Pages that link to "Item:Q3330328"
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The following pages link to A note on the consistency of estimators in the analysis of moment structures (Q3330328):
Displaying 11 items.
- Quantifying adventitious error in a covariance structure as a random effect (Q888043) (← links)
- Linear latent variable models and covariance structures (Q915307) (← links)
- On the multivariate asymptotic distribution of sequential chi-square statistics (Q1078943) (← links)
- A local parameterization of orthogonal and semi-orthogonal matrices with applications (Q1275415) (← links)
- A note on the parameter set for factor analysis models (Q1300834) (← links)
- Asymptotics of AIC, BIC, and RMSEA for model selection in structural equation modeling (Q1695635) (← links)
- Mean comparison: manifest variable versus latent variable (Q2260959) (← links)
- Factor analysis via components analysis (Q2275429) (← links)
- Creating misspecified models in moment structure analysis (Q2331198) (← links)
- Analytic standard errors for exploratory process factor analysis (Q2339064) (← links)
- Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition (Q4643623) (← links)
