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Model conditions for asymptotic robustness in the analysis of linear relations

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This article is published in Computational Statistics & Data Analysis.The article was published on 1990-11-01 and is currently open access. It has received 159 citations till now.

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Cutoff criteria for fit indexes in covariance structure analysis : Conventional criteria versus new alternatives

TL;DR: In this article, the adequacy of the conventional cutoff criteria and several new alternatives for various fit indexes used to evaluate model fit in practice were examined, and the results suggest that, for the ML method, a cutoff value close to.95 for TLI, BL89, CFI, RNI, and G...
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Fit indices in covariance structure modeling : Sensitivity to underparameterized model misspecification

TL;DR: In this article, the sensitivity of maximum likelihood (ML), generalized least squares (GLS), and asymptotic distribution-free (ADF)-based fit indices to model misspecification, under conditions that varied sample size and distribution.
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An empirical evaluation of alternative methods of estimation for confirmatory factor analysis with ordinal data.

TL;DR: Estimation of polychoric correlations is robust to modest violations of underlying normality and WLS performed adequately only at the largest sample size but led to substantial estimation difficulties with smaller samples.
Journal ArticleDOI

Can test statistics in covariance structure analysis be trusted

TL;DR: In this paper, a Monte Carlo confirmatory factor analysis study was conducted to evaluate the suitability of 6 test statistics for covariance structure analysis, and the results showed that the Satorra-Bentler scaled test statistic performed best overall.
Journal ArticleDOI

Three Likelihood-Based Methods For Mean and Covariance Structure Analysis With Nonnormal Missing Data

TL;DR: In this article, a two-stage approach based on the unstructured mean and covariance estimates obtained by the EM-algorithm is proposed to deal with missing data in social and behavioral sciences, and the asymptotic efficiencies of different estimators are compared under various assump...
References
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Journal ArticleDOI

Asymptotically distribution‐free methods for the analysis of covariance structures

TL;DR: Methods for obtaining tests of fit of structural models for covariance matrices and estimator standard errors which are asymptotically distribution free are derived.
Journal ArticleDOI

A comparison of some methodologies for the factor analysis of non‐normal Likert variables

TL;DR: In this paper, a Monte Carlo study is conducted where five prototypical cases of non-normal variables are generated and two normal theory estimators, ML and GLS, are compared to Browne's (1982) ADF estimator.
Journal ArticleDOI

Linear structural equations with latent variables

TL;DR: In this article, an interdependent multivariate linear relations model based on manifest, measured variables as well as unmeasured and unmeasurable latent variables is developed, which is designed to accommodate a wider range of applications via its structural equations, mean structure, covariance structure, and constraints on parameters.
Journal ArticleDOI

Some contributions to efficient statistics in structural models: Specification and estimation of moment structures.

TL;DR: In this article, it is shown that higher order product moments yield important structural information when the distribution of variables is arbitrary, and some asymptotically distribution-free efficient estimators for such arbitrary structural models are developed.
Frequently Asked Questions (14)
Q1. What are the contributions in this paper?

Satorra et al. this paper showed that for a wide variety of linear-latent variable models, the model and independence assumptions ( A.W. 1 and A.H. 2 ) are sufficient conditions for the asymptotic efficiency of the NT-MD and PML estimators of r and also for correctness of the associated NT standard errors, despite nonnormality of the data. 

In a given model, (gi contains components of zgi (observed variables), unobservable variables such as measurement errors, disturbance terms of regression equations, latent factors, etc. 

A common approach to moment structure analysis is based on minimum distance (MD) methods, in which a structured vector o- = o- (i() of population moments (usually first- and second-order moments) is fitted to the vector s of corresponding sample moments (Hansen, 1982; Chamberlain, 1982; Browne, 1984; Abowd and Card, 1989). 

Mean and covariance structure models are nowadays widely used in social, economic, and behavioral studies to analyze linear relationships among variables, some of which are unobservable (latent) or subject to measurement error. 

The analysis of this type of model is usually carried out under the assumption that the observable variables are normally distributed; in the present paper, however, the authors are concerned with the validity of the NT approach when the latent regressor xgi and the disturbance terms vgi deviate from the normality assumption. 

When the latent regressor is random, 5goi is the constant unit element and the nonnormal components are vgi and xgi; in both cases, r = (a,/3, au2)', and the normal component (gL i is (ulg,U2g)'. 

The issue the authors address in the present paper concerns the analysis of the models described previously using MD methods (or equivalent maximum likelihood [ML] methods) that are based on the assumption that the zgi are i.i.d. normally distributed. 

The asymptotic variance matrix 1, of \\I7-s, where n is sample size, plays a fundamental role in designing an efficient MD analysis and in assessing the sampling variability of the statistics of interest. 

when the distribution of each latent random constituent of the model is symmetric (i.e., A.3 holds), then asymptotic efficiency applies to all the components of the NT-MD and PML estimators. 

In addition, the distribution of the residual vector s - S and of the goodness-of-fit test statistic Tv carry over from NT to the general case; in particular, the NT and PML goodness-of-fit test statistics, T and nF, are asymptotically chisquare distributed when the model holds, despite nonnormality. 

-f_(s - &) is asymptotically normal, with zero mean and variance matrix determined by T, V, and F* (i.e., the asymptotic distribution \\/ (s - 5) is free of higher order moments of the zgi); 5. the asymptotic distribution of the goodness-of-fit test statistic Tv of (16) (for any V) is chi square with degrees offreedom given by (14). 

The validity of inferences based on the normality assumption when the data are not normally distributed has been called asymptotic robustness (Anderson, 1987). 

OO ng i=1for suitable mgo X 1 vector /-tOg and mgo X mgo matrix d(O) (b) the {fgei}i, f = l,...,Lg, are independent and identically distributed (i.i.d.)sequences of zero mean and (finite) mge X mgg variance matrices, Ve), with E(6'hi6'e1i) = 0, when h t f (i.e., uncorrelated).(c) the {egLgi}i are i.i.d. normal. 

When the latent regressor is fixed (the so-called fixed x case), the authors assume the limits limn -O n 1~7 Eg The authorX ., g = 1, 2, are finite.