Showing 1 - 10 of 13
Practical problems that are frequently encountered in applications of covariance structure analysis are discussed and solutions are suggested. Conceptual, statistical, and practical requirements for structural modeling are reviewed to indicate how basic assumptions might be violated. Problems...
Persistent link: https://www.econbiz.de/10010791059
The blind, forward-search procedure used by Spirtes, Scheines, and Glymour in their simulation study of computer-aided model specification with EQS does not represent a procedure that is recommended for use in practice, nor does it represent a procedure that is actually implemented by...
Persistent link: https://www.econbiz.de/10010791087
Model modification in covariance structure analysis through reducing constraints can have an impact on the estimates of the maintained free parameters if the model is reevaluated. Three new statistics that focus on the estimated changes of parameter estimates and estimated sampling variability...
Persistent link: https://www.econbiz.de/10010791117
Multivariate outliers may be modeled using the contaminated multivariate normal distribution with two parameters indicating the percentage of outliers and the degree of contamination. Recent developments in elliptical distribution theory are used to determine estimators of these parameters....
Persistent link: https://www.econbiz.de/10010791204
It is well known that the family of spherical distributions has many nice properties. Is it possible to extend those properties to some bigger family [triple bond; length as m-dash] (y) which consists of all positive scale mixtures of y, where y is a given random vector and is called the...
Persistent link: https://www.econbiz.de/10005314074
Persistent link: https://www.econbiz.de/10005118446
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This paper is concerned with the analysis of structural equation models with polytomous variables. Identification conditions for the basic model are discussed. Theory for the full simultaneous maximum likelihood estimation of the thresholds and the covariance structure parameters is developed....
Persistent link: https://www.econbiz.de/10005137804
This paper presents an inductive method for computing the moments of an elliptically distributed random variate. A sequence of new parameters relating higher-order to second moments is introduced. The known kurtosis parameter is shown to be a member of this sequence.
Persistent link: https://www.econbiz.de/10005138093
A p - 1 random vector x is said to have a spherical distribution, if for every p - p orthogonal matrix Q, x and Qx have the same distribution. In this paper, some nonparametric goodness of fit Wilcoxon-type tests for sphericity are proposed. Some results on the limiting distributions of the...
Persistent link: https://www.econbiz.de/10005153095