New testing procedures for Structural Equation Modeling
From MaRDI portal
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Bootstrap, jackknife and other resampling methods (62F40) Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Factor analysis and principal components; correspondence analysis (62H25)
Abstract: We introduce and evaluate a new class of hypothesis testing procedures for moment structures. The methods are valid under weak assumptions and includes the well-known Satorra-Bentler adjustment as a special case. The proposed procedures applies also to difference testing among nested models. We prove the consistency of our approach. We introduce a bootstrap selection mechanism to optimally choose a p-value approximation for a given sample. Also, we propose bootstrap procedures for assessing the asymptotic robustness (AR) of the normal-theory maximum likelihood test, and for the key assumption underlying the Satorra-Bentler adjustment (Satorra-Bentler consistency). Simulation studies indicate that our new p-value approximations performs well even under severe nonnormality and realistic sample sizes, but that our tests for AR and Satorra-Bentler consistency require very large sample sizes to work well.
This page was built for publication: New testing procedures for Structural Equation Modeling
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6278395)
