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Title:
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Scaled and Adjusted Restricted Tests in Multi-Sample Analysis of Moment Structures
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Author:
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Satorra, Albert
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Other authors:
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Universitat Pompeu Fabra. Departament d'Economia i Empresa |
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Abstract:
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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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Publication date:
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2005-09-15 |
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Subject(s):
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Moment-structures, Goodness-of-fit, score test, Wald test, scaling corrections, chi-square distribution, non-normality |
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Rights:
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Aquest document està subjecte a una llicència d'ús de Creative Commons, amb la qual es permet copiar, distribuir i comunicar públicament l'obra sempre que se'n citin l'autor original, la universitat i el departament i no se'n faci cap ús comercial ni obra derivada, tal com queda estipulat en la llicència d'ús (http://creativecommons.org/licenses/by-nc-nd/2.5/es/) |
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Document type:
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Working Paper |
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