Albert Satorra

Power of the Likelihood Ratio Test in Covariance Structure Analysis

A procedure for computing the power of the likelihood ratio test used in the context of covariance structure analysis is derived. The procedure uses statistics associated with t...

A comparison of several approximations to the power function of the likelihood ratio test in covariance structure analysis*

In this paper we compare alternative asymptotic approximations to the power of the likelihood ratio test used in covariance structure analysis for testing the fit of a model. Al...

Corrections to test statistics and standard errors in covariance structure analysis.

Scaled test statistics and robust standard errors for non‐normal data in covariance structure analysis: A Monte Carlo study

Research studying robustness of maximum likelihood (ML) statistics in covariance structure analysis has concluded that test statistics and standard errors are biased under sever...