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Two-term Edgeworth expansions of the distributions of fit indexes under fixed alternatives in covariance structure models

Listed author(s):
  • Ogasawara, Haruhiko
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    Asymptotic expansions of the distributions of thirteen fit indexes used in covariance structure analysts in practice are obtained. The fit indexes include the usual log likelihood ratio statistic for a posited model and the functions of this statistic and the corresponding statistic of the so-called baseline model of uncorrelated observed variables. The results are derived by the two-term Edgeworth expansion under fixed alternatives for possibly nonnormally distributed data. A numerical example using a misspecified factor analys model is shown to see the behavior of the asymptotic results in finite samples.

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    Article provided by Otaru University of Commerce in its journal 商学討究 : The Economic Review (Otaru University of Commerce).

    Volume (Year): 59 (2009)
    Issue (Month): 4 ()
    Pages: 41-48

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    Handle: RePEc:ota:ecorev:10252/2310
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