Asymptotic robustness of standard errors in multilevel structural equation models
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Cited by:
- Jonathan Schweig, 2014. "Multilevel Factor Analysis by Model Segregation," Journal of Educational and Behavioral Statistics, , vol. 39(5), pages 394-422, October.
- Kirt Butler & Katsushi Okada, 2009. "The relative contribution of conditional mean and volatility in bivariate returns to international stock market indices," Applied Financial Economics, Taylor & Francis Journals, vol. 19(1), pages 1-15.
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Keywords
Nonnormal data Skewness Kurtosis Standard errors Asymptotic robustness;Statistics
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