Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models

DOI10.1016/J.JMVA.2004.05.005MaRDI QIDQ2485995zbMATH OpenOpenAlexFDO

Authors Ke-Hai Yuan, Peter M. Bentler

Publication date 5 August 2005

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2004.05.005

zbMATH Keywords

Asymptotic robustnessLikelihood ratio statisticMultilevel covariance structureNonnormal data

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35) Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Factor analysis and principal components; correspondence analysis (62H25)

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• ASYMPTOTIC ROBUSTNESS IN MULTIPLE GROUP LINEAR-LATENT VARIABLE MODELS
• Balanced versus unbalanced designs for linear structural relations in two‐level data
• Eight test statistics for multilevel structural equation models
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Cited in

(10)

• Robust statistics for test-of-independence and related structural models
• On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions
• On Muthén's maximum likelihood for two-level covariance structure models
• Asymptotic robustness of standard errors in multilevel structural equation models
• The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
• On normal theory based inference for multilevel models with distributional violations
• Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure
• Robustness of normal theory methods in the analysis of linear latent variate models
• Eight test statistics for multilevel structural equation models
• Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses

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• EQS

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