Robustness of normal theory methods in the analysis of linear latent variate models

DOI10.1111/J.2044-8317.1988.TB00896.XMaRDI QIDQ5750143zbMATH OpenOpenAlexFDO

Authors Alexander Shapiro, Michael W. Browne

Publication date 1988

Published in British Journal of Mathematical and Statistical Psychology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.2044-8317.1988.tb00896.x

zbMATH Keywords

covariance matrix of sample covariancescumulantsFactor analysislinear latent variate modelsLISRELminimum discrepancy methodsnon-normality of latent variatesnormal theory estimatorsrobustness

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Factor analysis and principal components; correspondence analysis (62H25) Analysis of variance and covariance (ANOVA) (62J10)

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Cited in

(37)

• On relative efficiency of quasi-MLE and GMM estimators of covariance structure models
• Robust statistics for test-of-independence and related structural models
• The variance matrix of sample second-order moments in multivariate linear relations
• Nonlinear factor analysis as a statistical method.
• Modified distribution-free goodness-of-fit test statistic
• Circumplex models for correlation matrices
• Variable selection for structural models
• Robust factor analysis.
• A matrix equality useful in goodness-of-fit testing of structural equation models
• Model conditions for asymptotic robustness in the analysis of linear relations
• Identification of inconsistent variates in factor analysis
• Asymptotic biases in exploratory factor analysis and structural equation modeling
• Mean comparison: manifest variable versus latent variable
• Maximum likelihood methods in treating outliers and symmetrically heavy-tailed distributions for nonlinear structural equation models with missing data
• Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models
• Robust asymptotic analysis for the mean and covariance structure model
• The effect of kurtosis on the power of two test statistics in covariance structure analysis
• Asymptotic expansions of the null distributions of discrepancy functions for general covariance structures under nonnormality
• Raw data maximum likelihood estimation for common principal component models: a state space approach
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• scientific article; zbMATH DE number 3913457 (Why is no real title available?)
• Robustness of normal theory statistics in structural equation models*
• On normal theory based inference for multilevel models with distributional violations
• Robust estimation in structural equation models using Bregman divergences
• An Asymptotic Expansion of the Distribution of Hotelling'sT²-Statistic Under General Distributions
• A robust Bayesian approach for structural equation models with missing data
• scientific article; zbMATH DE number 1850476 (Why is no real title available?)
• ASYMPTOTIC ROBUSTNESS IN MULTIPLE GROUP LINEAR-LATENT VARIABLE MODELS
• Asymptotic expansion and asymptotic robustness of the normal-theory estimators in the random regression model
• Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model
• Bounded-Influence Robust Estimation in Generalized Linear Latent Variable Models
• Correlated samples with fixed and nonnormal latent variables
• Testing structural equation models: the effect of kurtosis
• Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality
• Linear latent variable models and covariance structures
• Eight test statistics for multilevel structural equation models
• Asymptotic robustness of the asymptotic biases in structural equation modeling

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