Variable selection for structural models

DOI10.1016/S0378-3758(02)00277-XzbMath1016.62072MaRDI QIDQ1866230

Yutaka Kano

Publication date: 3 April 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

likelihood ratio testRao's score testgoodness-of-fit testcontiguous alternativescovariance structure modelnoncentrality parameterfactor analysis modelBias of estimators

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)

Related Items (1)

Modified distribution-free goodness-of-fit test statistic

Cites Work

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• Differential-geometrical methods in statistics
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• Selection of Subsets of Regression Variables
• Selection of the order of an autoregressive model by Akaike's information criterion
• Asymptotically distribution‐free methods for the analysis of covariance structures
• A general method for analysis of covariance structures
• Fixed Alternatives and Wald's Formulation of the Noncentral Asymptotic Behavior of the Likelihood Ratio Statistic
• Linear Statistical Inference and its Applications
• Robustness of normal theory methods in the analysis of linear latent variate models

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