Using an EM covariance matrix to estimate structural equation models with missing data: Choosing an adjusted sample size to improve the accuracy of inferences

Structural Equation Modeling

Volumn 11, Issue 1, 2004, Pages 1-19

  Enders, Craig K ^a,b   Peugh, James L ^b  

^a UNIVERSITY OF MIAMI   (United States)

^b UNIVERSITY OF NEBRASKA LINCOLN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTER SOFTWARE; HARMONIC ANALYSIS; ITERATIVE METHODS; MATRIX ALGEBRA; MAXIMUM LIKELIHOOD ESTIMATION;

COVARIANCE MATRIX; DISCREPANCY FUNCTIONS; EXPECTATION MAXIMIZATION; STRUCTURAL EQUATION MODELS (SEM);

INFERENCE ENGINES;

EID: 2642541763     PISSN: 10705511     EISSN: None     Source Type: Journal    
DOI: 10.1207/S15328007SEM1101_1     Document Type: Article

References (18)

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