English, Article, Journal or magazine article edition: Asymptotic Robustness in Multi-Sample Analysis of Multivariate Linear Relations Albert Satorra

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/153100
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Asymptotic Robustness in Multi-Sample Analysis of Multivariate Linear Relations
Author
  • Albert Satorra
Physical Description
  • preprint
Notes
  • Standard methods for the analysis of linear latent variable models often rely on the assumption that the vector of observed variables is normally distributed. This normality assumption (NA) plays a crucial role in assessing optimality of estimates, in computing standard errors, and in designing an asymptotic chi-square goodness-of-fit test. The asymptotic validity of NA inferences when the data deviates from normality has been called asymptotic robustness. In the present paper we extend previous work on asymptotic robustness to a general context of multi-sample analysis of linear latent variable models, with a latent component of the model allowed to be fixed across (hypothetical) sample replications, and with the asymptotic covariance matrix of the sample moments not necessarily finite. We will show that, under certain conditions, the matrix $\Gamma$ of asymptotic variances of the analyzed sample moments can be substituted by a matrix $\Omega$ that is a function only of the cross- product moments of the observed variables. The main advantage of this is that inferences based on $\Omega$ are readily available in standard software for covariance structure analysis, and do not require to compute sample fourth-order moments. An illustration with simulated data in the context of regression with errors in variables will be presented.
  • RePEc:upf:upfgen:126
Language
  • English
Contributed by
OAIster

Get this edition

Other links

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment