Mean and Covariance Structure Analysis: Theoretical and Practical Improvements
From MaRDI portal
Publication:4366259
DOI10.2307/2965725zbMATH Open0889.62099OpenAlexW1828418436MaRDI QIDQ4366259FDOQ4366259
Publication date: 11 June 1998
Full work available at URL: https://escholarship.org/uc/item/2rk4j79x
Factor analysis and principal components; correspondence analysis (62H25) General nonlinear regression (62J02) Generalized linear models (logistic models) (62J12) Applications of statistics to social sciences (62P25)
Cited In (25)
- Eight test statistics for multilevel structural equation models
- Maximum likelihood methods in treating outliers and symmetrically heavy-tailed distributions for nonlinear structural equation models with missing data
- A general family of limited information goodness-of-fit statistics for multinomial data
- Sufficient dimension reduction for the conditional mean with a categorical predictor in multivariate regression
- A novel moment-based sufficient dimension reduction approach in multivariate regression
- A local parameterization of orthogonal and semi-orthogonal matrices with applications
- Robust mean and covariance structure analysis through iteratively reweighted least squares
- On the effect of weighting matrix in GMM specification test
- A Bayesian propensity score adjustment for latent variable modeling and MCMC algorithm
- On asymptotic distributions of normal theory MLE in covariance structure analysis under some nonnormal distributions
- Testing for measurement invariance with respect to an ordinal variable
- Improving parameter tests in covariance structure analysis
- Assessing the size of model misfit in structural equation models
- Structural equation modeling with near singular covariance matrices
- A polychoric instrumental variable (PIV) estimator for structural equation models with categorical variables
- Use of non-normality in structural equation modeling: Application to direction of causation
- A propensity score adjustment for multiple group structural equation modeling
- Testing for Common Principal Components under Heterokurticity
- Title not available (Why is that?)
- Doubly robust-type estimation for covariate adjustment in latent variable modeling
- A Review of Eight Software Packages for Structural Equation Modeling
- A Bayesian analysis of finite mixtures in the LISREL model
- A scaled difference chi-square test statistic for moment structure analysis
- Continuous orthogonal complement functions and distribution-free goodness of fit tests in moment structure analysis
- Model comparison of nonlinear structural equation models with fixed covariates
Uses Software
Recommendations
This page was built for publication: Mean and Covariance Structure Analysis: Theoretical and Practical Improvements
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4366259)