This article develops a procedure based on copulas to simulate multivariate nonnormal data that satisfy a prespecified variance-covariance matrix. The covariance matrix used can comply with a specific moment structure form (e.g., a factor analysis or a general structural equation model). Thus, the method is particularly useful for Monte Carlo…

Recently a new mean scaled and skewness adjusted test statistic was developed for evaluating structural equation models in small samples and with potentially nonnormal data, but this statistic has received only limited evaluation. The performance of this statistic is compared to normal theory maximum likelihood and 2 well-known robust test…

Studied the small sample behavior of several test statistics based on the maximum-likelihood estimator but designed to perform better with nonnormal data. Monte Carlo results indicate the satisfactory performance of the "F" statistic recently proposed by K. Yuan and P. Bentler (1997). (SLD)

This article describes a Monte Carlo study of 2 methods for treating incomplete nonnormal data. Skewed, kurtotic data sets conforming to a single structured model, but varying in sample size, percentage of data missing, and missing-data mechanism, were produced. An asymptotically distribution-free available-case (ADFAC) method and structured-model…