The small sample performance of estimators of the standard errors of structural equation models

DOI10.1080/00949655.2011.616205zbMath1348.62077OpenAlexW2092797132MaRDI QIDQ4922644

Katrin Kraus, Johan Lyhagen

Publication date: 3 June 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2011.616205

zbMATH Keywords

information matrixsmall sample sizesSEMstructural equation modellingestimators of standard errorssandwich estimator Monte Carlo simulation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

Uses Software

• Mplus
• LISREL
• Amos

Cites Work

• On second-order optimality of the observed Fisher information
• Application of the bootstrap methods in factor analysis
• Asymptotic robustness of standard errors in multilevel structural equation models
• Bias Reduction of Estimated Standard Errors in Factor Analysis
• Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
• Maximum Likelihood Estimation of Misspecified Models
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