The variance matrix of sample second-order moments in multivariate linear relations

DOI10.1016/0167-7152(92)90286-EzbMath0754.62037MaRDI QIDQ1199870

Albert Satorra

Publication date: 17 January 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

non-normalitynon-central chi-squareasymptotic robustnesssecond-order momentsmoment structuresindependence assumptiongoodness-of-fit statisticvariance matrixlinear latent variable modelmultivariate linear relations

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear inference, regression (62J99)

Related Items

A compact expression for the variance of sample second-order moments in multivariate linear relations. An alternative proof of Satorra's result

Uses Software

• EQS

Cites Work

• Linear structural relations: Gradient and Hessian of the fitting function
• Asymptotic chi-square tests for a large class of factor analysis models
• Fourth-order properties of normally distributed random matrices
• The covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions
• Model conditions for asymptotic robustness in the analysis of linear relations
• Generalized Inverses, Wald's Method, and the Construction of Chi-Squared Tests of Fit
• Asymptotically distribution‐free methods for the analysis of covariance structures
• Robustness of normal theory methods in the analysis of linear latent variate models
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