Moment Testing for Interaction Terms in Structural Equation Modeling
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References listed on IDEAS
- 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.
- Sik-Yum Lee & Hong-Tu Zhu, 2002. "Maximum likelihood estimation of nonlinear structural equation models," Psychometrika, Springer;The Psychometric Society, vol. 67(2), pages 189-210, June.
- Andreas Klein & Helfried Moosbrugger, 2000. "Maximum likelihood estimation of latent interaction effects with the LMS method," Psychometrika, Springer;The Psychometric Society, vol. 65(4), pages 457-474, December.
- 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.
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- repec:eee:econom:v:200:y:2017:i:2:p:169-180 is not listed on IDEAS
- Meijer, Erik & Spierdijk, Laura & Wansbeek, Tom, 2017.
"Consistent estimation of linear panel data models with measurement error,"
Journal of Econometrics,
Elsevier, pages 169-180.
- Erik Meijer & Laura Spierdijk & Tom J. Wansbeek, 2015. "Consistent Estimation of Linear Panel Data Models with Measurement Error," CESifo Working Paper Series 5164, CESifo Group Munich.
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Keywordsstructural equation modeling; goodness-of-fit testing; moment test; third-order moments; interaction terms; equivalent models; saturated model;
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