Structural equation modeling with near singular covariance matrices

DOI10.1016/j.csda.2008.03.030zbMath1452.62427OpenAlexW2063563610MaRDI QIDQ1023844

Wai Chan, Ke-Hai Yuan

Publication date: 16 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.03.030

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12)

Related Items

Consistent estimation in measurement error models with near singular covariance, Improving the convergence rate and speed of Fisher-scoring algorithm: ridge and anti-ridge methods in structural equation modeling, Positive definiteness via off-diagonal scaling of a symmetric indefinite matrix, Ridge structural equation modelling with correlation matrices for ordinal and continuous data, Comparative analysis of some structural equation model estimation methods with application to coronary heart disease risk, Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables, Adaptive fitting of linear mixed-effects models with correlated random effects, Differential item functioning analysis without a priori information on anchor items: QQ plots and graphical test, The spectral condition number plot for regularization parameter evaluation

Uses Software

• KELLEY
• LISREL

Cites Work

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