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Improving parameter tests in covariance structure analysis

  • Yuan, Ke-Hai
  • Bentler, Peter M.
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    File URL: http://www.sciencedirect.com/science/article/B6V8V-3SX6GP2-H/2/0d69c9a9cf6eebb547ff35a59aca1b0e
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    Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

    Volume (Year): 26 (1997)
    Issue (Month): 2 (December)
    Pages: 177-198

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    Handle: RePEc:eee:csdana:v:26:y:1997:i:2:p:177-198
    Contact details of provider: Web page: http://www.elsevier.com/locate/csda

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    1. Masanori Ichikawa & Sadanori Konishi, 1995. "Application of the bootstrap methods in factor analysis," Psychometrika, Springer, vol. 60(1), pages 77-93, March.
    2. Anderson, T. W., 1989. "Linear latent variable models and covariance structures," Journal of Econometrics, Elsevier, vol. 41(1), pages 91-119, May.
    3. 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.
    4. Kenneth Bollen, 1996. "An alternative two stage least squares (2SLS) estimator for latent variable equations," Psychometrika, Springer, vol. 61(1), pages 109-121, March.
    5. Chamberlain, Gary, 1982. "Multivariate regression models for panel data," Journal of Econometrics, Elsevier, vol. 18(1), pages 5-46, January.
    6. Albert Satorra, 1993. "On the asymptotic optimality of alternative minimum-distance estimators in linear latent-variable models," Economics Working Papers 35, Department of Economics and Business, Universitat Pompeu Fabra.
    7. Gerhard Arminger & Ronald Schoenberg, 1989. "Pseudo maximum likelihood estimation and a test for misspecification in mean and covariance structure models," Psychometrika, Springer, vol. 54(3), pages 409-425, September.
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