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An estimate of the covariance between variables which are not jointly observed

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  • Robert Cudeck

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  • Robert Cudeck, 2000. "An estimate of the covariance between variables which are not jointly observed," Psychometrika, Springer;The Psychometric Society, vol. 65(4), pages 539-546, December.
    • Handle: RePEc:spr:psycho:v:65:y:2000:i:4:p:539-546
    DOI: 10.1007/BF02296344
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    References listed on IDEAS

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    1. Bengt Muthén & David Kaplan & Michael Hollis, 1987. "On structural equation modeling with data that are not missing completely at random," Psychometrika, Springer;The Psychometric Society, vol. 52(3), pages 431-462, September.
    2. Dorothy Thayer, 1983. "Maximum likelihood estimation of the joint covariance matrix for sections of tests given to distinct samples with application to test equating," Psychometrika, Springer;The Psychometric Society, vol. 48(2), pages 293-297, June.
    3. Michael Browne, 1988. "Properties of the maximum likelihood solution in factor analysis regression," Psychometrika, Springer;The Psychometric Society, vol. 53(4), pages 585-589, December.
    4. Ingram Olkin, 1981. "Range restrictions for product-moment correlation matrices," Psychometrika, Springer;The Psychometric Society, vol. 46(4), pages 469-472, December.
    5. Frederic Lord, 1955. "Equating test scores—A maximum likelihood solution," Psychometrika, Springer;The Psychometric Society, vol. 20(3), pages 193-200, September.
    Full references (including those not matched with items on IDEAS)

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