Normal theory based test statistics in structural equation modelling. 1998

K H Yuan, and P M Bentler
Department of Psychology, University of California at Los Angeles 90095-1563, USA.

Even though data sets in psychology are seldom normal, the statistics used to evaluate covariance structure models are typically based on the assumption of multivariate normality. Consequently, many conclusions based on normal theory methods are suspect. In this paper, we develop test statistics that can be correctly applied to the normal theory maximum likelihood estimator. We propose three new asymptotically distribution-free (ADF) test statistics that technically must yield improved behaviour in samples of realistic size, and use Monte Carlo methods to study their actual finite sample behaviour. Results indicate that there exists an ADF test statistic that also performs quite well in finite sample situations. Our analysis shows that various forms of ADF test statistics are sensitive to model degrees of freedom rather than to model complexity. A new index is proposed for evaluating whether a rescaled statistic will be robust. Recommendations are given regarding the application of each test statistic.

UI MeSH Term Description Entries
D011581 Psychological Tests Standardized tests designed to measure abilities (as in intelligence, aptitude, and achievement tests) or to evaluate personality traits. Parenting Stress Index,Trier Social Stress Test,Trier Stress Test,Psychologic Tests,Psychological Test,Test, Psychological,Tests, Psychological,Index, Parenting Stress,Psychologic Test,Stress Index, Parenting,Stress Test, Trier,Test, Psychologic,Test, Trier Stress,Trier Stress Tests
D011594 Psychometrics Assessment of psychological variables by the application of mathematical procedures. Psychometric
D012016 Reference Values The range or frequency distribution of a measurement in a population (of organisms, organs or things) that has not been selected for the presence of disease or abnormality. Normal Range,Normal Values,Reference Ranges,Normal Ranges,Normal Value,Range, Normal,Range, Reference,Ranges, Normal,Ranges, Reference,Reference Range,Reference Value,Value, Normal,Value, Reference,Values, Normal,Values, Reference
D006801 Humans Members of the species Homo sapiens. Homo sapiens,Man (Taxonomy),Human,Man, Modern,Modern Man
D015233 Models, Statistical Statistical formulations or analyses which, when applied to data and found to fit the data, are then used to verify the assumptions and parameters used in the analysis. Examples of statistical models are the linear model, binomial model, polynomial model, two-parameter model, etc. Probabilistic Models,Statistical Models,Two-Parameter Models,Model, Statistical,Models, Binomial,Models, Polynomial,Statistical Model,Binomial Model,Binomial Models,Model, Binomial,Model, Polynomial,Model, Probabilistic,Model, Two-Parameter,Models, Probabilistic,Models, Two-Parameter,Polynomial Model,Polynomial Models,Probabilistic Model,Two Parameter Models,Two-Parameter Model

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