On the multivariate asymptotic distribution of sequential chi-square statistics

DOI10.1007/BF02294104zbMath0596.62020MaRDI QIDQ1078943

Alexander Shapiro, James H. Steiger, Michael W. Browne

Publication date: 1985

Published in: Psychometrika (Search for Journal in Brave)

zbMATH Keywords

multivariate asymptotic distributionnested structural modelsSCDTSCTsequential chi-square difference testsequential chi-square test

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Sequential statistical analysis (62L10)

Related Items (11)

Using structural equation modelling to detect measurement bias and response shift in longitudinal data ⋮ Copula Structure Analysis ⋮ Power analysis for the bootstrap likelihood ratio test for the number of classes in latent class models ⋮ Advantages of using unweighted approximation error measures for model fit assessment ⋮ ASYMPTOTIC CUMULANTS OF SOME INFORMATION CRITERIA ⋮ On the treatment of correlation structures as covariance structures ⋮ On nonequivalence of several procedures of structural equation modeling ⋮ Mean comparison: manifest variable versus latent variable ⋮ Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses ⋮ Circumplex models for correlation matrices ⋮ Model modification in structural equation modeling by imposing constraints.

Cites Work

• Estimating the dimension of a model
• A reliability coefficient for maximum likelihood factor analysis
• On the Resolution of Statistical Hypotheses
• A note on the consistency of estimators in the analysis of moment structures
• Sampling from the gamma distribution on a computer
• Computer Generation of Normal Random Variables
• Asymptotically distribution‐free methods for the analysis of covariance structures
• Fixed Alternatives and Wald's Formulation of the Noncentral Asymptotic Behavior of the Likelihood Ratio Statistic
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