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2 results

  • Covariance Structure Analysis in Several Populations

  • Sik-Yum Lee, Kwok-Leung Tsui
  • Journal:
    Psychometrika / Volume 47 / Issue 3 / September 1982
    Published online by Cambridge University Press:
    01 January 2025, pp. 297-308

  • This paper is concerned with the study of covariance structural models in several populations. Estimation theory of the parameters that are subject to general functional restraints is developed based on the generalized least squares approach. Asymptotic properties of the constrained estimator are studied; and asymptotic chi-square tests are presented to evaluate appropriate model comparisons. The method of multipliers and the standard reparametrization technique are discussed in obtaining the estimates. The methodology is demonstrated by a set of real data.