Information and other criteria in structural equation model selection

作者: Dominique MA Haughton , Johan HL Oud , Robert ARG Jansen , None

DOI: 10.1080/03610919708813451

关键词:

摘要: This article presents the results of a simulation study evaluating information criteria in conjunction with other well-known for model selection structural equation modeling (SEM). Two sets experiments were performed. In both sets, sample sizes n = 100,400,1000,6000 used and performance 18 was assessed by frequency which each five analytic models selected as best criterion 500 replications. first set correctly specified (noncentrality parameter 0) entertained combination misspecified ones, while second all misspecified. experiments, we found that perform better than overall, but Cudeck Browne's cross-validation index ( CVI) remains an attractive option. Within class criteria, Akaike's (AIC) is to show some overfitting tendency. We demonst...

参考文章(21)
George C. Runger, Sharad S. Prabhu, A Markov Chain Model for the Multivariate Exponentially Weighted Moving Averages Control Chart Journal of the American Statistical Association. ,vol. 91, pp. 1701- 1706 ,(1996) , 10.1080/01621459.1996.10476741
A. C. Atkinson, H.-M. Mulira, The stalactite plot for the detection of multivariate outliers Statistics and Computing. ,vol. 3, pp. 27- 35 ,(1993) , 10.1007/BF00146951
Carla Inclán, George C. Tiao, Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance Journal of the American Statistical Association. ,vol. 89, pp. 913- 923 ,(1994) , 10.1080/01621459.1994.10476824
DONALD S. HOLMES, A. ERHAN MERGEN, IMPROVING THE PERFORMANCE OF THE T2 CONTROL CHART Quality Engineering. ,vol. 5, pp. 619- 625 ,(1993) , 10.1080/08982119308919004
E. Jacquelin Dietz, Timothy J. Killeen, A Nonparametric Multivariate Test for Monotone Trend with Pharmaceutical Applications Journal of the American Statistical Association. ,vol. 76, pp. 169- 174 ,(1981) , 10.1080/01621459.1981.10477624
Douglas C. Montgomery, Introduction to Statistical Quality Control ,(1985)
T. P. Ryan, Efficient Estimation of Control Chart Parameters Physica, Heidelberg. pp. 90- 101 ,(1997) , 10.1007/978-3-642-59239-3_8
R. J. Williamson, Span tests on cusums The Statistician. ,vol. 34, pp. 345- 356 ,(1985) , 10.2307/2987822
Mark E. Johnson, Multivariate Statistical Simulation: Johnson/Multivariate John Wiley & Sons, Inc.. ,(1987) , 10.1002/9781118150740
F. B. Alt, Multivariate Quality Control The Encyclopedia of Statistical Science. ,(1984)