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Asymptotically distribution‐free methods for the analysis of covariance structures
Author(s) -
Browne M. W.
Publication year - 1984
Publication title -
british journal of mathematical and statistical psychology
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.157
H-Index - 51
eISSN - 2044-8317
pISSN - 0007-1102
DOI - 10.1111/j.2044-8317.1984.tb00789.x
Subject(s) - covariance , estimator , mathematics , standard error , distribution (mathematics) , statistics , sampling (signal processing) , computer science , mathematical analysis , filter (signal processing) , computer vision
Methods for obtaining tests of fit of structural models for covariance matrices and estimator standard errors which are asymptotically distribution free are derived. Modifications to standard normal theory tests and standard errors which make them applicable to the wider class of elliptical distributions are provided. A random sampling experiment to investigate some of the proposed methods is described.