Paper #395

Title:

Scaled and adjusted restricted tests in multi-sample analysis of moment structures

Author:

Albert Satorra

Date:

July 1999

Abstract:

We extend to score, Wald and difference test statistics the scaled and adjusted corrections to goodness-of-fit test statistics developed in Satorra and Bentler (1988a,b). The theory is framed in the general context of multisample analysis of moment structures, under general conditions on the distribution of observable variables. Computational issues, as well as the relation of the scaled and corrected statistics to the asymptotic robust ones, is discussed. A Monte Carlo study illustrates the comparative performance in finite samples of corrected score test statistics.

Keywords:

Moment-structures, Goodness-of-fit, score test, Wald test, scaling corrections, chi-square distribution, non-normality

JEL codes:

C12, C13, C14, C15, C21, C23

Area of Research:

Statistics, Econometrics and Quantitative Methods

Published in:

Innovations in Multivariate Statistical Analysis: A Fstschrift for Heinz Neudecker. Heijmans, D. D. H., Pollock, D. S. G. and Satorra, A. (edts. pp. 233-247), Kluwer Academic Publishers, Dordrecht

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