Approximations to the distribution of a test statistic in covariance structure analysis: A comprehensive study

Br J Math Stat Psychol. 2018 May;71(2):334-362. doi: 10.1111/bmsp.12123. Epub 2017 Oct 31.

Abstract

In structural equation modelling (SEM), a robust adjustment to the test statistic or to its reference distribution is needed when its null distribution deviates from a χ2 distribution, which usually arises when data do not follow a multivariate normal distribution. Unfortunately, existing studies on this issue typically focus on only a few methods and neglect the majority of alternative methods in statistics. Existing simulation studies typically consider only non-normal distributions of data that either satisfy asymptotic robustness or lead to an asymptotic scaled χ2 distribution. In this work we conduct a comprehensive study that involves both typical methods in SEM and less well-known methods from the statistics literature. We also propose the use of several novel non-normal data distributions that are qualitatively different from the non-normal distributions widely used in existing studies. We found that several under-studied methods give the best performance under specific conditions, but the Satorra-Bentler method remains the most viable method for most situations.

Keywords: Satorra-Bentler correction; distribution of a quadratic form; maximum likelihood; robust statistics; saddle-point approximation.

Publication types

  • Research Support, Non-U.S. Gov't

MeSH terms

  • Computer Simulation
  • Data Interpretation, Statistical*
  • Humans
  • Latent Class Analysis*
  • Linear Models
  • Models, Statistical
  • Normal Distribution*
  • Psychometrics / methods*
  • Sample Size