| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 415073 | Computational Statistics & Data Analysis | 2011 | 13 Pages |
Abstract
The Satorra Bentler (SB) and the Browne ADF chi-square statistics are used for testing structural equation models with non-normal data. The relationships between the SB and ADF statistics and kurtosis are developed and it is shown that the weighted deviations of the “population” true second-order moments and the fitted second-order moments for these statistics tend to decrease with increasing kurtosis if the model does not hold. The results predict that high kurtosis can lead to loss of power. The results are obtained without simulation.
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Tron Foss, Karl G. Jöreskog, Ulf H. Olsson,