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Persistent link: https://www.econbiz.de/10008456052
A family of scaling corrections aimed to improve the chi-square approximation of goodness-of-fit test statistics in small samples, large models, and nonnormal data was proposed in Satorra and Bentler (1994). For structural equations models, Satorra-Bentler's (SB) scaling corrections are...
Persistent link: https://www.econbiz.de/10005704904
We extend to score, Wald and difference test statistics the scaled and adjusted corrections to goodness-of-fit test statistics developed in Satorra and Bentler (1988a,b). The theory is framed in the general context of multisample analysis of moment structures, under general conditions on the...
Persistent link: https://www.econbiz.de/10005772325
OBJECTIVE: We sought to determine whether lesbians have higher rates of overweight and obesity than women of other sexual orientations.METHODS: We compared population estimates of overweight and obesity across sexual orientation groups, using data from the 2002 National Survey of Family...
Persistent link: https://www.econbiz.de/10009447243
This paper presents the one- and the multifactor versions of a term structure model in which the factor dynamics are given by Cox/Ingersoll/Ross (CIR) type "square root" diffusions with piecewise constant parameters. The model is fitted to initial term structures given by a finite number of data...
Persistent link: https://www.econbiz.de/10004968242
Inferences on the area under a receiver operating characteristic curve (AUC) are usually based on a fully parametric approach or a fully nonparametric approach. A semiparametric empirical likelihood method is proposed to construct confidence intervals for AUC by assuming a density ratio model...
Persistent link: https://www.econbiz.de/10010871409
In this paper we provide a formal yet simple and straightforward proof of the asymptotic χ<Superscript>2</Superscript> distribution for Cochran test statistic. Then, we show that the general form of this type of test statistics is invariant for the choice of weights. This fact is important since in practice many such...</superscript>
Persistent link: https://www.econbiz.de/10010998551
The paper makes two contributions. First, we provide a formula for the exact distribution of the periodogram evaluated at any arbitrary frequency, when the sample is taken from any zero-mean stationary Gaussian process. The inadequacy of the asymptotic distribution is demonstrated through an...
Persistent link: https://www.econbiz.de/10005644494
Persistent link: https://www.econbiz.de/10005613230
Persistent link: https://www.econbiz.de/10005616140