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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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  • 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.
  • Handle: RePEc:eee:csdana:v:10:y:1990:i:3:p:235-249
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    References listed on IDEAS

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    1. Dufour, Jean-Marie & Roy, Roch, 1985. "Some robust exact results on sample autocorrelations and tests of randomness," Journal of Econometrics, Elsevier, pages 257-273.
    2. Hall, A D & McAleer, Michael, 1989. "A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(1), pages 95-106, January.
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    Cited by:

    1. Satorra, Albert, 1992. "The variance matrix of sample second-order moments in multivariate linear relations," Statistics & Probability Letters, Elsevier, pages 63-69.
    2. Haj-Salem, Narjes & Chebat, Jean Charles & Michon, Richard & Oliveira, Sandra, 2016. "Why male and female shoppers do not see mall loyalty through the same lens? The mediating role of self-congruity," Journal of Business Research, Elsevier, vol. 69(3), pages 1219-1227.
    3. 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.
    4. 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.
    5. Brumm, Harold J., 2011. "Inflation and central bank independence: Two-way causality?," Economics Letters, Elsevier, vol. 111(3), pages 220-222, June.
    6. Robert Jennrich & Albert Satorra, 2014. "The Nonsingularity of Γ in Covariance Structure Analysis of Nonnormal Data," Psychometrika, Springer;The Psychometric Society, vol. 79(1), pages 51-59, January.
    7. Sik-Yum Lee & Wai-Yin Poon & P. Bentler, 1992. "Structural equation models with continuous and polytomous variables," Psychometrika, Springer;The Psychometric Society, vol. 57(1), pages 89-105, March.
    8. 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.
    9. Brumm, Harold J, 2000. "Inflation and Central Bank Independence: Conventional Wisdom Redux," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(4), pages 807-819, November.
    10. Ventura, Eva & Satorra, Albert, 2015. "A multiple indicator model for panel data: an application to ICT area-level variation," 26th European Regional ITS Conference, Madrid 2015 127191, International Telecommunications Society (ITS).
    11. repec:spr:svcbiz:v:11:y:2017:i:2:d:10.1007_s11628-016-0313-6 is not listed on IDEAS
    12. Haruhiko Ogasawara, 2004. "Asymptotic biases in exploratory factor analysis and structural equation modeling," Psychometrika, Springer;The Psychometric Society, vol. 69(2), pages 235-256, June.
    13. Albert Satorra, 1989. "Alternative test criteria in covariance structure analysis: A unified approach," Psychometrika, Springer;The Psychometric Society, vol. 54(1), pages 131-151, March.
    14. 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.
    15. Terje Skjerpen, 2008. "Engel elasticities, pseudo-maximum likelihood estimation and bootstrapped standard errors. A case study," Discussion Papers 532, Statistics Norway, Research Department.
    16. 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.
    17. 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;The Psychometric Society, vol. 69(3), pages 437-457, September.
    18. 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.
    19. 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.
    20. 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.
    21. 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.
    22. 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.
    23. Ke-Hai Yuan & Yubin Tian & Hirokazu Yanagihara, 2015. "Empirical Correction to the Likelihood Ratio Statistic for Structural Equation Modeling with Many Variables," Psychometrika, Springer;The Psychometric Society, vol. 80(2), pages 379-405, June.
    24. 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.

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