Simple Second Order Chi-Square Correction
نویسندگان
چکیده
منابع مشابه
Small—Sample Robust Estimators of Noncentrality—Based and Incremental Model Fit In press: Structural Equation Modeling
Traditional estimators of fit measures based on the noncentral chi—square distribution (rmsea, Steiger’s γ, etc.) tend to overreject acceptable models when the sample size is small. To handle this problem, it is proposed to employ Bartlett’s (1950), Yuan’s (2005), or Swain’s (1975) correction of the maximum likelihood chi—square statistic for the estimation of noncentrality—based fit measures. ...
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تاریخ انتشار 2010