Estimating structural equation models with non-normal variables by using transformations

DOI10.1111/J.1467-9574.2009.00420.XMaRDI QIDQ6573701FDOQ6573701

Authors: Kees van Montfort, Ab Mooijaart, Frits Meijerink 

Publication date: 17 July 2024

Published in: Statistica Neerlandica (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationstructural equation modelstest statisticsBox-Cox transformationsnon-normal variables

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Multivariate analysis (62Hxx) Basic linear algebra (15Axx)

Cites Work

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• Maximum Likelihood Estimation of Misspecified Models
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• Estimating Optimal Transformations for Multiple Regression and Correlation
• Conditioning of Quasi-Newton Methods for Function Minimization
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• A scaled difference chi-square test statistic for moment structure analysis
• Asymptotically distribution‐free methods for the analysis of covariance structures
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• Dynamic analysis of multivariate panel data with nonlinear transformations
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