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Covariance Structures Under Polynomial Constraints: Applications to Correlation and Alpha-Type Structural Models

Author

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  • P. M. Bentler
  • Sik-Yum Lee

Abstract

This paper provides methods for the estimation of covariance structure models under polynomial constraints. Estimation is based on maximum likelihood principles under constraints, and the test statistics, parameter estimates, and standard errors are based on a statistical theory that takes into account the constraints. The approach is illustrated by obtaining statistics for the squared multiple correlation, for predictors in a standardized metric, and in the analysis of longitudinal data via old and new models having constraints that cannot be obtained by standard methods.

Suggested Citation

  • P. M. Bentler & Sik-Yum Lee, 1983. "Covariance Structures Under Polynomial Constraints: Applications to Correlation and Alpha-Type Structural Models," Journal of Educational and Behavioral Statistics, , vol. 8(3), pages 207-222, September.
    • Handle: RePEc:sae:jedbes:v:8:y:1983:i:3:p:207-222
    DOI: 10.3102/10769986008003207
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    Cited by:

    1. Paul Dudgeon, 2017. "Some Improvements in Confidence Intervals for Standardized Regression Coefficients," Psychometrika, Springer;The Psychometric Society, vol. 82(4), pages 928-951, December.

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