Improving parameter tests in covariance structure analysis
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Publication:1389396
DOI10.1016/S0167-9473(97)00025-XzbMATH Open1003.62523MaRDI QIDQ1389396FDOQ1389396
Authors: Ke-Hai Yuan, Peter M. Bentler 
Publication date: 29 June 1998
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
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maximum likelihoodbiasmean square errorasymptotically distribution freecorrected standard errorZ-scores
Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
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- Multivariate regression models for panel data
- An alternative two stage least squares \((2SLS)\) estimator for latent variable equations
- Mean and Covariance Structure Analysis: Theoretical and Practical Improvements
- 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
- Multivariate empirical Bayes and estimation of covariance matrices
- The asymptotic normal distribution of estimators in factor analysis under general conditions
- Application of the bootstrap methods in factor analysis
- Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
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- Robustness of some estimators for the analysis of covariance structures
Cited In (20)
- Quantifying adventitious error in a covariance structure as a random effect
- Single- and multiple-group penalized factor analysis: a trust-region algorithm approach with integrated automatic multiple tuning parameter selection
- Principal components on coefficient of variation matrices
- Nonparametric estimation of standard errors in covariance analysis using the infinitesimal jackknife
- Title not available (Why is that?)
- On Muthén's maximum likelihood for two-level covariance structure models
- The small sample performance of estimators of the standard errors of structural equation models
- On the relations among regular, equal unique variances, and image factor analysis models
- Robust mean and covariance structure analysis through iteratively reweighted least squares
- Erratum to: ``The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior
- On normal theory based inference for multilevel models with distributional violations
- Determinants of standard errors of mles in confirmatory factor analysis
- Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables
- Improvement of the quality of the chi-square approximation for the ADF test on a covariance matrix with a linear structure
- Robust structural equation modeling with missing data and auxiliary variables
- Moderation analysis using a two-level regression model
- Assessing the size of model misfit in structural equation models
- Structural equation modeling with near singular covariance matrices
- Standard errors of fit indices using residuals in structural equation modeling
- Mean and Covariance Structure Analysis: Theoretical and Practical Improvements
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