The small sample performance of estimators of the standard errors of structural equation models
DOI10.1080/00949655.2011.616205zbMATH Open1348.62077OpenAlexW2092797132MaRDI QIDQ4922644FDOQ4922644
Authors: Katrin Kraus, Johan Lyhagen 
Publication date: 3 June 2013
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2011.616205
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information matrixsmall sample sizesSEMstructural equation modellingestimators of standard errorssandwich estimator Monte Carlo simulation
Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
- Maximum Likelihood Estimation of Misspecified Models
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
- On second-order optimality of the observed Fisher information
- Application of the bootstrap methods in factor analysis
- Title not available (Why is that?)
- Asymptotic robustness of standard errors in multilevel structural equation models
- Bias Reduction of Estimated Standard Errors in Factor Analysis
Cited In (4)
- The effect of different data structures, sample sizes on model fit measures
- A sandwich-type standard error estimator of SEM models with multivariate time series
- Standard errors of fit indices using residuals in structural equation modeling
- Small sample properties of simultaneous error components models
Uses Software
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