Two-term Edgeworth expansions of the distributions of fit indexes under fixed alternatives in covariance structure models

Haruhiko Ogasawara

商学討究 (Shogaku Tokyu), 2009, vol. 59, issue 4, 41-48

Abstract: Asymptotic expansions of the distributions of thirteen fit indexes used in covariance structure analysts in practice are obtained. The fit indexes include the usual log likelihood ratio statistic for a posited model and the functions of this statistic and the corresponding statistic of the so-called baseline model of uncorrelated observed variables. The results are derived by the two-term Edgeworth expansion under fixed alternatives for possibly nonnormally distributed data. A numerical example using a misspecified factor analys model is shown to see the behavior of the asymptotic results in finite samples.

Keywords: Fixed alternatives; nonnormal distributions; Edgeworth expansion; structural equation modeling; RMSEA (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:ota:ecorev:10252/2310

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