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Direct linkBang Quan Zheng; Peter M. Bentler – Structural Equation Modeling: A Multidisciplinary Journal, 2022
Chi-square tests based on maximum likelihood (ML) estimation of covariance structures often incorrectly over-reject the null hypothesis: [sigma] = [sigma(theta)] when the sample size is small. Reweighted least squares (RLS) avoids this problem. In some models, the vector of parameter must contain means, variances, and covariances, yet whether RLS…
Descriptors: Maximum Likelihood Statistics, Structural Equation Models, Goodness of Fit, Sample Size
