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ERIC Number: EJ613931
Record Type: Journal
Publication Date: 2000
Pages: N/A
Abstractor: N/A
Reference Count: N/A
ISBN: N/A
ISSN: ISSN-1070-5551
On the Large-Sample Bias, Variance, and Mean Squared Error of the Conventional Noncentrality Parameter Estimator of Covariance Structure Models.
Raykov, Tenko
Structural Equation Modeling, v7 n3 p431-41 2000
Shows that the conventional noncentrality parameter estimator of covariance structure models, currently implemented in popular structural modeling programs, possesses asymptotically potentially large bias, variance, and mean squared error (MSE). Presents a formal expression for its large-sample bias and quantifies large-sample bias and MSE. (SLD)
Publication Type: Journal Articles; Reports - Evaluative
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A