IDEAS home Printed from https://ideas.repec.org/p/upf/upfgen/8.html
   My bibliography  Save this paper

The variance matrix of sample second-order moments in multivariate linear relations

Author

Abstract

We derive an expression for the variance matrix of the vector of (uncentered) sample second-order moments under multivariate linear relations and an independence assumption. An application of the result is presented.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Albert Satorra, 1992. "The variance matrix of sample second-order moments in multivariate linear relations," Economics Working Papers 8, Department of Economics and Business, Universitat Pompeu Fabra.
    • Handle: RePEc:upf:upfgen:8
    as

    Download full text from publisher

    File URL: https://econ-papers.upf.edu/papers/8.pdf
    File Function: Whole Paper
    Download Restriction: no
    ---><---

    Other versions of this item:

    References listed on IDEAS

    as
    1. Neudecker, Heinz & Satorra, Albert, 1991. "Linear structural relations: Gradient and Hessian of the fitting function," Statistics & Probability Letters, Elsevier, vol. 11(1), pages 57-61, January.
    2. Albert Satorra, 1991. "Asymptotic robust inferences in the analysis of mean and covariance structures," Economics Working Papers 3, Department of Economics and Business, Universitat Pompeu Fabra.
    3. Robert Jennrich, 1987. "Tableau algorithms for factor analysis by instrumental variable methods," Psychometrika, Springer;The Psychometric Society, vol. 52(3), pages 469-476, September.
    4. Satorra, Albert & Bentler, Peter M., 1990. "Model conditions for asymptotic robustness in the analysis of linear relations," Computational Statistics & Data Analysis, Elsevier, vol. 10(3), pages 235-249, December.
    5. Albert Satorra, 1989. "Alternative test criteria in covariance structure analysis: A unified approach," Psychometrika, Springer;The Psychometric Society, vol. 54(1), pages 131-151, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Albert Satorra, 1992. "Multi-sample analysis of moment-structures: Asymptotic validity of inferences based on second-order moments," Economics Working Papers 16, Department of Economics and Business, Universitat Pompeu Fabra.
    2. Albert Satorra, 1991. "Asymptotic robust inferences in the analysis of mean and covariance structures," Economics Working Papers 3, Department of Economics and Business, Universitat Pompeu Fabra.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Albert Satorra, 1992. "Multi-sample analysis of moment-structures: Asymptotic validity of inferences based on second-order moments," Economics Working Papers 16, Department of Economics and Business, Universitat Pompeu Fabra.
    2. Albert Satorra, 1991. "Asymptotic robust inferences in the analysis of mean and covariance structures," Economics Working Papers 3, Department of Economics and Business, Universitat Pompeu Fabra.
    3. Albert Satorra & Peter Bentler, 2001. "A scaled difference chi-square test statistic for moment structure analysis," Psychometrika, Springer;The Psychometric Society, vol. 66(4), pages 507-514, December.
    4. Ke-Hai Yuan & Peter M. Bentler & Wei Zhang, 2005. "The Effect of Skewness and Kurtosis on Mean and Covariance Structure Analysis," Sociological Methods & Research, , vol. 34(2), pages 240-258, November.
    5. Terje Skjerpen, 2008. "Engel elasticities, pseudo-maximum likelihood estimation and bootstrapped standard errors. A case study," Discussion Papers 532, Statistics Norway, Research Department.
    6. Haruhiko Ogasawara, 2004. "Asymptotic biases in exploratory factor analysis and structural equation modeling," Psychometrika, Springer;The Psychometric Society, vol. 69(2), pages 235-256, June.
    7. Robert Jennrich & Albert Satorra, 2014. "The Nonsingularity of Γ in Covariance Structure Analysis of Nonnormal Data," Psychometrika, Springer;The Psychometric Society, vol. 79(1), pages 51-59, January.
    8. Albert Satorra, 1990. "Robustness issues in structural equation modeling: a review of recent developments," Quality & Quantity: International Journal of Methodology, Springer, vol. 24(4), pages 367-386, November.
    9. Gülhayat Şimşek & Fatma Noyan, 2012. "Structural equation modeling with ordinal variables: a large sample case study," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(5), pages 1571-1581, August.
    10. Ogasawara, Haruhiko, 2005. "Asymptotic robustness of the asymptotic biases in structural equation modeling," Computational Statistics & Data Analysis, Elsevier, vol. 49(3), pages 771-783, June.
    11. Stanislav Kolenikov & Kenneth A. Bollen, 2012. "Testing Negative Error Variances," Sociological Methods & Research, , vol. 41(1), pages 124-167, February.
    12. Ab Mooijaart & Albert Satorra, 2012. "Moment Testing for Interaction Terms in Structural Equation Modeling," Psychometrika, Springer;The Psychometric Society, vol. 77(1), pages 65-84, January.
    13. Brumm, Harold J, 2000. "Inflation and Central Bank Independence: Conventional Wisdom Redux," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(4), pages 807-819, November.
    14. Ventura, Eva & Satorra, Albert, 2015. "A multiple indicator model for panel data: an application to ICT area-level variation," 26th European Regional ITS Conference, Madrid 2015 127191, International Telecommunications Society (ITS).
    15. Pereira, Hélia Gonçalves & Salgueiro, Maria de Fátima & Rita, Paulo, 2016. "Online purchase determinants of loyalty: The mediating effect of satisfaction in tourism," Journal of Retailing and Consumer Services, Elsevier, vol. 30(C), pages 279-291.
    16. Coenders, Germà & Espinet, Josep Maria & Saez, Marc, 2001. "Predicting random level and seasonality of hotel prices. A structural equation growth curve approach," Working Papers of the Department of Economics, University of Girona 1, Department of Economics, University of Girona.
    17. Albert Satorra & Heinz Neudecker, 2015. "A Theorem on the Rank of a Product of Matrices with Illustration of Its Use in Goodness of Fit Testing," Psychometrika, Springer;The Psychometric Society, vol. 80(4), pages 938-948, December.
    18. Hélia Gonçalves Pereira & Maria Fátima Salgueiro & Paulo Rita, 2017. "Online determinants of e-customer satisfaction: application to website purchases in tourism," Service Business, Springer;Pan-Pacific Business Association, vol. 11(2), pages 375-403, June.
    19. Haruhiko Ogasawara, 2001. "Standard errors of fit indices using residuals in structural equation modeling," Psychometrika, Springer;The Psychometric Society, vol. 66(3), pages 421-436, September.
    20. Ke-Hai Yuan & Wai Chan, 2005. "On Nonequivalence of Several Procedures of Structural Equation Modeling," Psychometrika, Springer;The Psychometric Society, vol. 70(4), pages 791-798, December.

    More about this item

    Statistics

    Access and download statistics

    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:upf:upfgen:8. 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.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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: the person in charge (email available below). General contact details of provider: http://www.econ.upf.edu/ .

    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.