商学討究 : The Economic Review (Otaru University of Commerce)
巻
59
号
4
ページ
41 - 48
発行年
2009-03-25
出版者
Otaru University of Commerce
ISSN / EISSN
04748638
書誌ID（NCID）
AN00114062
テキストバージョン
publisher
日本十進分類法
417
331
NIIサブジェクト
情報学
経済学
抄録
Asymptotic expansions of the distributions of thirteen fit indexes used in covariance structure analysts in practice are obtained. The fit indexes include the usual log likelihood ratio statistic for a posited model and the functions of this statistic and the corresponding statistic of the so-called baseline model of uncorrelated observed variables. The results are derived by the two-term Edgeworth expansion under fixed alternatives for possibly nonnormally distributed data. A numerical example using a misspecified factor analys model is shown to see the behavior of the asymptotic results in finite samples.
Two-term Edgeworth expansions of the distributions of fit indexes under fixed alternatives in covariance structure models
ER_59(4)_41-48.pdf
(2.57MB)
