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 distribution of
observable variables. Computational issues, as well as the
relation of the scaled and corrected statistics to the asymptotic
robust ones, is discussed. A Monte Carlo study illustrates the
comparative ...
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 distribution of
observable variables. Computational issues, as well as the
relation of the scaled and corrected statistics to the asymptotic
robust ones, is discussed. A Monte Carlo study illustrates the
comparative performance in finite samples of corrected score test
statistics.
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