dc.contributor.author | Foldnes, Njål | |
dc.contributor.author | Grønneberg, Steffen | |
dc.date.accessioned | 2017-12-14T10:13:15Z | |
dc.date.available | 2017-12-14T10:13:15Z | |
dc.date.created | 2017-06-13T22:24:51Z | |
dc.date.issued | 2017 | |
dc.identifier.citation | Structural Equation Modeling. 2017, 24 (6), 881-896 | nb_NO |
dc.identifier.issn | 1070-5511 | |
dc.identifier.issn | 1532-8007 | |
dc.identifier.uri | http://hdl.handle.net/11250/2471641 | |
dc.description | The accepted and peer reviewed manuscript to the article | nb_NO |
dc.description.abstract | The asymptotic performance of structural equation modeling tests and standard errors are influenced by two factors: the model and the asymptotic covariance matrix Γ of the sample covariances. Although most simulation studies clearly specify model conditions, specification of Γ is usually limited to values of univariate skewness and kurtosis. We illustrate that marginal skewness and kurtosis are not sufficient to adequately specify a nonnormal simulation condition by showing that asymptotic standard errors and test statistics vary substantially among distributions with skewness and kurtosis that are identical. We argue therefore that Γ should be reported when presenting the design of simulation studies. We show how Γ can be exactly calculated under the widely used Vale–Maurelli transform. We suggest plotting the elements of Γ and reporting the eigenvalues associated with the test statistic. R code is provided. | nb_NO |
dc.language.iso | eng | nb_NO |
dc.publisher | Taylor and Francis | nb_NO |
dc.title | The asymptotic covariance matrix and its use in simulation studies | nb_NO |
dc.type | Journal article | nb_NO |
dc.type | Peer reviewed | nb_NO |
dc.description.version | acceptedVersion | nb_NO |
dc.source.pagenumber | 881-896 | nb_NO |
dc.source.volume | 24 | nb_NO |
dc.source.journal | Structural Equation Modeling | nb_NO |
dc.source.issue | 6 | nb_NO |
dc.identifier.doi | 10.1080/10705511.2017.1341320 | |
dc.identifier.cristin | 1475879 | |
dc.description.localcode | 2, Forfatterversjon | nb_NO |
cristin.unitcode | 158,3,0,0 | |
cristin.unitname | Institutt for samfunnsøkonomi | |
cristin.ispublished | true | |
cristin.fulltext | postprint | |
cristin.qualitycode | 2 | |