Testing structural equation models: the effect of kurtosis
Journal article, Peer reviewed
Permanent lenke
http://hdl.handle.net/11250/93436Utgivelsesdato
2011Metadata
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- Scientific articles [2147]
Originalversjon
10.1016/j.csda.2011.01.012Sammendrag
The Satorra Bentler (SB) and the Browne ADF chi-square statistics are used for testing structural equation models with non-normal data. The relationships between the SB and ADF statistics and kurtosis are developed and it is shown that the weighted deviations of the "population" true second-order moments and the tted second-order moments for these statistics tend to decrease with increasing kurtosis if the model does not hold. The results predict that high kurtosis can lead to loss of power. The results are obtained without simulation.
Beskrivelse
This is the authors’ final, accepted and refereed manuscript to the article