Corrections to test statistics and standard errors in covariance structure analysis
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