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Paper Title

Corrections to test statistics and standard errors in covariance structure analysis

Keywords

  • Covariance Structure Analysis
  • Goodness-of-Fit Statistic
  • Scaling Corrections
  • Satterthwaite Correction
  • Asymptotic Behavior
  • Standard Error Corrections
  • Elliptical Distribution
  • Robustness
  • Browne-Shapiro Correction
  • Parameter Estimation
  • Statistical Theory
  • Model Fit Improvement
  • Structural Equation Modeling (SEM)
  • Hypothesis Testing
  • Covariance Matrix Adjustment

Article Type

Book review

Published On

March, 1994

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Abstract

developed an approach to the asymptotic behavior of covariance structure statistics that rather naturally yields corrections to the goodness-of-fit statistic of the scaling and Satterthwaite types / present these results and . . . illustrate how they improve upon the uncorrected statistics that are now implemented in the field of covariance structure analysis / [show] that the proposed corrections not only encompass the ones advocated by A. Shapiro and M. Browne (1987) in case of elliptical data but do not suffer from the drawback of Browne-Shapiro's corrections of lack of robustness against deviations from the assumption of an elliptical distribution / provides a theory for correcting the standard covariance matrix of the vector of parameter estimates

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