Approximations to the distribution of a test statistic in covariance structure analysis: a comprehensive study
DOI10.1111/BMSP.12123zbMATH Open1460.62029OpenAlexW2766417409WikidataQ47625780 ScholiaQ47625780MaRDI QIDQ4643200FDOQ4643200
Authors:
Publication date: 24 May 2018
Published in: British Journal of Mathematical and Statistical Psychology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/bmsp.12123
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- scientific article; zbMATH DE number 1347891
robustmaximum likelihoodcovariance structure analysissaddle-point approximationdistribution of a test statisticSatorra-Bentler correction
Asymptotic distribution theory in statistics (62E20) Analysis of variance and covariance (ANOVA) (62J10) Theory of statistical experiments (62B15)
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- A Monte Carlo study comparing PIV, ULS and DWLS in the estimation of dichotomous confirmatory factor analysis
- Effect of outliers on the GFI quality adjustment index in structural equation model and proposal of alternative indices
- Data generation for composite-based structural equation modeling methods
- 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
- Title not available (Why is that?)
- Asymptotically distribution‐free methods for the analysis of covariance structures
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