• norsk
    • English
  • English 
    • norsk
    • English
  • Login
View Item 
  •   Home
  • Handelshøyskolen BI
  • Articles
  • Scientific articles
  • View Item
  •   Home
  • Handelshøyskolen BI
  • Articles
  • Scientific articles
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

Testing structural equation models: the effect of kurtosis

Foss, Tron; Jøreskog, Karl Gustaf; Olsson, Ulf Henning
Journal article, Peer reviewed
Thumbnail
View/Open
Foss_Jøreskog_Olsson_CSDA_2011.pdf (350.0Kb)
URI
http://hdl.handle.net/11250/93436
Date
2011
Metadata
Show full item record
Collections
  • Scientific articles [1334]
Original version
http://dx.doi.org/ 10.1016/j.csda.2011.01.012
Abstract
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.
Description
This is the authors’ final, accepted and refereed manuscript to the article
Publisher
Elsevier
Journal
Computational Statistics and Data Analysis

Contact Us | Send Feedback

Privacy policy
DSpace software copyright © 2002-2019  DuraSpace

Service from  Unit
 

 

Browse

ArchiveCommunities & CollectionsBy Issue DateAuthorsTitlesSubjectsDocument TypesJournalsThis CollectionBy Issue DateAuthorsTitlesSubjectsDocument TypesJournals

My Account

Login

Statistics

View Usage Statistics

Contact Us | Send Feedback

Privacy policy
DSpace software copyright © 2002-2019  DuraSpace

Service from  Unit