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Model conditions for asymptotic robustness in the analysis of linear relations

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  • Satorra, Albert
  • Bentler, Peter M.

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Bibliographic Info

Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

Volume (Year): 10 (1990)
Issue (Month): 3 (December)
Pages: 235-249

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Handle: RePEc:eee:csdana:v:10:y:1990:i:3:p:235-249

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Web page: http://www.elsevier.com/locate/csda

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Cited by:
  1. Albert Satorra, 1990. "Robustness issues in structural equation modeling: a review of recent developments," Quality & Quantity: International Journal of Methodology, Springer, vol. 24(4), pages 367-386, November.
  2. Yuan, Ke-Hai & Bentler, Peter M., 2005. "Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models," Journal of Multivariate Analysis, Elsevier, vol. 94(2), pages 328-343, June.
  3. Albert Satorra, 1991. "Asymptotic robust inferences in the analysis of mean and covariance structures," Economics Working Papers 3, Department of Economics and Business, Universitat Pompeu Fabra.
  4. Juan Carlos Bou & Albert Satorra, 2014. "Univariate versus multivariate modeling of panel data," Economics Working Papers 1417, Department of Economics and Business, Universitat Pompeu Fabra.
  5. Robert Jennrich & Albert Satorra, 2014. "The Nonsingularity of Γ in Covariance Structure Analysis of Nonnormal Data," Psychometrika, Springer, vol. 79(1), pages 51-59, January.
  6. Brumm, Harold J, 2000. "Inflation and Central Bank Independence: Conventional Wisdom Redux," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(4), pages 807-19, November.
  7. Albert Satorra, 1992. "The variance matrix of sample second-order moments in multivariate linear relations," Economics Working Papers 8, Department of Economics and Business, Universitat Pompeu Fabra.
  8. Ke-Hai Yuan & Peter Bentler, 2004. "On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions," Psychometrika, Springer, vol. 69(3), pages 437-457, September.
  9. Albert Satorra, 1992. "Multi-sample analysis of moment-structures: Asymptotic validity of inferences based on second-order moments," Economics Working Papers 16, Department of Economics and Business, Universitat Pompeu Fabra.
  10. Willem Saris & Harm Hartman, 1990. "Common factors can always be found but can they also be rejected?," Quality & Quantity: International Journal of Methodology, Springer, vol. 24(4), pages 471-490, November.
  11. Eva Ventura & Albert Satorra, 2014. "A multiple indicator model for panel data: an application to ICT area-level variation," Economics Working Papers 1419, Department of Economics and Business, Universitat Pompeu Fabra.
  12. Ogasawara, Haruhiko, 2005. "Asymptotic robustness of the asymptotic biases in structural equation modeling," Computational Statistics & Data Analysis, Elsevier, vol. 49(3), pages 771-783, June.
  13. Sik-Yum Lee & Wai-Yin Poon & P. Bentler, 1992. "Structural equation models with continuous and polytomous variables," Psychometrika, Springer, vol. 57(1), pages 89-105, March.
  14. Gülhayat Şimşek & Fatma Noyan, 2012. "Structural equation modeling with ordinal variables: a large sample case study," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(5), pages 1571-1581, August.
  15. Kano, Yutaka & Takai, Keiji, 2011. "Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model," Journal of Multivariate Analysis, Elsevier, vol. 102(9), pages 1241-1255, October.
  16. Terje Skjerpen, 2008. "Engel elasticities, pseudo-maximum likelihood estimation and bootstrapped standard errors. A case study," Discussion Papers 532, Research Department of Statistics Norway.
  17. Albert Satorra, 1989. "Alternative test criteria in covariance structure analysis: A unified approach," Psychometrika, Springer, vol. 54(1), pages 131-151, March.
  18. Yuan, Ke-Hai & Bentler, Peter M., 2003. "Eight test statistics for multilevel structural equation models," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 89-107, October.
  19. Haruhiko Ogasawara, 2004. "Asymptotic biases in exploratory factor analysis and structural equation modeling," Psychometrika, Springer, vol. 69(2), pages 235-256, June.
  20. Brumm, Harold J., 2011. "Inflation and central bank independence: Two-way causality?," Economics Letters, Elsevier, vol. 111(3), pages 220-222, June.

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