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| Predicate | Object |
|---|---|
| rdf:type | |
| lifeskim:mentions | |
| pubmed:dateCreated |
1992-2-28
|
| pubmed:abstractText |
Research studying robustness of maximum likelihood (ML) statistics in covariance structure analysis has concluded that test statistics and standard errors are biased under severe non-normality. An estimation procedure known as asymptotic distribution free (ADF), making no distributional assumption, has been suggested to avoid these biases. Corrections to the normal theory statistics to yield more adequate performance have also been proposed. This study compares the performance of a scaled test statistic and robust standard errors for two models under several non-normal conditions and also compares these with the results from ML and ADF methods. Both ML and ADF test statistics performed rather well in one model and considerably worse in the other. In general, the scaled test statistic seemed to behave better than the ML test statistic and the ADF statistic performed the worst. The robust and ADF standard errors yielded more appropriate estimates of sampling variability than the ML standard errors, which were usually downward biased, in both models under most of the non-normal conditions. ML test statistics and standard errors were found to be quite robust to the violation of the normality assumption when data had either symmetric and platykurtic distributions, or non-symmetric and zero kurtotic distributions.
|
| pubmed:grant | |
| pubmed:language |
eng
|
| pubmed:journal | |
| pubmed:citationSubset |
IM
|
| pubmed:status |
MEDLINE
|
| pubmed:month |
Nov
|
| pubmed:issn |
0007-1102
|
| pubmed:author | |
| pubmed:issnType |
Print
|
| pubmed:volume |
44 ( Pt 2)
|
| pubmed:owner |
NLM
|
| pubmed:authorsComplete |
Y
|
| pubmed:pagination |
347-57
|
| pubmed:dateRevised |
2009-11-11
|
| pubmed:meshHeading | |
| pubmed:year |
1991
|
| pubmed:articleTitle |
Scaled test statistics and robust standard errors for non-normal data in covariance structure analysis: a Monte Carlo study.
|
| pubmed:affiliation |
Department of Preventive Medicine, University of Southern California, Alhambra 91803-1358.
|
| pubmed:publicationType |
Journal Article,
Research Support, U.S. Gov't, P.H.S.
|