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Structural equation modeling is a well-known technique for studying relationships among multivariate data. In practice, high dimensional nonnormal data with small to medium sample sizes are very common, and large sample theory, on which almost all modeling statistics are based, cannot be invoked for model evaluation with test statistics. The most natural(More)
Even though data sets in psychology are seldom normal, the statistics used to evaluate covariance structure models are typically based on the assumption of multivariate normality. Consequently, many conclusions based on normal theory methods are suspect. In this paper, we develop test statistics that can be correctly applied to the normal theory maximum(More)
Covariance structure analysis is used to evaluate hypothesized influences among unmeasured latent and observed variables. As implemented, it is not robust to outliers and bad data. Several robust methods in model fitting and testing are proposed. These include direct estimation of M-estimators of structured parameters and a two-stage procedure based on(More)
Data sets in social and behavioural sciences are seldom normal. Influential cases or outliers can lead to inappropriate solutions and problematic conclusions in structural equation modelling. By giving a proper weight to each case, the influence of outliers on a robust procedure can be minimized. We propose using a robust procedure as a transformation(More)
We study several aspects of bootstrap inference for covariance structure models based on three test statistics, including Type I error, power and sample-size determination. Specifically, we discuss conditions for a test statistic to achieve a more accurate level of Type I error, both in theory and in practice. Details on power analysis and sample-size(More)
Commonly used formulae for standard error (SE) estimates in covariance structure analysis are derived under the assumption of a correctly specified model. In practice, a model is at best only an approximation to the real world. It is important to know whether the estimates of SEs as provided by standard software are consistent when a model is misspecified,(More)
This paper develops a ridge procedure for structural equation modelling (SEM) with ordinal and continuous data by modelling the polychoric/polyserial/product-moment correlation matrix R. Rather than directly fitting R, the procedure fits a structural model to R(a) =R+aI by minimizing the normal distribution-based discrepancy function, where a > 0.(More)
The paper obtains consistent standard errors (SE) and biases of order O(1/n) for the sample standardized regression coefficients with both random and given predictors. Analytical results indicate that the formulas for SEs given in popular text books are consistent only when the population value of the regression coefficient is zero. The sample standardized(More)
This article introduces two simple scatter plots for model diagnosis in structural equation modeling. One plot contrasts a residual-based M-distance of the structural model with the M-distance for the factor score. It contains information on outliers, good leverage observations, bad leverage observations, and normal cases. The other plot contrasts the(More)