English, Article, Journal or magazine article edition: Multi-Sample Analysis of Moment-Structures: Asymptotic Validity of Inferences Based on Second-Order Moments Albert Satorra

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Bookmark: http://trove.nla.gov.au/version/111923
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Multi-Sample Analysis of Moment-Structures: Asymptotic Validity of Inferences Based on Second-Order Moments
Author
  • Albert Satorra
Physical Description
  • preprint
Notes
  • In moment structure analysis with nonnormal data, asymptotic valid inferences require the computation of a consistent (under general distributional assumptions) estimate of the matrix $\Gamma$ of asymptotic variances of sample second--order moments. Such a consistent estimate involves the fourth--order sample moments of the data. In practice, the use of fourth--order moments leads to computational burden and lack of robustness against small samples. In this paper we show that, under certain assumptions, correct asymptotic inferences can be attained when $\Gamma$ is replaced by a matrix $\Omega$ that involves only the second-- order moments of the data. The present paper extends to the context of multi--sample analysis of second--order moment structures, results derived in the context of (simple--sample) covariance structure analysis (Satorra and Bentler, 1990). The results apply to a variety of estimation methods and general type of statistics. An example involving a test of equality of means under covariance restrictions illustrates theoretical aspects of the paper.
  • RePEc:upf:upfgen:16
Language
  • English
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