Improving parameter tests in covariance structure analysis

DOI10.1016/S0167-9473(97)00025-XzbMath1003.62523MaRDI QIDQ1389396

Ke-Hai Yuan, Peter M. Bentler

Publication date: 29 June 1998

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

zbMATH Keywords

maximum likelihoodbiasmean square errorasymptotically distribution freecorrected standard errorZ-scores

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (10)

Single- and multiple-group penalized factor analysis: a trust-region algorithm approach with integrated automatic multiple tuning parameter selection ⋮ On normal theory based inference for multilevel models with distributional violations ⋮ Moderation analysis using a two-level regression model ⋮ Robust mean and covariance structure analysis through iteratively reweighted least squares ⋮ On the relations among regular, equal unique variances, and image factor analysis models ⋮ Robust structural equation modeling with missing data and auxiliary variables ⋮ Principal components on coefficient of variation matrices ⋮ On Muthén's maximum likelihood for two-level covariance structure models ⋮ Nonparametric estimation of standard errors in covariance analysis using the infinitesimal jackknife ⋮ Structural equation modeling with near singular covariance matrices

Uses Software

• LISREL
• EQS

Cites Work

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• An alternative two stage least squares \((2SLS)\) estimator for latent variable equations
• Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
• Linear latent variable models and covariance structures
• Asymptotic chi-square tests for a large class of factor analysis models
• Multivariate regression models for panel data
• The asymptotic normal distribution of estimators in factor analysis under general conditions
• Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and the identity
• Multivariate empirical Bayes and estimation of covariance matrices
• Application of the bootstrap methods in factor analysis
• Mean and Covariance Structure Analysis: Theoretical and Practical Improvements
• Robustness of some estimators for the analysis of covariance structures
• Asymptotically distribution‐free methods for the analysis of covariance structures

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