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.

• A scaled difference chi-square test statistic for moment structure analysis (Q150685) (← links)
• Errors-in-variables system identification using structural equation modeling (Q254591) (← links)
• On the effect of weighting matrix in GMM specification test (Q313110) (← links)
• Comparing latent means without mean structure models: a projection-based approach (Q316731) (← links)
• Second order bias of quasi-MLE for covariance structure models (Q435788) (← links)
• A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers (Q463082) (← links)
• Maximum likelihood estimation of nonlinear structural equation models (Q463093) (← links)
• Concise formulas for the standard errors of component loading estimates (Q463100) (← links)
• On normal theory based inference for multilevel models with distributional violations (Q463127) (← links)
• Principal components on coefficient of variation matrices (Q537346) (← links)
• A general family of limited information goodness-of-fit statistics for multinomial data (Q603158) (← links)
• Determinants of standard errors of mles in confirmatory factor analysis (Q615667) (← links)
• Improvement of the quality of the chi-square approximation for the ADF test on a covariance matrix with a linear structure (Q622451) (← links)
• A sandwich-type standard error estimator of SEM models with multivariate time series (Q629182) (← links)
• On testing homogeneity of variances for nonnormal models using entropy (Q635882) (← links)
• Moment testing for interaction terms in structural equation modeling (Q659073) (← links)
• Estimation and goodness-of-fit in latent trait models: a comparison among theoretical approaches (Q670170) (← links)
• An alternative two stage least squares \((2SLS)\) estimator for latent variable equations (Q676532) (← links)
• The infinitesimal jackknife with exploratory factor analysis (Q692407) (← links)
• Robust structural equation modeling with missing data and auxiliary variables (Q692422) (← links)
• The infinitesimal jackknife and moment structure analysis using higher order moments (Q736431) (← links)
• Isotone additive latent variable models (Q746242) (← links)
• The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior (Q748206) (← links)
• Linear structural relations: Gradient and Hessian of the fitting function (Q749125) (← links)
• Correlated samples with fixed and nonnormal latent variables (Q817992) (← links)
• A family of estimators for multivariate kurtosis in a nonnormal linear regression model (Q860331) (← links)
• Quantifying adventitious error in a covariance structure as a random effect (Q888043) (← links)
• Some comments on Wu and Browne (Q888048) (← links)
• Comments on ``Quantifying adventitious error in a covariance structure as a random effect'' (Q888049) (← links)
• Elliptical regression operationalized (Q899928) (← links)
• Testing structural equation models: the effect of kurtosis (Q901622) (← links)
• A theorem on the rank of a product of matrices with illustration of its use in goodness of fit testing (Q906045) (← links)
• How general is the Vale-Maurelli simulation approach? (Q906054) (← links)
• Profile likelihood-based confidence intervals and regions for structural equation models (Q906059) (← links)
• Linear latent variable models and covariance structures (Q915307) (← links)
• On the treatment of correlation structures as covariance structures (Q918092) (← links)
• Multiple comparisons of several heteroscedastic multivariate populations (Q945467) (← links)
• Use of non-normality in structural equation modeling: Application to direction of causation (Q947250) (← links)
• Eight test statistics for multilevel structural equation models (Q956737) (← links)
• Asymptotic robustness of the asymptotic biases in structural equation modeling (Q957243) (← links)
• Ensuring positiveness of the scaled difference chi-square test statistic (Q985433) (← links)
• Nonparametric estimation of standard errors in covariance analysis using the infinitesimal jackknife (Q998830) (← links)
• Asymptotic expansions in mean and covariance structure analysis (Q1006671) (← links)
• On the mean and variance of response times under the diffusion model with an application to parameter estimation (Q1015242) (← links)
• Structural equation modeling with near singular covariance matrices (Q1023844) (← links)
• On insensitivity of the chi-square model test to nonlinear misspecification in structural equation models (Q1036141) (← links)
• Estimation for structural equation models with missing data (Q1072325) (← links)
• On the multivariate asymptotic distribution of sequential chi-square statistics (Q1078943) (← links)
• The asymptotic covariance matrix of sample correlation coefficients under general conditions (Q1081247) (← links)
• Factor analysis for non-normal variables (Q1086951) (← links)