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

DOI10.1111/J.1467-9574.2009.00420.XMaRDI QIDQ6573701FDO

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

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