The Robustness of the Likelihood Ratio Chi-Square Test for Structural Equation Models: A Meta-Analysis

Douglas A. Powell and William D. Schafer

Journal of Educational and Behavioral Statistics, 2001, vol. 26, issue 1, 105-132

Abstract: The robustness literature for the structural equation model was synthesized following the method of Harwell which employs meta-analysis as developed by Hedges and Vevea. The study focused on the explanation of empirical Type I error rates for six principal classes of estimators: two that assume multivariate normality (maximum likelihood and generalized least squares), elliptical estimators, two distribution-free estimators (asymptotic and others), and latent projection. Generally, the chi-square tests for overall model fit were found to be sensitive to non-normality and the size of the model for all estimators (with the possible exception of the elliptical estimators with respect to model size and the latent projection techniques with respect to non-normality). The asymptotic distribution-free (ADF) and latent projection techniques were also found to be sensitive to sample sizes. Distribution-free methods other than ADF showed, in general, much less sensitivity to all factors considered.

Keywords: meta-analysis; robustness; structural equations (search for similar items in EconPapers)
Date: 2001
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Persistent link: https://EconPapers.repec.org/RePEc:sae:jedbes:v:26:y:2001:i:1:p:105-132

DOI: 10.3102/10769986026001105

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