Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses
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