IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v17y1985i1p76-83.html
   My bibliography  Save this article

The asymptotic distribution of a goodness of fit statistic for factorial invariance

Author

Listed:
  • Chen, K. H.
  • Robinson, J.

Abstract

Suppose that random factor models with k factors are assumed to hold for m, p-variate populations. A model for factorial invariance has been proposed wherein the covariance or correlation matrices can be written as [Sigma]i = LCiL' + [sigma]i2I, where Ci is the covariance matrix of factor variables and L is a common factor loading matrix, i = 1,..., m. Also a goodness of fit statistic has been proposed for this model. The asymptotic distribution of this statistic is shown to be that of a quadratic form in normal variables. An approximation to this distribution is given and thus a test for goodness of fit is derived. The problem of dimension is considered and a numerical example is given to illustrate the results.

Suggested Citation

  • Chen, K. H. & Robinson, J., 1985. "The asymptotic distribution of a goodness of fit statistic for factorial invariance," Journal of Multivariate Analysis, Elsevier, vol. 17(1), pages 76-83, August.
    • Handle: RePEc:eee:jmvana:v:17:y:1985:i:1:p:76-83
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0047-259X(85)90095-8
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:17:y:1985:i:1:p:76-83. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.