On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions

DOI10.1007/BF02295645MaRDI QIDQ2259999zbMATH OpenOpenAlexFDO

Authors Ke-Hai Yuan, Peter M. Bentler

Publication date 5 March 2015

Published in Psychometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02295645

zbMATH Keywords

asymptoticselliptical distributionlikelihood ratio statisticrescaled statistic

Mathematics Subject Classification ID

Applications of statistics to psychology (62P15)

Recommendations

• Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models
• Analysis of Covariance Structures Under Elliptical Distributions
• scientific article; zbMATH DE number 1347891
• Publication:3489129
• On normal theory based inference for multilevel models with distributional violations

Cites work

• A distribution free approach for analysis of two-level structural equation model
• A fast scoring algorithm for maximum likelihood estimation in unbalanced mixed models with nested random effects
• A general model for the analysis of multilevel data
• An EM algorithm for fitting two-level structural equation models
• Analysis of Covariance Structures Under Elliptical Distributions
• Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
• Asymptotic distributions of some test criteria for the covariance matrix in elliptical distributions under local alternatives
• Asymptotic expansion of the joint distribution of sample mean vector and sample covariance matrix from an elliptical population
• ASYMPTOTIC ROBUSTNESS IN MULTIPLE GROUP LINEAR-LATENT VARIABLE MODELS
• Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models
• Asymptotically distribution‐free methods for the analysis of covariance structures
• Balanced versus unbalanced designs for linear structural relations in two‐level data
• Consistency property of elliptical probability density functions
• Covariance structure analysis with heterogeneous kurtosis parameters
• Eight test statistics for multilevel structural equation models
• Factor analysis for clustered observations
• Geodesic estimation in elliptical distributions
• scientific article; zbMATH DE number 417563 (Why is no real title available?)
• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 4036942 (Why is no real title available?)
• scientific article; zbMATH DE number 4070068 (Why is no real title available?)
• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• scientific article; zbMATH DE number 3519741 (Why is no real title available?)
• scientific article; zbMATH DE number 3567775 (Why is no real title available?)
• scientific article; zbMATH DE number 1203736 (Why is no real title available?)
• scientific article; zbMATH DE number 1261669 (Why is no real title available?)
• scientific article; zbMATH DE number 1338141 (Why is no real title available?)
• scientific article; zbMATH DE number 1347891 (Why is no real title available?)
• scientific article; zbMATH DE number 1136446 (Why is no real title available?)
• scientific article; zbMATH DE number 1497444 (Why is no real title available?)
• scientific article; zbMATH DE number 1865518 (Why is no real title available?)
• scientific article; zbMATH DE number 5799220 (Why is no real title available?)
• Inferences on correlation coefficients in some classes of nonnormal distributions
• Maximum likelihood estimation for unbalanced multilevel covariance structure models via the EM algorithm
• Model conditions for asymptotic robustness in the analysis of linear relations
• Multilevel analysis of structural equation models
• Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population
• On normal theory based inference for multilevel models with distributional violations
• On the problem of more than one kurtosis parameter in multivariate analysis
• Radial estimates and the test for sphericity
• Regression analysis of multilevel data with measurement error
• Robust statistics for test-of-independence and related structural models
• Robustness and efficiency properties of scatter matrices
• Statistical Inference Based on Pseudo-Maximum Likelihood Estimators in Elliptical Populations
• The distribution of the covariance matrix for a subset of elliptical distributions with extension to two kurtosis parameters
• The numerical computation of Bessel functions of the first and second kind for integer orders and complex arguments

Cited in

(5)

• Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models
• Asymptotic robustness of standard errors in multilevel structural equation models
• Analysis of Covariance Structures Under Elliptical Distributions
• On normal theory based inference for multilevel models with distributional violations
• Eight test statistics for multilevel structural equation models

Describes a project that uses

Uses Software

• LISREL

This page was built for publication: On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2259999)