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Power of the likelihood ratio test in covariance structure analysis

Power of the likelihood ratio test in covariance structure analysis Abstract A procedure for computing the power of the likelihood ratio test used in the context of covariance structure analysis is derived. The procedure uses statistics associated with the standard output of the computer programs commonly used and assumes that a specific alternative value of the parameter vector is specified. Using the noncentral Chi-square distribution, the power of the test is approximated by the asymptotic one for a sequence of local alternatives. The procedure is illustrated by an example. A Monte Carlo experiment also shows how good the approximation is for a specific case. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Psychometrika Springer Journals

Power of the likelihood ratio test in covariance structure analysis

Psychometrika , Volume 50 (1): 8 – Mar 1, 1985

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References (34)

Publisher
Springer Journals
Copyright
1985 The Psychometric Society
ISSN
0033-3123
eISSN
1860-0980
DOI
10.1007/BF02294150
Publisher site
See Article on Publisher Site

Abstract

Abstract A procedure for computing the power of the likelihood ratio test used in the context of covariance structure analysis is derived. The procedure uses statistics associated with the standard output of the computer programs commonly used and assumes that a specific alternative value of the parameter vector is specified. Using the noncentral Chi-square distribution, the power of the test is approximated by the asymptotic one for a sequence of local alternatives. The procedure is illustrated by an example. A Monte Carlo experiment also shows how good the approximation is for a specific case.

Journal

PsychometrikaSpringer Journals

Published: Mar 1, 1985

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