Power of the likelihood ratio test in covariance structure analysis

Psychometrika

Volumn 50, Issue 1, 1985, Pages 83-90

  Satorra, Albert ^a   Saris, Willem E ^b  

^a UNIVERSITY OF BARCELONA   (Spain)

^b UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

covariance structure analysis; likelihood ratio test; local alternatives; maximum likelihood estimation; Monte Carlo experiment; noncentral Chi square; noncentrality parameter; power of the test

Indexed keywords

EID: 0002813537     PISSN: 00333123     EISSN: 18600980     Source Type: Journal    
DOI: 10.1007/BF02294150     Document Type: Article

References (30)

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