Scaled and Adjusted Restricted Tests in Multi Sample Analysis of Moment Structures
Scaled and Adjusted Restricted Tests in Multi Sample Analysis of Moment Structures
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DOI：
10.2139/ssrn.189431
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发表时间：
1999-07
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影响因子：
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通讯作者：
A. Satorra
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文献类型：
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作者：
A. Satorra
我们将Satorra和Bentler（1988 a，B）提出的拟合优度检验统计量的尺度校正和调整校正推广到score、Wald和差分检验统计量。该理论的框架在一般情况下的多样本分析的时刻结构，在一般条件下的可观察变量的分布。计算问题，以及缩放和校正的统计量的渐近稳健的关系，进行了讨论。蒙特卡洛研究说明了在有限样本的校正分数检验统计量的比较性能。
We extend to score, Wald and difference test statistics the scaled and adjusted corrections to goodness-of-fit test statistics developed in Satorra and Bentler (1988a,b). The theory is framed in the general context of multisample analysis of moment structures, under general conditions on the distribution of observable variables. Computational issues, as well as the relation of the scaled and corrected statistics to the asymptotic robust ones, is discussed. A Monte Carlo study illustrates the comparative performance in finite samples of corrected score test statistics.