Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses

DOI10.1016/J.JMVA.2006.08.005MaRDI QIDQ997010zbMATH OpenOpenAlexFDO

Authors Ke-Hai Yuan, Kentaro Hayashi, Peter M. Bentler

Publication date 19 July 2007

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2006.08.005

zbMATH Keywords

tablesnormal distributionstructural modelnoncentral chi-square distributionKolmogorov-Smirnov distancequantile-quantile plot

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites work

• scientific article; zbMATH DE number 3818858 (Why is no real title available?)
• scientific article; zbMATH DE number 40988 (Why is no real title available?)
• A class of tests for a general covariance structure
• A family of estimators for multivariate kurtosis in a nonnormal linear regression model
• Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix
• Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
• Asymptotic Statistics
• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Mean comparison: manifest variable versus latent variable
• On the multivariate asymptotic distribution of sequential chi-square statistics
• The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption

Cited in

(12)

• Quantifying adventitious error in a covariance structure as a random effect
• Asymptotic expansions of the null distributions of discrepancy functions for general covariance structures under nonnormality
• Asymptotic expansions in mean and covariance structure analysis
• Modified distribution-free goodness-of-fit test statistic
• Random model discrepancy: interpretations and technicalities (A rejoinder)
• Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables
• Asymptotic normality of test statistics under alternative hypotheses
• Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures
• Structural equation modeling with near singular covariance matrices
• A note on likelihood ratio tests for models with latent variables
• Differential item functioning analysis without a priori information on anchor items: QQ plots and graphical test
• Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation models

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