ERIC Number: EJ725004
Record Type: Journal
Publication Date: 2005
Bias-Corrected Estimation of Noncentrality Parameters of Covariance Structure Models
Structural Equation Modeling: A Multidisciplinary Journal, v12 n1 p120-129 2005
A bias-corrected estimator of noncentrality parameters of covariance structure models is discussed. The approach represents an application of the bootstrap methodology for purposes of bias correction, and utilizes the relation between average of resample conventional noncentrality parameter estimates and their sample counterpart. The bias-corrected bootstrap estimator can be viewed as a possible alternative to the traditionally used one that is presently implemented in popular covariance structure modeling programs, and is illustrated by means of a numerical example.
Descriptors: Computation, Goodness of Fit, Test Bias, Statistical Analysis, Evaluation Methods, Structural Equation Models
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Publication Type: Journal Articles; Reports - Descriptive
Education Level: N/A
Authoring Institution: N/A