English, Article, Journal or magazine article edition: Scaled and Adjusted Restricted Tests in Multi-Sample Analysis of Moment Structures Albert Satorra

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Bookmark: http://trove.nla.gov.au/version/154508
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Scaled and Adjusted Restricted Tests in Multi-Sample Analysis of Moment Structures
Author
  • Albert Satorra
Physical Description
  • preprint
Notes
  • We extend to score, Wald and difference test statistics the scaled and adjusted corrections to goodness-of-fit test statistics developed in Satorra and Bentler (1988a,b). The theory is framed in the general context of multisample analysis of moment structures, under general conditions on the distribution of observable variables. Computational issues, as well as the relation of the scaled and corrected statistics to the asymptotic robust ones, is discussed. A Monte Carlo study illustrates the comparative performance in finite samples of corrected score test statistics.
  • Moment-structures, Goodness-of-fit, score test, Wald test, scaling corrections, chi-square distribution, non-normality
  • RePEc:upf:upfgen:395
Language
  • English
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