Asymptotically distribution-free methods in analysis of covariance structures.

Author(s)
Browne, M.W.
Year
Abstract

Methods for obtaining tests of fit of structural models for covariance matrices and estimator standard errors which are asymptotically free are derived. Modifications to standard normal theory tests and standard errors which make them applicable to the wider class of eloptical distributions are provided. A random sampling experiment to investigate some of the proposed methods is described. (Author/publisher)

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Publication

Library number
941650 ST [electronic version only]
Source

British Journal of Mathematical Statistical Psychology, Vol. 37 (1984), p. 62-83, 39 ref.

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