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Power of the Likelihood Ratio Test in Covariance Structure Analysis
Abstract
A procedure for computing the power of the likelihood ratio test used in the context of covariance structure analysis is derived. The procedure uses statistics associated with the standard output of the computer programs commonly used and assumes that a specific alternative value of the parameter vector is specified. Using the noncentral Chi-square distribution, the power of the test is approximated by the asymptotic one for a sequence of local alternatives. The procedure is illustrated by an example. A Monte Carlo experiment also shows how good the approximation is for a specific case.
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Cited by
Hu, L., & Bentler, P. M. (1999) · Structural Equation Modeling A Multidisciplinary Journal · doi:10.1080/10705519909540118 · Cited by 108,788
On the Evaluation of Structural Equation Models
Bagozzi, R. P., & Yi, Y. (1988) · Journal of the Academy of Marketing Science · doi:10.1007/bf02723327 · Cited by 26,163
Hu, L.-T., & Bentler, P. M. (1998) · Psychological Methods · doi:10.1037/1082-989x.3.4.424 · Cited by 12,298
Curran, P. J., West, S. G., & Finch, J. F. (1996) · Psychological Methods · doi:10.1037/1082-989x.1.1.16 · Cited by 5,512
Wolf, E. J., Harrington, K. M., Clark, S. L., & Miller, M. W. (2013) · Educational and Psychological Measurement · doi:10.1177/0013164413495237 · Cited by 3,931
Metadata
- Authors
- Satorra, A., & Saris, W. E.
- Venue
- Psychometrika
- Publisher
- Cambridge University Press (CUP)
- Published
- 1985-03
- Volume
- 50
- Issue
- 1
- Pages
- 83-90
- ISSN
- 0033-3123 (ISSN-L)
- 1860-0980
- OpenAlex
- W2094817277
- Cited by
- 485
- References
- 0
- FWCI
- 13.49
- Type
- journal article
- Language
- en
- Open access
- closed
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- Satorra, A., & Saris, W. E. (1985). Power of the Likelihood Ratio Test in Covariance Structure Analysis. Psychometrika. https://doi.org/10.1007/bf02294150
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