Two-term Edgeworth expansions of the distributions of fit indexes under fixed alternatives in covariance structure models

Two-term Edgeworth expansions of the distributions of fit indexes under fixed alternatives in covariance structure models
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协方差结构模型中固定方案下拟合指数分布的两项埃奇沃斯展开

DOI:
10.4992/pacjpa.74.0_1am048
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发表时间:
2009
期刊:
--
影响因子:
--
通讯作者:
H. Ogasawara
H. Ogasawara
中科院分区:
--
文献类型:
--
作者:
H. Ogasawara

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得到了实际协方差结构分析中常用的13个拟合指标分布的渐近展开式。拟合指标包括一个假设模型的常用对数似然比统计量,以及该统计量和所谓的不相关观测变量的基线模型的相应统计量的函数。结果是由两项Edgeworth扩展下固定的替代品可能非正态分布的数据。一个数值例子,使用错误指定的因子分析模型显示,在有限样本的渐近结果的行为。
Asymptotic expansions of the distributions of thirteen fit indexes used in covariance structure analysts in practice are obtained. The fit indexes include the usual log likelihood ratio statistic for a posited model and the functions of this statistic and the corresponding statistic of the so-called baseline model of uncorrelated observed variables. The results are derived by the two-term Edgeworth expansion under fixed alternatives for possibly nonnormally distributed data. A numerical example using a misspecified factor analys model is shown to see the behavior of the asymptotic results in finite samples.
DOI: --
发表时间: 2006
期刊: Computational Statistics and Data Analysis 50
影响因子: --
作者:
Ogasawara;H.
通讯作者: H.
DOI: --
发表时间: 2007
期刊: Psychometrika 72
影响因子: --
作者:
Ogasawara;H.
通讯作者: H.