Structural equation modeling with near singular covariance matrices
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References listed on IDEAS
- Ledoit, Olivier & Wolf, Michael, 2004.
"A well-conditioned estimator for large-dimensional covariance matrices,"
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- Franklin Satterthwaite, 1941. "Synthesis of variance," Psychometrika, Springer;The Psychometric Society, vol. 6(5), pages 309-316, October.
- Yuan, Ke-Hai & Hayashi, Kentaro & Bentler, Peter M., 2007. "Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses," Journal of Multivariate Analysis, Elsevier, vol. 98(6), pages 1262-1282, July.
- Vinod, H. D., 1982. "Maximum entropy measurement error estimates of singular covariance matrices in undersized samples," Journal of Econometrics, Elsevier, vol. 20(2), pages 163-174, November.
- S. Lee & R. Jennrich, 1979. "A study of algorithms for covariance structure analysis with specific comparisons using factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 44(1), pages 99-113, March.
- Yuan, Ke-Hai & Bentler, Peter M., 1997. "Improving parameter tests in covariance structure analysis," Computational Statistics & Data Analysis, Elsevier, vol. 26(2), pages 177-198, December.
- Anne Boomsma, 1985. "Nonconvergence, improper solutions, and starting values in lisrel maximum likelihood estimation," Psychometrika, Springer;The Psychometric Society, vol. 50(2), pages 229-242, June.
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- Jon Poynter & James Winder & Tzu Tai, 2015. "An analysis of co-movements in industrial sector indices over the last 30 years," Review of Quantitative Finance and Accounting, Springer, vol. 44(1), pages 69-88, January.
- 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.
- repec:spr:aistmt:v:69:y:2017:i:3:d:10.1007_s10463-016-0552-2 is not listed on IDEAS
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