Estimating structural equation models with non-normal variables by using transformations

DOI10.1111/J.1467-9574.2009.00420.XMaRDI QIDQ6573701

Could not fetch data.

Publication date: 17 July 2024

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

zbMATH Keywords

maximum likelihood estimationtest statisticsstructural equation modelsBox-Cox transformationsnon-normal variables

Mathematics Subject Classification ID

Could not fetch data.

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A scaled difference chi-square test statistic for moment structure analysis
• Dynamic analysis of multivariate panel data with nonlinear transformations
• Estimating Optimal Transformations for Multiple Regression and Correlation
• Asymptotically distribution‐free methods for the analysis of covariance structures
• Conditioning of Quasi-Newton Methods for Function Minimization
• Maximum Likelihood Estimation of Misspecified Models

This page was built for publication: Estimating structural equation models with non-normal variables by using transformations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6573701)