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Some contributions to efficient statistics in structural models: Specification and estimation of moment structures

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  • P. Bentler
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    File URL: http://hdl.handle.net/10.1007/BF02293875
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    Bibliographic Info

    Article provided by Springer in its journal Psychometrika.

    Volume (Year): 48 (1983)
    Issue (Month): 4 (December)
    Pages: 493-517

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    Handle: RePEc:spr:psycho:v:48:y:1983:i:4:p:493-517

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    Related research

    Keywords: structural equations; covariance structures; moment structures; errors in variables; factor analysis; minimum chi square; generalized least squares; elliptical distributions; asymptotically distribution free;

    References

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    1. Dijkstra, Theo, 1983. "Some comments on maximum likelihood and partial least squares methods," Journal of Econometrics, Elsevier, Elsevier, vol. 22(1-2), pages 67-90.
    2. Aigner, Dennis J. & Hsiao, Cheng & Kapteyn, Arie & Wansbeek, Tom, 1984. "Latent variable models in econometrics," Handbook of Econometrics, Elsevier, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 23, pages 1321-1393 Elsevier.
    3. Bentler, P. M., 1983. "Simultaneous equation systems as moment structure models : With an introduction to latent variable models," Journal of Econometrics, Elsevier, Elsevier, vol. 22(1-2), pages 13-42.
    4. Karl Jöreskog & Arthur Goldberger, 1972. "Factor analysis by generalized least squares," Psychometrika, Springer, Springer, vol. 37(3), pages 243-260, September.
    5. S. Lee & R. Jennrich, 1979. "A study of algorithms for covariance structure analysis with specific comparisons using factor analysis," Psychometrika, Springer, Springer, vol. 44(1), pages 99-113, March.
    6. Pal, Manoranjan, 1980. "Consistent moment estimators of regression coefficients in the presence of errors in variables," Journal of Econometrics, Elsevier, Elsevier, vol. 14(3), pages 349-364, December.
    7. Muthen, Bengt, 1983. "Latent variable structural equation modeling with categorical data," Journal of Econometrics, Elsevier, Elsevier, vol. 22(1-2), pages 43-65.
    8. Fang, C. & Krishnaiah, P. R., 1982. "Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations," Journal of Multivariate Analysis, Elsevier, vol. 12(1), pages 39-63, March.
    9. anonymous, 1981. "Communications," Management Science, INFORMS, INFORMS, vol. 27(12), pages 1465-1472, December.
    10. anonymous, 1981. "Communications," Management Science, INFORMS, INFORMS, vol. 27(9), pages 1088-1091, September.
    11. Karl Jöreskog, 1978. "Structural analysis of covariance and correlation matrices," Psychometrika, Springer, Springer, vol. 43(4), pages 443-477, December.
    12. J. Pfanzagl, 1972. "Further results on asymptotic normality I," Metrika, Springer, Springer, vol. 18(1), pages 174-198, December.
    13. Cambanis, Stamatis & Huang, Steel & Simons, Gordon, 1981. "On the theory of elliptically contoured distributions," Journal of Multivariate Analysis, Elsevier, vol. 11(3), pages 368-385, September.
    14. Bartholomew, D. J., 1983. "Latent variable models for ordered categorical data," Journal of Econometrics, Elsevier, Elsevier, vol. 22(1-2), pages 229-243.
    15. J. Pfanzagl, 1972. "Further results on asymptotic normality II," Metrika, Springer, Springer, vol. 19(1), pages 89-97, December.
    16. Phillips, P C B, 1976. "The Iterated Minimum Distance Estimator and the Quasi-Maximum Likelihood Estimator," Econometrica, Econometric Society, Econometric Society, vol. 44(3), pages 449-60, May.
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