On the likelihood ratio test in structural equation modeling when parameters are subject to boundary constraints
On the likelihood ratio test in structural equation modeling when parameters are subject to boundary constraints
复制标题
DOI:
10.1037/1082-989x.11.4.439
复制
发表时间:
2006-12-01
影响因子:
7
通讯作者:
van den Wittenboer, Godfried
中科院分区:
文献类型:
--
作者:
Stoel, Reinoud D.;Garre, Francisca Galindo;van den Wittenboer, Godfried
The authors show how the use of inequality constraints on parameters in structural equation models may affect the distribution of the likelihood ratio test. Inequality constraints are implicitly used in the testing of commonly applied structural equation models, such as the common factor model, the autoregressive model, and the latent growth curve model, although this is not commonly acknowledged. Such constraints are the result of the null hypothesis in which the parameter value or values are placed on the boundary of the parameter space. For instance, this occurs in testing whether the variance of a growth parameter is significantly different from 0. It is shown that in these cases, the asymptotic distribution of the chi-square difference cannot be treated as that of a central chi-square-distributed random variable with degrees of freedom equal to the number of constraints. The correct distribution for testing 1 or a few parameters at a time is inferred for the 3 structural equation models mentioned above. Subsequently, the authors describe and illustrate the steps that one should take to obtain this distribution. An important message is that using the correct distribution may lead to appreciably greater statistical power.