Swain: Stata module to correct the SEM chi-square overidentification test in small sample sizes or complex models. Statistical Software Components S457617, Boston College Department of Economics.

Details

Serval ID
serval:BIB_634186C6DA76
Type
Technical manual: a technical documentation.
Collection
Publications
Institution
Title
Swain: Stata module to correct the SEM chi-square overidentification test in small sample sizes or complex models. Statistical Software Components S457617, Boston College Department of Economics.
Author(s)
Antonakis J., Bastardoz N.
Issued date
03/2013
Language
english
Abstract
Swain corrects the chi-square overidentification test (i.e., likelihood ratio test of fit) for structural equation models whethr with or without latent variables. The chi-square statistic is asymptotically correct; however, it does not behave as expected in small samples and/or when the model is complex (cf. Herzog, Boomsma, & Reinecke, 2007). Thus, particularly in situations where the ratio of sample size (n) to the number of parameters estimated (p) is relatively small (i.e., the p to n ratio is large), the chi-square test will tend to overreject correctly specified models. To obtain a closer approximation to the distribution of the chi-square statistic, Swain (1975) developed a correction; this scaling factor, which converges to 1 asymptotically, is multiplied with the chi-square statistic. The correction better approximates the chi-square distribution resulting in more appropriate Type 1 reject error rates (see Herzog & Boomsma, 2009; Herzog, et al., 2007).
Create date
21/03/2013 14:43
Last modification date
20/08/2019 14:19
Usage data