Alternative test criteria in covariance structure analysis: A unified approach
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Bibliographic InfoArticle provided by Springer in its journal Psychometrika.
Volume (Year): 54 (1989)
Issue (Month): 1 (March)
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Web page: http://www.springerlink.com/link.asp?id=112911
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- Dijkstra, Theo, 1983. "Some comments on maximum likelihood and partial least squares methods," Journal of Econometrics, Elsevier, vol. 22(1-2), pages 67-90.
- White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.
- Bentler, P. M., 1983. "Simultaneous equation systems as moment structure models : With an introduction to latent variable models," Journal of Econometrics, Elsevier, vol. 22(1-2), pages 13-42.
- Satorra, Albert & Bentler, Peter M., 1990. "Model conditions for asymptotic robustness in the analysis of linear relations," Computational Statistics & Data Analysis, Elsevier, vol. 10(3), pages 235-249, December.
- Sik-Yum Lee & Kwok-Leung Tsui, 1982. "Covariance structure analysis in several populations," Psychometrika, Springer, vol. 47(3), pages 297-308, September.
- P. Bentler, 1983. "Some contributions to efficient statistics in structural models: Specification and estimation of moment structures," Psychometrika, Springer, vol. 48(4), pages 493-517, December.
- Albert Satorra & Willem Saris, 1985. "Power of the likelihood ratio test in covariance structure analysis," Psychometrika, Springer, vol. 50(1), pages 83-90, March.
- James Steiger & Alexander Shapiro & Michael Browne, 1985. "On the multivariate asymptotic distribution of sequential Chi-square statistics," Psychometrika, Springer, vol. 50(3), pages 253-263, September.
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