Pages that link to "Item:Q5186574"
From MaRDI portal
The following pages link to Asymptotically distribution‐free methods for the analysis of covariance structures (Q5186574):
Displaying 20 items.
- On the polynomial structural relationship (Q4529338) (← links)
- Response transformations in repeated measures and growth curve models (Q4541718) (← links)
- Limited‐information goodness‐of‐fit testing of diagnostic classification item response models (Q4614722) (← links)
- Robust estimation of the hierarchical model for responses and response times (Q4627518) (← links)
- A distribution-free method for structural equation models with incomplete data (Q4721427) (← links)
- SEM modeling with singular moment matrices Part III: GLS estimation (Q4963367) (← links)
- A simulation study comparing model fit measures of structural equation modeling with multivariate contaminated normal distribution (Q5082997) (← links)
- Comparison of different estimation methods in growth curve models for categorical data: A simulation study (Q5084962) (← links)
- Constructing Common Factors from Continuous and Categorical Data (Q5863576) (← links)
- A Review of Eight Software Packages for Structural Equation Modeling (Q5876905) (← links)
- A test of multivariate independence based on a single factor model (Q5960848) (← links)
- A comparative evaluation of factor‐ and component‐based structural equation modelling approaches under (in)correct construct representations (Q6126883) (← links)
- Multilevel <scp>SEM</scp> with random slopes in discrete data using the pairwise maximum likelihood (Q6127089) (← links)
- A note on the connection between trek rules and separable nonlinear least squares in linear structural equation models (Q6160313) (← links)
- Partial identification of latent correlations with ordinal data (Q6160319) (← links)
- Rotation to sparse loadings using \(L^p\) losses and related inference problems (Q6175690) (← links)
- A model‐based approach to multivariate principal component regression: Selecting principal components and estimating standard errors for unstandardized regression coefficients (Q6185854) (← links)
- Estimating structural equation models with non-normal variables by using transformations (Q6573701) (← links)
- Confidence intervals for maximal reliability in tau-equivalent models (Q6573723) (← links)
- Bayesian structural equation model (Q6604409) (← links)