POWER OF THE LIKELIHOOD RATIO TEST IN COVARIANCE STRUCTURE-ANALYSIS
POWER OF THE LIKELIHOOD RATIO TEST IN COVARIANCE STRUCTURE-ANALYSIS
复制标题
DOI：
10.1007/bf02294150
复制
发表时间：
1985-01-01
期刊：
影响因子：
3
通讯作者：
SARIS, WE
中科院分区：
文献类型：
--
作者：
SATORRA, A;SARIS, WE
计算的权力的协方差结构分析的背景下使用的似然比检验的程序。该过程使用与常用计算机程序的标准输出相关联的统计数据，并假设指定了参数向量的特定替代值。使用非中心卡方分布，检验的功效近似为局部替代品序列的渐近功效。通过一个例子说明了该过程。蒙特卡洛实验也显示了近似对于特定情况的效果。
A procedure for computing the power of the likelihood ratio test used in the context of covariance structure analysis is derived. The procedure uses statistics associated with the standard output of the computer programs commonly used and assumes that a specific alternative value of the parameter vector is specified. Using the noncentral Chi-square distribution, the power of the test is approximated by the asymptotic one for a sequence of local alternatives. The procedure is illustrated by an example. A Monte Carlo experiment also shows how good the approximation is for a specific case.