• norsk
    • English
  • norsk 
    • norsk
    • English
  • Logg inn
Vis innførsel 
  •   Hjem
  • Handelshøyskolen BI
  • Publikasjoner fra CRIStin - BI
  • Vis innførsel
  •   Hjem
  • Handelshøyskolen BI
  • Publikasjoner fra CRIStin - BI
  • Vis innførsel
JavaScript is disabled for your browser. Some features of this site may not work without it.

Approximating Test Statistics Using Eigenvalue Block Averaging

Foldnes, Njål; Grønneberg, Steffen
Journal article, Peer reviewed
Accepted version
Thumbnail
Åpne
Locked until 20.10.2018 due to copyright restrictions (482.9Kb)
Permanent lenke
http://hdl.handle.net/11250/2474090
Utgivelsesdato
2018
Metadata
Vis full innførsel
Samlinger
  • Publikasjoner fra CRIStin - BI [633]
  • Scientific articles [1667]
Originalversjon
Structural Equation Modeling: A Multidisciplinary Journal, 2018, 25(1),   10.1080/10705511.2017.1373021
Sammendrag
We introduce and evaluate a new class of approximations to common test statistics in structural equation modeling. Such test statistics asymptotically follow the distribution of a weighted sum of i.i.d. chi-square variates, where the weights are eigenvalues of a certain matrix. The proposed eigenvalue block averaging (EBA) method involves creating blocks of these eigenvalues and replacing them within each block with the block average. The Satorra–Bentler scaling procedure is a special case of this framework, using one single block. The proposed procedure applies also to difference testing among nested models. We investigate the EBA procedure both theoretically in the asymptotic case, and with simulation studies for the finite-sample case, under both maximum likelihood and diagonally weighted least squares estimation. Comparison is made with 3 established approximations: Satorra–Bentler, the scaled and shifted, and the scaled F tests.
Beskrivelse
The accepted and peer reviewed manuscript to the article
Utgiver
Taylor and Francis
Tidsskrift
Structural Equation Modeling: A Multidisciplinary Journal

Kontakt oss | Gi tilbakemelding

Personvernerklæring
DSpace software copyright © 2002-2019  DuraSpace

Levert av  Unit
 

 

Bla i

Hele arkivetDelarkiv og samlingerUtgivelsesdatoForfattereTitlerEmneordDokumenttyperTidsskrifterDenne samlingenUtgivelsesdatoForfattereTitlerEmneordDokumenttyperTidsskrifter

Min side

Logg inn

Statistikk

Besøksstatistikk

Kontakt oss | Gi tilbakemelding

Personvernerklæring
DSpace software copyright © 2002-2019  DuraSpace

Levert av  Unit