Some contributions to efficient statistics in structural models: Specification and estimation of moment structures

DOI10.1007/BF02293875zbMATH Open0533.62091OpenAlexW2057237814MaRDI QIDQ789863FDOQ789863

Authors: Peter M. Bentler 

Publication date: 1983

Published in: Psychometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02293875

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zbMATH Keywords

kurtosiselliptical distributionserrors in variablesstructural modelsasymptotically distribution freegeneralized least squarescovariance structureshigher order product momentslimited information estimatorsminimum chi squaremoment structuresmultivariate normal theorystructural representations

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Factor analysis and principal components; correspondence analysis (62H25) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to psychology (62P15)

Cites Work

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• Quasi-likelihood functions
• Elliptically Symmetric Distributions: A Review and Bibliography
• Chi-square tests for multivariate normality with application to common stock prices
• Factor analysis by generalized least squares
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• The Iterated Minimum Distance Estimator and the Quasi-Maximum Likelihood Estimator
• Structural analysis of covariance and correlation matrices
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Cited In (64)

• Nonlinear dynamical structural equation models
• Asymmetric properties of the Pearson correlation coefficient: correlation as the negative association between linear regression residuals
• Asymptotic expansions in multi-group analysis of moment structures with an application to linearized estimators
• A distribution-free method for structural equation models with incomplete data
• Title not available (Why is that?)
• Describing the elephant: Structure and function in multivariate data
• Multiple population covariance structure analysis under arbitrary distribution theory
• Estimation of structural equation models with exact and stochastic prior information
• Identification of inconsistent variates in factor analysis
• Full maximum likelihood analysis of structural equation models with polytomous variables
• Improved regression calibration
• Robust statistics for test-of-independence and related structural models
• Some properties of estimated scale invariant covariance structures
• Limited information estimation and testing of discretized multivariate normal structural models
• Covariance matrices of quadratic forms in elliptical distributions
• Multivariate analysis with linearizable regressions
• A geometric approach of the generalized least-squares estimation in analysis of covariance structures
• Fast moment estimation for generalized latent Dirichlet models
• Analysis of structural equation models with exact and stochastic constraints using a bayesian approach
• Title not available (Why is that?)
• Title not available (Why is that?)
• Covariance structural analysis with polytomous variables in several populations
• Mardia's coefficient of kurtosis in elliptical populations
• Title not available (Why is that?)
• Bayesian significance testing and multiple comparisons from MCMC outputs
• A Bayesian propensity score adjustment for latent variable modeling and MCMC algorithm
• Determinants of standard errors of mles in confirmatory factor analysis
• Covariance structure analysis with three-level data
• Maximum likelihood estimation of nonlinear structural equation models
• Linear latent variable models and covariance structures
• Matrix algebra for higher order moments
• Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures
• Estimation for structural equation models with missing data
• Factor analysis for non-normal variables
• Elliptical regression operationalized
• The use of third-order moments in structural models
• Structural equation models with continuous and polytomous variables
• A distribution free approach for analysis of two-level structural equation model
• Some algebraic properties of the Reticular Action Model for moment structures
• Improving parameter tests in covariance structure analysis
• Use of non-normality in structural equation modeling: Application to direction of causation
• A propensity score adjustment for multiple group structural equation modeling
• A Bayesian estimation of factor score in confirmatory factor model with polytomous, censored or truncated data
• Standard errors of fit indices using residuals in structural equation modeling
• Correlated samples with fixed and nonnormal latent variables
• A semiparametric Bayesian approach for structural equation models
• Characterizing parameters of multivariate elliptical distributions^*
• Model conditions for asymptotic robustness in the analysis of linear relations
• Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis
• Doubly robust-type estimation for covariate adjustment in latent variable modeling
• Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation models
• Analysis of multisample identified and non-identified structural equation models with stochastic constraints
• An incomplete data approach to the analysis of covariance structures
• Bayesian diagnostics of transformation structural equation models
• Testing hypotheses about covariance matrices using bootstrap methods
• A Bayesian analysis of finite mixtures in the LISREL model
• Robustness of normal theory statistics in structural equation models*
• Model comparison of nonlinear structural equation models with fixed covariates
• A Gauss-Newton algorithm for exploratory factor analysis
• Multiple‐group structural modelling with non‐normal continuous variables
• The nonsingularity of \(\varGamma\) in covariance structure analysis of nonnormal data
• Sensitivity analysis of structural equation models with equality functional constraints
• Moments of elliptically distributed random variates
• Sensitivity analysis of structural equation models

Uses Software

• LISREL
• EQS
• BMDP

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