Bootstrap‐corrected ADF test statistics in covariance structure analysis
作者:
Yiu‐Fai Yung,
Peter M. Bentler,
期刊:
British Journal of Mathematical and Statistical Psychology
(WILEY Available online 1994)
卷期:
Volume 47,
issue 1
页码: 63-84
ISSN:0007-1102
年代: 1994
DOI:10.1111/j.2044-8317.1994.tb01025.x
出版商: Blackwell Publishing Ltd
数据来源: WILEY
摘要:
The asymptotically distribution‐free (ADF) test statistic for covariance structure analysis (CSA) has been reported to perform very poorly in simulation studies, i.e. it leads to inaccurate decisions regarding the adequacy of models of psychological processes. It is shown in the present study that the poor performance of the ADF test statistic is due to inadequate estimation of the weight matrix (W=−l), which is a critical quantity in the ADF theory. Bootstrap procedures based on Hall's bias reduction perspective are proposed to correct the ADF test statistic. It is shown that the bootstrap correction of additive bias on the ADF test statistic yields the desired tail behaviour as the sample size reaches 500 for a 15‐variable‐3‐factor confirmatory factor‐analytic model, even if the distribution of the observed variables is not multivariate normal and the latent factors are dependent. These results help to revive the ADF th
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