Scaled and adjusted restricted tests in multi-sample analysis of moment structures

Albert Satorra

Economics Working Papers from Department of Economics and Business, Universitat Pompeu Fabra

Abstract: We extend to score, Wald and difference test statistics the scaled and adjusted corrections to goodness-of-fit test statistics developed in Satorra and Bentler (1988a,b). The theory is framed in the general context of multisample analysis of moment structures, under general conditions on the distribution of observable variables. Computational issues, as well as the relation of the scaled and corrected statistics to the asymptotic robust ones, is discussed. A Monte Carlo study illustrates the comparative performance in finite samples of corrected score test statistics.

Keywords: Moment-structures; Goodness-of-fit; score test; Wald test; scaling corrections; chi-square distribution; non-normality (search for similar items in EconPapers)
JEL-codes: C12 C13 C14 C15 C21 C23 (search for similar items in EconPapers)
Date: 1999-07
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:upf:upfgen:395

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