Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation models
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Cites work
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- scientific article; zbMATH DE number 3073484 (Why is no real title available?)
- A general coefficient of determination for covariance structure models under arbitrary GLS estimation
- A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation
- A reliability coefficient for maximum likelihood factor analysis
- An approximate method for generating asymmetric random variables
- Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality
- Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation models
- Measurement error and latent variables in econometrics
- Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
- The bootstrap and Edgeworth expansion
Cited in
(9)- The infinitesimal jackknife with exploratory factor analysis
- Bias correction of the Akaike information criterion in factor analysis
- Asymptotic expansions of the null distributions of discrepancy functions for general covariance structures under nonnormality
- Advantages of using unweighted approximation error measures for model fit assessment
- On the estimators of model-based and maximal reliability
- Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures
- Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation models
- Expected predictive least squares for model selection in covariance structures
- A New Measure of Misfit for Covariance Structure Models
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