The following pages link to Ke-Hai Yuan (Q263258):
Displaying 24 items.
- Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data (Q263260) (← links)
- (Q316730) (redirect page) (← links)
- Comparing latent means without mean structure models: a projection-based approach (Q316731) (← links)
- A class of cross-validatory model selection criteria (Q372591) (← links)
- Consistency, bias and efficiency of the normal-distribution-based MLE: the role of auxiliary variables (Q392100) (← links)
- (Q463080) (redirect page) (← links)
- A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers (Q463082) (← links)
- On robustness of the normal-theory based asymptotic distributions of three reliability coefficient estimates (Q463098) (← links)
- On normal theory based inference for multilevel models with distributional violations (Q463127) (← links)
- Combining standardized mean differences using the method of maximum likelihood (Q463134) (← links)
- (Q487607) (redirect page) (← links)
- Moderation analysis using a two-level regression model (Q487610) (← links)
- Determinants of standard errors of mles in confirmatory factor analysis (Q615667) (← links)
- Positive definiteness via off-diagonal scaling of a symmetric indefinite matrix (Q629186) (← links)
- Biases and standard errors of standardized regression coefficients (Q658145) (← links)
- Robust structural equation modeling with missing data and auxiliary variables (Q692422) (← links)
- Missing data mechanisms and homogeneity of means and variances-covariances (Q725294) (← links)
- Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables (Q748207) (← links)
- Normal distribution based pseudo ML for missing data: with applications to mean and covariance structure analysis (Q842909) (← links)
- More efficient parameter estimates for factor analysis of ordinal variables by ridge generalized least squares (Q4603631) (← links)
- A New Measure of Misfit for Covariance Structure Models (Q4822146) (← links)
- Asymptotic bias of normal‐distribution‐based maximum likelihood estimates of moderation effects with data missing at random (Q5234437) (← links)
- Which method delivers greater signal‐to‐noise ratio: Structural equation modelling or regression analysis with weighted composites? (Q6185857) (← links)
- Replies to comments on "Which method delivers greater signal‐to‐noise ratio: Structural equation modelling or regression analysis with weighted composites?" by Yuan and Fang (2023) (Q6185864) (← links)
