The small sample performance of estimators of the standard errors of structural equation models

DOI10.1080/00949655.2011.616205MaRDI QIDQ4922644zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

information matrixsmall sample sizesSEMstructural equation modellingestimators of standard errorssandwich estimator Monte Carlo simulation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

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• Application of the bootstrap methods in factor analysis
• Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
• Asymptotic robustness of standard errors in multilevel structural equation models
• Bias Reduction of Estimated Standard Errors in Factor Analysis
• Maximum Likelihood Estimation of Misspecified Models
• On second-order optimality of the observed Fisher information

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

Describes a project that uses

Uses Software

• Amos
• LISREL
• Mplus

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