Multiple population covariance structure analysis under arbitrary distribution theory |
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Authors: | PM Bentler SY Lee Li-Jen Weng |
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Institution: | 1. University of California , Los Angeles;2. The Chinese University of Hong Kong , |
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Abstract: | This paper states and proves the asymptotic properties of constrained generalized least squares estimators in the analysis of covariance structures in multiple populations with arbitrary distributions of variables. Asymptotic chi-square tests are also presented to permit evaluation of the goodness-of-fit of models. The currently known results for multiple population models based on variables that are multivariate normally distributed are obtained as a special case. |
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Keywords: | structural models generalized least squares asymptotic theory distribution-free |
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