Two-term Edgeworth expansions of the distributions of fit indexes under fixed alternatives in covariance structure models
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Abstract
論説
Asymptotic expansions of the distributions of thirteen fit indexes used in covariance structure analysts in practice are obtained. The fit indexes include the usual log likelihood ratio statistic for a posited model and the functions of this statistic and the corresponding statistic of the so-called baseline model of uncorrelated observed variables. The results are derived by the two-term Edgeworth expansion under fixed alternatives for possibly nonnormally distributed data. A numerical example using a misspecified factor analys model is shown to see the behavior of the asymptotic results in finite samples.
Journal
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- 商学討究 : The Economic Review (Otaru University of Commerce)
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商学討究 : The Economic Review (Otaru University of Commerce) 59 (4), 41-48, 2009-03-25
Otaru University of Commerce
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Keywords
Details 詳細情報について
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- CRID
- 1050001202833029632
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- NII Article ID
- 110007027820
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- NII Book ID
- AN00114062
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- ISSN
- 04748638
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- NDL BIB ID
- 10308892
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- Text Lang
- en
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- Article Type
- departmental bulletin paper
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- Data Source
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- IRDB
- NDL
- CiNii Articles