Pages that link to "Item:Q915307"

The following pages link to Linear latent variable models and covariance structures (Q915307):

Displaying 33 items.

• Maximum likelihood estimation of nonlinear structural equation models (Q463093) (← links)
• Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model (Q549917) (← links)
• On the relation between the linear factor model and the latent profile model (Q658136) (← links)
• A note on one-factor analysis (Q712526) (← links)
• Nonparametric estimation of a latent variable model (Q730430) (← links)
• Construction of additional variables conforming to a common factor model (Q800668) (← links)
• The algebra of multimode factor analysis (Q808131) (← links)
• Correlated samples with fixed and nonnormal latent variables (Q817992) (← links)
• Covariance chains (Q882884) (← links)
• Matrix properties of an interbattery factor analytic model (Q912539) (← links)
• Asymptotic chi-square tests for a large class of factor analysis models (Q918606) (← links)
• Asymptotic robustness of the asymptotic biases in structural equation modeling (Q957243) (← links)
• Use of prior information in the consistent estimation of regression coefficients in measurement error models (Q1021850) (← links)
• On relative efficiency of quasi-MLE and GMM estimators of covariance structure models (Q1038082) (← links)
• The asymptotic distribution of a goodness of fit statistic for factorial invariance (Q1069622) (← links)
• The asymptotic normal distribution of estimators in factor analysis under general conditions (Q1103997) (← links)
• Stochastic production frontiers and panel data: A latent variable framework (Q1129997) (← links)
• Robust statistics for test-of-independence and related structural models (Q1199861) (← links)
• A factorial covariance structure model for space-time multivariate stochastic processes (Q1283297) (← links)
• Improving parameter tests in covariance structure analysis (Q1389396) (← links)
• A matrix equality useful in goodness-of-fit testing of structural equation models (Q1874087) (← links)
• Model conditions for asymptotic robustness in the analysis of linear relations (Q1896075) (← links)
• Identification of inconsistent variates in factor analysis (Q1897126) (← links)
• A latent variable model for two-dimensional canonical correlation analysis and the variational inference (Q2153656) (← links)
• Asymptotic biases in exploratory factor analysis and structural equation modeling (Q2259989) (← links)
• Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models (Q2485995) (← links)
• The exact covariance matrix of dynamic models with latent variables (Q2576380) (← links)
• Latent models for cross-covariance (Q2581512) (← links)
• A measure of independence for a multivariate normal distribution and some connections with factor analysis (Q2581831) (← links)
• Measurement exchangeability and normal one-factor models (Q3429974) (← links)
• (Q3535261) (← links)
• Two new goodness‐of‐fit indices for covariance matrices with linear structures (Q3974439) (← links)
• An Asymptotic Expansion of the Distribution of Hotelling's<i>T</i>²-Statistic Under General Distributions (Q4715613) (← links)