Consider the case in which we have data from repeated surveys covering several geographic areas, and our goal is to characterize these areas on a latent trait that underlies multiple indicators. This characterization occurs, for example, in surveys of information and communication technologies...

Panel data can be arranged into a matrix in two ways, called 'long' and 'wide' formats (LF and WF). The two formats suggest two alternative model approaches for analyzing panel data: (i) univariate regression with varying intercept; and (ii) multivariate regression with latent variables (a...

Standard methods for the analysis of linear latent variable models often rely on the assumption that the vector of observed variables is normally distributed. This normality assumption (NA) plays a crucial role in assessing optimality of estimates, in computing standard errors, and in designing...

Structural equation models are widely used in economic, social and behavioral studies to analyze linear interrelationships among variables, some of which may be unobservable or subject to measurement error. Alternative estimation methods that exploit different distributional assumptions are now...

In moment structure analysis with nonnormal data, asymptotic valid inferences require the computation of a consistent (under general distributional assumptions) estimate of the matrix $\Gamma$ of asymptotic variances of sample second--order moments. Such a consistent estimate involves the...

Structural equation models (SEM) are commonly used to analyze the relationship between variables some of which may be latent, such as individual ``attitude'' to and ``behavior'' concerning specific issues. A number of difficulties arise when we want to compare a large number of groups, each with...

It is proved the algebraic equality between Jennrich's (1970) asymptotic $X^2$ test for equality of correlation matrices, and a Wald test statistic derived from Neudecker and Wesselman's (1990) expression of the asymptotic variance matrix of the sample correlation matrix.

Asymptotic chi-squared test statistics for testing the equality of moment vectors are developed. The test statistics proposed are generalized Wald test statistics that specialize for different settings by inserting and appropriate asymptotic variance matrix of sample moments. Scaled test...