Mean comparison: manifest variable versus latent variable

DOI10.1007/s11336-004-1181-xzbMath1306.62520OpenAlexW2071091528MaRDI QIDQ2260959

Ke-Hai Yuan, Peter M. Bentler

Publication date: 6 March 2015

Published in: Psychometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11336-004-1181-x

zbMATH Keywords

likelihood ratio statisticWald statisticasymptotic robustnessempirical powernoncentrality parameterparameter bias

Mathematics Subject Classification ID

Applications of statistics to psychology (62P15)

Related Items (3)

Asymptotic Expansions in Multi-Group Analysis of Moment Structures with an Application to Linearized Estimators ⋮ Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses ⋮ Asymptotic expansions in mean and covariance structure analysis

Uses Software

• LISREL
• EQS
• bootstrap

Cites Work

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• On nonequivalence of several procedures of structural equation modeling
• Effect size, power, and sample size determination for structured means modeling and mimic approaches to between-groups hypothesis testing of means on a single latent construct
• A note on the consistency of estimators in the analysis of moment structures
• An Asymptotic Expansion of the Distribution of Hotelling'sT²-Statistic Under General Distributions
• A GENERAL METHOD FOR STUDYING DIFFERENCES IN FACTOR MEANS AND FACTOR STRUCTURE BETWEEN GROUPS
• Fixed Alternatives and Wald's Formulation of the Noncentral Asymptotic Behavior of the Likelihood Ratio Statistic
• Three Approximate Solutions to the Multivariate Behrens–Fisher Problem
• Robustness of normal theory methods in the analysis of linear latent variate models
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
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