Pages that link to "Item:Q3985469"
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The following pages link to Robustness of normal theory statistics in structural equation models* (Q3985469):
Displaying 15 items.
- Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model (Q549917) (← links)
- On the asymptotic relative efficiency of planned missingness designs (Q736429) (← links)
- Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables (Q748207) (← links)
- Correlated samples with fixed and nonnormal latent variables (Q817992) (← links)
- Asymptotic robustness of the asymptotic biases in structural equation modeling (Q957243) (← links)
- On relative efficiency of quasi-MLE and GMM estimators of covariance structure models (Q1038082) (← links)
- Robust factor analysis. (Q1867199) (← links)
- Model conditions for asymptotic robustness in the analysis of linear relations (Q1896075) (← links)
- Identification of inconsistent variates in factor analysis (Q1897126) (← links)
- Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models (Q2485995) (← links)
- On testing functional constraints in structural equation models (Q3681750) (← links)
- (Q3690017) (← links)
- Robustness of statistical inference in factor analysis and related models (Q3771422) (← links)
- Robustness of normal theory statistics in structural equation models* (Q3985469) (← links)
- Robustness of normal theory methods in the analysis of linear latent variate models (Q5750143) (← links)
