Pages that link to "Item:Q5186574"

The following pages link to Asymptotically distribution‐free methods for the analysis of covariance structures (Q5186574):

Displaying 50 items.

• Model comparison of nonlinear structural equation models with fixed covariates (Q2259548) (← links)
• Oblique factors and components with independent clusters (Q2259874) (← links)
• Variational approximations for categorical causal modeling with latent variables (Q2259879) (← links)
• Structural equation modeling with heavy tailed distributions (Q2259998) (← links)
• On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions (Q2259999) (← links)
• Positive loadings and factor correlations from positive covariance matrices (Q2260018) (← links)
• On nonequivalence of several procedures of structural equation modeling (Q2260033) (← links)
• On Muthén's maximum likelihood for two-level covariance structure models (Q2260070) (← links)
• Hierarchical multinomial processing tree models: a latent-class approach (Q2260951) (← links)
• Limited information estimation and testing of discretized multivariate normal structural models (Q2260953) (← links)
• Implications of indeterminate factor-error covariances for factor construction, prediction, and determinacy (Q2260974) (← links)
• Bias in estimation of misclassification rates (Q2261031) (← links)
• An estimating equations approach to fitting latent exposure models with longitudinal health outcomes (Q2270676) (← links)
• A novel Bayesian approach for latent variable modeling from mixed data with missing values (Q2329812) (← links)
• Frequentist model averaging in structural equation modelling (Q2331145) (← links)
• Analytic standard errors for exploratory process factor analysis (Q2339064) (← links)
• Comment on the asymptotics of a distribution-free goodness of fit test statistic (Q2348192) (← links)
• Covariance structural analysis with polytomous variables in several populations (Q2367935) (← links)
• Optimal sufficient dimension reduction in regressions with categorical predictors (Q2370477) (← links)
• Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures (Q2388957) (← links)
• Improving the convergence rate and speed of Fisher-scoring algorithm: ridge and anti-ridge methods in structural equation modeling (Q2397335) (← links)
• Continuous orthogonal complement functions and distribution-free goodness of fit tests in moment structure analysis (Q2442110) (← links)
• Model-implied instrumental variable-generalized method of moments (MIIV-GMM) estimators for latent variable models (Q2443315) (← links)
• The nonsingularity of \(\varGamma\) in covariance structure analysis of nonnormal data (Q2443316) (← links)
• Robust estimation of constrained covariance matrices for confirmatory factor analysis (Q2445756) (← links)
• Asymptotic expansion for the null distribution of the \(F\)-statistic in one-way ANOVA under non-normality (Q2457972) (← links)
• Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality (Q2474240) (← links)
• Asymptotic robustness of standard errors in multilevel structural equation models (Q2493135) (← links)
• Robust Gaussian graphical modeling (Q2499075) (← links)
• A Bayesian analysis of finite mixtures in the LISREL model (Q2511832) (← links)
• Limited information estimation and testing of Thurstonian models for paired comparison data under multiple judgment sampling (Q2511836) (← links)
• Effect size, power, and sample size determination for structured means modeling and mimic approaches to between-groups hypothesis testing of means on a single latent construct (Q2511845) (← links)
• Standard errors of fit indices using residuals in structural equation modeling (Q2511848) (← links)
• A polychoric instrumental variable (PIV) estimator for structural equation models with categorical variables (Q2517876) (← links)
• Newton algorithms for analytic rotation: an implicit function approach (Q2517904) (← links)
• Covariance structure analysis with three-level data (Q2563645) (← links)
• Second-order accurate inference on eigenvalues of covariance and correlation matrices (Q2571814) (← links)
• The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption (Q2581822) (← links)
• Indeterminacy problems in factor analysis and optimal principal component analysis (Q2750809) (← links)
• A semiparametric Bayesian approach for structural equation models (Q2786178) (← links)
• Robust asymptotic analysis for the mean and covariance structure model (Q2886008) (← links)
• The effect of kurtosis on the power of two test statistics in covariance structure analysis (Q2905122) (← links)
• Copula structure analysis (Q2920266) (← links)
• Asymptotic Expansions in Multi-Group Analysis of Moment Structures with an Application to Linearized Estimators (Q3006295) (← links)
• Multiple population covariance structure analysis under arbitrary distribution theory (Q3028098) (← links)
• Covariance structure analysis with heterogeneous kurtosis parameters (Q3212138) (← links)
• Residual‐Based Diagnostics for Structural Equation Models (Q3623745) (← links)
• The weight matrix in asymptotic distribution-free methods (Q3707238) (← links)
• The population-sample decomposition approach to multivariate estimation methods (Q3765050) (← links)
• Robustness of normal theory statistics in structural equation models* (Q3985469) (← links)