The effect of skewness and kurtosis on mean and covariance structure analysis: the univariate cas and its multivariate implication.  

Oleh:

Wei, Zhang ; Bentler, Peter M. ; Ke-Hai, Yuan

Jenis: Article from Journal - ilmiah internasional
Dalam koleksi: Sociological Methods & Research (SMR) vol. 34 no. 02 (Nov. 2005), page 240.
Topik: Likelihood Ratio Statistic; Nonnormal Data; Sandwich-type Covariance Matrix; Wald Statistic;
Fulltext: Wei, Zhang ; Bentler, Peter M. ; Ke-Hai Yuan.pdf (303.45KB)

Ketersediaan

Perpustakaan PKPM Nomor Panggil: S28 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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Isi artikel

The maximum likelihood (ML) method, based on the normal distribution assumption, is widely used in mean and covariance structure analysis. With typical nonnormal data, the ML method will lead to biased statistic and inappropriate scientific conclusions. This article develops a simple but informative case to show how ML results are influenced by skewness and kurtosis.

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