EconPapers    
Economics at your fingertips  
 

Introduction of a new measure for detecting poor fit due to omitted nonlinear terms in SEM

Andreas Klein () and Karin Schermelleh-Engel

AStA Advances in Statistical Analysis, 2010, vol. 94, issue 2, pages 157-166

Keywords: Heteroscedasticity; Monte Carlo study; Nonlinear model; Structural equation modeling; Interaction effect; Quadratic effect (search for similar items in EconPapers)
Date: 2010
References: Add references at CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://hdl.handle.net/10.1007/s10182-010-0130-5 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:spr:alstar:v:94:y:2010:i:2:p:157-166

Ordering information: This journal article can be ordered from
http://link.springer.de/orders.htm

Access Statistics for this article

AStA Advances in Statistical Analysis is edited by Gˆran Kauermann and Stefan Lang

More articles in AStA Advances in Statistical Analysis from Springer
Series data maintained by Guenther Eichhorn ().

 
Page updated 2012-01-24
Handle: RePEc:spr:alstar:v:94:y:2010:i:2:p:157-166