Cited by 566Psychometric Methodologies and TestingStatistical Methods and Bayesian InferenceStatistical Distribution Estimation and Applications

Maximum Likelihood (ML) and Diagonally Weighted Least Squares (DWLS) Estimation Procedures: A Comparison of Estimation Bias with Ordinal and Multivariate Non-Normal Data

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Mîndrilă, Diana·2010·International Journal for Digital Society

Abstract

This paper aims to identify the effect of using the maximum likelihood (ML) parameter estimation method when data do not meet the assumption of multivariate normality and are not continuous.Both ML and the diagonally weighted least squares (DWLS) procedure were applied to simulated sets of data, which have different distributions and include variables that can take different numbers of possible values.Results were also compared to the ideal situation of a data set consisting of continuous, normally distributed variables.Outcomes indicate that ML provides accurate results when data are continuous and uniformly distributed, but is not as precise with ordinal data that is not treated as continuous, especially when variables have a small number of categories and data do not meet the assumption of multivariate normality.In contrast, DWLS provides more accurate parameter estimates, and a model fit that is more robust to variable type and non-normality.

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  • Confirmatory factor analysis was performed using the diagonally weighted least squares estimator because the variables for the need scale were originally categorical.

    “CFA was performed using the diagonally weighted least squares estimator (DWLS), as the variables for the need scale were originally categorical variables (Mindrila, 2010).”

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Research works printed but not linked: 7

  1. E. Babakus, C. e. Ferguson & K. G. Jöreskog, "The Sensitivity of Confirmatory Maximum Likelihood Factor Analysis to Violations of Measurement Scale and Distributional Assumptions", Journal of Marketing Research, 1987, Vol. 24, 2228.
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  3. M. W. Browne, "Asymptotic Distribution Free Methods in the Analysis of Covariance Structures", British Journal of Mathematical and and Statistical Psychology, 1984, Vol. 37, 62-83.
  4. S. J. Finney, C. A. DiStefano, Nonnormal and Categorical Data in Structural Equation Modeling, Information Age Publishing, Greenwich, Connecticut, 2006, pp. 269-314.
  5. J. J. Hoogland, A. Boomsma, "Robustness Studies in in Covariance Structure Modeling: An Overview and Meta-Analysis, Sociological Metods & Research, 1998, Vol. 26, pp. 329-367.
  6. B. O. Muthen, D. Kaplan, "A Comparison of some Methodologies for the Factor Analysis of Non- Normal Likert Variables: A Note on the Size of the Model", British Journal of Mathematical and Statistical Psychology, 1985, Vol. 45, pp. 19-30.
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Authors
Mîndrilă, D.
Affiliations
University of South Carolina (US)
Corresponding author
Mîndrilă, Diana
Venue
International Journal for Digital Society
Published
2010-03-01
Volume
1
Issue
1
Pages
60-66
ISSN
2040-2570 (ISSN-L)
OpenAlex
W4233517750
Cited by
566
References
0
Citations by year
2026: 49 · 2025: 71 · 2024: 112 · 2023: 89 · 2022: 53 · 2021: 60 · 2020: 29 · 2019: 26 · 2018: 17 · 2017: 14 · 2016: 12 · 2015: 12 · 2014: 11 · 2013: 7 · 2012: 3
FWCI
4.52
Type
journal article
Language
en
Open access
Locations
International Journal for Digital Society (publishedVersion)
Topics
  • Social Sciences › Decision Sciences › Management Science and Operations Research › Psychometric Methodologies and Testing
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Bayesian Inference
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Distribution Estimation and Applications
Keywords
maximum likelihood estimation, estimation bias, ordinal data, categorical data, model fit, robustness, structural equation modeling

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