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Asymptotic distribution of test statistics in the analysis of moment structures under inequality constraints. (English) Zbl 0596.62019

Author’s summary: The analysis of moment structural models has become an important tool of investigation in behavioural, educational and economic studies. The chi-squared large-sample test is routinely employed to assess the goodness of fit of the model considered. However, in order to invoke the standard asymptotic distribution theory certain regularity conditions have to be met. In this paper, the author considers the case where the population value of the parameter vector is a boundary point of the feasible region. He shows that in this case the asymptotic distribution of test statistic is a mixture of chi-squared distributions. The problem of finding the corresponding weights is discussed.
Reviewer: Lincheng Zhao

MSC:

62E20 Asymptotic distribution theory in statistics
62H25 Factor analysis and principal components; correspondence analysis
62H15 Hypothesis testing in multivariate analysis
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