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SWAIN: Stata module to correct the SEM chi-square overidentification test in small sample sizes or complex models

Author

Listed:
  • John Antonakis

    (University of Lausanne)

  • Nicolas Bastardoz

    (University of Lausanne)

Programming Language

Stata

Abstract

swain and swaini provide a suite of corrections to the chi-square overidentification test (i.e., likelihood ratio test of fit) for structural equation models whether with or without latent variables. The chi-square statistic is asymptotically correct; however, it does not behave as expected in small samples and/or when the model is complex (cf. Herzog, Boomsma, & Reinecke, 2007). In situations where the ratio of the sample size to the number of parameters estimated is relatively small, the chi-square test will tend to overreject correctly specified models. Applied researchers should thus use a statistic having a more appropriate Type 1 reject error rate to judge model fit in finite samples (Bastardoz & Antonakis, 2014, 2016). The module provides three corrections: (a) the Swain (1975) scaling factor (see Herzog & Boomsma, 2009; Herzog, et al., 2007); (b) an empirical correction T(MLEC1) by Yuan, Tian, and Yanagihara (2015), and (c) the F-test, which can be thought of as the small sample correction to the chi-square test (McNeish, 2020).

Suggested Citation

  • John Antonakis & Nicolas Bastardoz, 2013. "SWAIN: Stata module to correct the SEM chi-square overidentification test in small sample sizes or complex models," Statistical Software Components S457617, Boston College Department of Economics, revised 27 Aug 2020.
    • Handle: RePEc:boc:bocode:s457617
    Note: This module should be installed from within Stata by typing "ssc install swain". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/s/swain.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/swain.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/swaini.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/swaini.sthlp
    File Function: help file
    Download Restriction: no
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