The Infinitesimal Jackknife and Moment Structure Analysis Using Higher Order Moments

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• 作者：Robert Jennrich ; Albert Satorra
• 关键词：Kronecker products ; Asymptotically normal ; Influence functions ; Pseudo ; values ; Goodness of fit ; Acceleration
• 刊名：Psychometrika
• 出版年：2016
• 出版时间：March 2016
• 年：2016
• 卷：81
• 期：1
• 页码：90-101
• 全文大小：416 KB
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• 作者单位：Robert Jennrich (1)
  Albert Satorra (2)
  
  1. University Of California Los Angeles, 3400 Purdue Ave., Los Angeles, CA, 90066, USA
  2. Universitat Pompeu Fabra, Barcelona, Spain
  
• 刊物主题：Psychometrics; Assessment, Testing and Evaluation; Statistics for Social Science, Behavorial Science, Education, Public Policy, and Law; Statistical Theory and Methods;
• 出版者：Springer US
• ISSN：1860-0980

文摘

Mean corrected higher order sample moments are asymptotically normally distributed. It is shown that both in the literature and popular software the estimates of their asymptotic covariance matrices are incorrect. An introduction to the infinitesimal jackknife is given and it is shown how to use it to correctly estimate the asymptotic covariance matrices of higher order sample moments. Another advantage in using the infinitesimal jackknife is the ease with which it may be used when stacking or sub-setting estimators. The estimates given are used to test the goodness of fit of a non-linear factor analysis model. A computationally accelerated form for infinitesimal jackknife estimates is given.