Scaled and adjusted restricted tests in multi-sample analysis of moment structures
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- dc.contributor.author Satorra, Albertca
- dc.contributor.other Universitat Pompeu Fabra. Departament d'Economia i Empresa
- dc.date.accessioned 2017-07-26T10:50:09Z
- dc.date.available 2017-07-26T10:50:09Z
- dc.date.issued 1999-07-01
- dc.date.modified 2017-07-23T02:04:38Z
- dc.description.abstract 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.
- dc.format.mimetype application/pdfca
- dc.identifier https://econ-papers.upf.edu/ca/paper.php?id=395
- dc.identifier.citation Innovations in Multivariate Statistical Analysis: A Fstschrift for Heinz Neudecker. Heijmans, D. D. H., Pollock, D. S. G. and Satorra, A. (edts. pp. 233-247), Kluwer Academic Publishers, Dordrecht
- dc.identifier.uri http://hdl.handle.net/10230/412
- dc.language.iso eng
- dc.relation.ispartofseries Economics and Business Working Papers Series; 395
- dc.rights L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons
- dc.rights.accessRights info:eu-repo/semantics/openAccess
- dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
- dc.subject.keyword moment-structures
- dc.subject.keyword goodness-of-fit
- dc.subject.keyword score test
- dc.subject.keyword wald test
- dc.subject.keyword scaling corrections
- dc.subject.keyword chi-square distribution
- dc.subject.keyword non-normality
- dc.subject.keyword Statistics, Econometrics and Quantitative Methods
- dc.title Scaled and adjusted restricted tests in multi-sample analysis of moment structuresca
- dc.type info:eu-repo/semantics/workingPaper