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A matrix equality useful in goodness-of-fit testing of structural equation models ⋮ Unnamed Item ⋮ A Bayesian model selection method with applications ⋮ Covariate-free and covariate-dependent reliability ⋮ Pairwise likelihood ratio tests and model selection criteria for structural equation models with ordinal variables ⋮ Covariance structural analysis with polytomous variables in several populations ⋮ Maximum Likelihood Analysis of a General Latent Variable Model with Hierarchically Mixed Data ⋮ Greatest lower bound to the elliptical theory kurtosis parameter ⋮ Introduction of a new measure for detecting poor fit due to omitted nonlinear terms in SEM ⋮ Bayesian analysis of non-linear structural equation models with non-ignorable missing outcomes from reproductive dispersion models ⋮ Evaluation of latent construct correlations in the presence of missing data: A note on a latent variable modelling approach ⋮ Comparing latent means without mean structure models: a projection-based approach ⋮ Model conditions for asymptotic robustness in the analysis of linear relations ⋮ Identification of inconsistent variates in factor analysis ⋮ A common framework for estimating multivariate autoregressive index models ⋮ Conjugate gradient methods in confirmatory factor analysis ⋮ A distribution free approach for analysis of two-level structural equation model ⋮ Fitting ARMA time series by structural equation models ⋮ Improving the convergence rate and speed of Fisher-scoring algorithm: ridge and anti-ridge methods in structural equation modeling ⋮ Compact matrix expressions for generalized Wald tests of equality of moment vectors ⋮ Handbook of latent variable and related models. ⋮ Covariance structure analysis with heterogeneous kurtosis parameters ⋮ Theory and method for constrained estimation in structural equation models with incomplete data. ⋮ A Bayesian approach for generalized random coefficient structural equation models for longitudinal data with adjacent time effects ⋮ The effect of central bank independence on inflation in developing countries ⋮ Improving parameter tests in covariance structure analysis ⋮ Assessing the size of model misfit in structural equation models ⋮ Some improvements in confidence intervals for standardized regression coefficients ⋮ Covariance model simulation using regular vines ⋮ A Bayesian analysis on time series structural equation models ⋮ How general is the Vale-Maurelli simulation approach? ⋮ Profile likelihood-based confidence intervals and regions for structural equation models ⋮ Maximum likelihood estimation of nonlinear structural equation models ⋮ What can we learn from the path equations?: identifiability, constraints, equivalence ⋮ Analysis of structural equation model with ignorable missing continuous and polytomous data ⋮ Tests of homogeneity of means and covariance matrices for multivariate incomplete data ⋮ Causal modeling alternatives in operations research: overview and application. ⋮ Maximum likelihood estimation of multilevel structural equation models with random slopes for latent covariates ⋮ Relationship building, lean strategy and firm performance: an exploratory study in the automotive supplier industry ⋮ Biases and standard errors of standardized regression coefficients ⋮ Information matrices and standard errors for MLEs of item parameters in IRT ⋮ Bayesian analysis for mixture of latent variable hidden Markov models with multivariate longitudinal data ⋮ A robust Bayesian approach for structural equation models with missing data ⋮ A class of distribution-free models for longitudinal mediation analysis ⋮ Sensitivity analysis of structural equation models with equality functional constraints ⋮ Estimation of factor scores in a two-level confirmatory factor analysis model ⋮ Use of non-normality in structural equation modeling: Application to direction of causation ⋮ Sensitivity analysis of structural equation models ⋮ Ridge structural equation modelling with correlation matrices for ordinal and continuous data ⋮ Covariance structure analysis of ordinal ipsative data ⋮ Maximum likelihood estimation and model comparison of nonlinear structural equation models with continuous and polytomous variables ⋮ Piecewise growth curve modeling approach for longitudinal prevention study ⋮ Robust statistics for test-of-independence and related structural models ⋮ The variance matrix of sample second-order moments in multivariate linear relations ⋮ Stepwise variable selection in factor analysis ⋮ Robust mean and covariance structure analysis through iteratively reweighted least squares ⋮ On the relations among regular, equal unique variances, and image factor analysis models ⋮ A multitrait-multimethod model with minimal assumptions ⋮ Maximum likelihood estimation of latent interaction effects with the LMS method ⋮ Bayesian estimation and testing of structural equation models ⋮ On the relationship between the higher-order factor model and the hierarchical factor model ⋮ Thurstonian modeling of ranking data via mean and covariance structure analysis ⋮ Constrained maximum likelihood estimation of two-level covariance structure model via EM type algorithms ⋮ Bayesian semiparametric analysis for latent variable models with mixed continuous and ordinal outcomes ⋮ Robust structural equation modeling with missing data and auxiliary variables ⋮ Equivalent models in covariance structure analysis ⋮ Structural equation models with continuous and polytomous variables ⋮ OpenMx: an open source extended structural equation modeling framework ⋮ Model comparison of nonlinear structural equation models with fixed covariates ⋮ Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models ⋮ Variational approximations for categorical causal modeling with latent variables ⋮ An EM algorithm for fitting two-level structural equation models ⋮ On nonequivalence of several procedures of structural equation modeling ⋮ Mean comparison: manifest variable versus latent variable ⋮ Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model ⋮ Unnamed Item ⋮ Ensuring positiveness of the scaled difference chi-square test statistic ⋮ Unnamed Item ⋮ Missing data mechanisms and homogeneity of means and variances-covariances ⋮ A Bayesian analysis of finite mixtures in the LISREL model ⋮ On the asymptotic relative efficiency of planned missingness designs ⋮ The infinitesimal jackknife and moment structure analysis using higher order moments ⋮ A polychoric instrumental variable (PIV) estimator for structural equation models with categorical variables ⋮ A scaled difference chi-square test statistic for moment structure analysis ⋮ Maximum Likelihood Estimation of Two-Level Latent Variable Models with Mixed Continuous and Polytomous Data ⋮ Alpha, dimension-free, and model-based internal consistency reliability ⋮ Full maximum likelihood analysis of structural equation models with polytomous variables ⋮ Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables ⋮ Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis ⋮ Nonlinear dynamical structural equation models ⋮ Efficient likelihood estimation of generalized structural equation models with a mix of normal and nonnormal responses ⋮ Mean and Covariance Structure Analysis: Theoretical and Practical Improvements ⋮ Covariance structure analysis with three-level data ⋮ Unnamed Item ⋮ Some contributions to efficient statistics in structural models: Specification and estimation of moment structures ⋮ Inflation and Central Bank independence revisited ⋮ Generalized multimode latent variable models: Implementation by standard programs ⋮ Bayesian analysis of multi-group nonlinear structural equation models with application to behavioral finance ⋮ Environmentally responsible manufacturing: The development and validation of a measurement model ⋮ Correlated samples with fixed and nonnormal latent variables
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