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Covariance Structure Analysis in Several Populations

Published online by Cambridge University Press:  01 January 2025

Sik-Yum Lee and
Kwok-Leung Tsui
Sik-Yum Lee*
Affiliation:
The Chinese University of Hong Kong
Kwok-Leung Tsui
Affiliation:
University of Wisconsin-Madison
*
Requests for reprints should be sent to Dr Sik-Yum Lee, Department of Mathematics, The Chinese University of Hong Kong, Shatin, N. T. Hong Kong.
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Abstract

This paper is concerned with the study of covariance structural models in several populations. Estimation theory of the parameters that are subject to general functional restraints is developed based on the generalized least squares approach. Asymptotic properties of the constrained estimator are studied; and asymptotic chi-square tests are presented to evaluate appropriate model comparisons. The method of multipliers and the standard reparametrization technique are discussed in obtaining the estimates. The methodology is demonstrated by a set of real data.

Keywords

generalized least squaresasymptotic distributionsgoodness-of-fit testmultiplier methodreparametrizationidempotent matrix

Information

Type
Original Paper
Information
Psychometrika , Volume 47 , Issue 3 , September 1982, pp. 297 - 308
Copyright
Copyright © 1982 The Psychometric Society

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Footnotes

Computer facilities were provided by the Computer Services Center, The Chinese University of Hong Kong. The authors are indebted to several anonymous reviewers for suggestions for improvement of this paper.

References

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