Robustness of normal theory statistics in structural equation models*

DOI10.1111/j.1467-9574.1991.tb01301.xzbMath0737.62029OpenAlexW2011267414MaRDI QIDQ3985469

Ab Mooijaart, Peter M. Bentler

Publication date: 27 June 1992

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1991.tb01301.x

zbMATH Keywords

goodness of fit testpath modelsmaximum likelihood methodsnormality assumptionfactor analysis modelinverse of the information matrixasymptotically correct standard errorscorrection formulageneral linear structural equation modelrobustness condition

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (11)

Model conditions for asymptotic robustness in the analysis of linear relations ⋮ Robustness of normal theory statistics in structural equation models* ⋮ Identification of inconsistent variates in factor analysis ⋮ Asymptotic robustness of the asymptotic biases in structural equation modeling ⋮ Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models ⋮ Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model ⋮ On the asymptotic relative efficiency of planned missingness designs ⋮ Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables ⋮ On relative efficiency of quasi-MLE and GMM estimators of covariance structure models ⋮ Robust factor analysis. ⋮ Correlated samples with fixed and nonnormal latent variables

Cites Work

• Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
• Asymptotic chi-square tests for a large class of factor analysis models
• The asymptotic normal distribution of estimators in factor analysis under general conditions
• A class of factor analysis estimation procedures with common asymptotic sampling properties
• Matrix derivatives with chain rule and rules for simple, Hadamard, and Kronecker products
• Model conditions for asymptotic robustness in the analysis of linear relations
• Factor analysis by generalized least squares
• The weight matrix in asymptotic distribution-free methods
• Asymptotic Theory of Overparameterized Structural Models
• Robustness of statistical inference in factor analysis and related models
• Robustness of normal theory statistics in structural equation models*
• Asymptotically distribution‐free methods for the analysis of covariance structures
• Robustness of normal theory methods in the analysis of linear latent variate models

This page was built for publication: Robustness of normal theory statistics in structural equation models*