Abstract
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. Alternative expressions for the noncentrality parameter (ncp) lead to different approximations to the power function. It appears that for alternative covariance matrices close to the null hypothesis, the alternative ncp's lead to similar values, while for alternative covariance matrices far from H o the different expressions for the ncp can conflict substantively. Monte Carlo evidence shows that the ncp proposed in Satorra and Saris (1985) gives the most accurate power approximations.
Keywords
MathematicsCovarianceLikelihood-ratio testApplied mathematicsCovariance functionMonte Carlo methodPower functionPower (physics)StatisticsFunction (biology)Mathematical analysisPhysics
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Publication Info
- Year
- 1991
- Type
- article
- Volume
- 45
- Issue
- 2
- Pages
- 173-185
- Citations
- 19
- Access
- Closed
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Cite This
Albert Satorra,
Willem E. Saris,
W. M. de Pijper
(1991).
A comparison of several approximations to the power function of the likelihood ratio test in covariance structure analysis*.
Statistica Neerlandica
, 45
(2)
, 173-185.
https://doi.org/10.1111/j.1467-9574.1991.tb01302.x
Identifiers
- DOI
- 10.1111/j.1467-9574.1991.tb01302.x