//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Psychometrika"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Supplement to the paper "Asymp...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
asymptotic standard errors
3
component loadings
3
standard errors
2
structural equation modeling
2
Asymptotic biases
1
Dirichlet distribution
1
Edgeworth expansion
1
IRT
1
Poisson regression
1
RMR
1
RMSEA
1
Rasch's multiplicative Poisson model
1
asymptotic correlations
1
asymptotic robustness
1
asymptotic variances
1
chain equating
1
correlation residuals
1
covariance structures
1
equipercentile equating
1
factor analysis
1
factor loadings
1
factor rotation
1
fit indexes
1
fixed alternatives
1
independent clusters
1
information matrix
1
least squares
1
mean structures
1
missing values
1
negative binomial distribution
1
noncentral chi-square distributions
1
nonnormal data
1
nonnormal distributions
1
oblique factors
1
observed-score equating
1
orthoblique rotation
1
principal component analysis
1
rotation
1
sphericity
1
standardized residuals
1
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
9
Language
All
Undetermined
9
Author
All
Ogasawara, Haruhiko
9
Published in...
All
Psychometrika
商学討究 (Shogaku Tokyu)
20
Journal of Multivariate Analysis
8
Computational Statistics
3
Computational Statistics & Data Analysis
2
American journal of mathematical and management sciences
1
Annals of the Institute of Statistical Mathematics
1
Annals of the Institute of Statistical Mathematics : AISM
1
ビジネス創造センターディスカッション・ペーパー (Discussion papers of the Center for Business Creation)
1
more ...
less ...
Source
All
RePEc
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Some relationships between factors and components
Ogasawara, Haruhiko
- In:
Psychometrika
65
(
2000
)
4
,
pp. 551-551
Persistent link: https://www.econbiz.de/10005381793
Saved in:
2
Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation models
Ogasawara, Haruhiko
- In:
Psychometrika
72
(
2007
)
2
,
pp. 227-243
Persistent link: https://www.econbiz.de/10005381795
Saved in:
3
Rasch's multiplicative poisson model with covariates
Ogasawara, Haruhiko
- In:
Psychometrika
61
(
1996
)
1
,
pp. 73-92
Persistent link: https://www.econbiz.de/10005603052
Saved in:
4
Asymptotic standard errors of irt observed-score equating methods
Ogasawara, Haruhiko
- In:
Psychometrika
68
(
2003
)
2
,
pp. 193-211
Persistent link: https://www.econbiz.de/10005603301
Saved in:
5
Asymptotic biases in exploratory factor analysis and structural equation modeling
Ogasawara, Haruhiko
- In:
Psychometrika
69
(
2004
)
2
,
pp. 235-256
Persistent link: https://www.econbiz.de/10005603363
Saved in:
6
Concise formulas for the standard errors of component loading estimates
Ogasawara, Haruhiko
- In:
Psychometrika
67
(
2002
)
2
,
pp. 289-297
Persistent link: https://www.econbiz.de/10005603535
Saved in:
7
Oblique factors and components with independent clusters
Ogasawara, Haruhiko
- In:
Psychometrika
68
(
2003
)
2
,
pp. 299-321
Persistent link: https://www.econbiz.de/10005603700
Saved in:
8
Standard errors of fit indices using residuals in structural equation modeling
Ogasawara, Haruhiko
- In:
Psychometrika
66
(
2001
)
3
,
pp. 421-436
Persistent link: https://www.econbiz.de/10005612711
Saved in:
9
Some relationships between factors and components
Ogasawara, Haruhiko
- In:
Psychometrika
65
(
2000
)
2
,
pp. 167-185
Persistent link: https://www.econbiz.de/10005757676
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->