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Comparing interval estimates for small sample ordinal CFA models

Robust maximum likelihood (RML) and asymptotically generalized least squares (AGLS) methods have been recommended for fitting ordinal structural equation models. Studies show that some of these methods underestimate standard errors. However, these studies have not investigated the coverage and bias...

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Detalles Bibliográficos
Autor principal: Natesan, Prathiba
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Frontiers Media S.A. 2015
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4626630/
https://www.ncbi.nlm.nih.gov/pubmed/26579002
http://dx.doi.org/10.3389/fpsyg.2015.01599

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