Abstract
Moment structure analysis is widely used in behavioural, social and economic studies to analyse structural relations between variables, some of which may be latent (i.e., unobservable); see, for example, Bollen (1989), Yuan and Bentler (1997), and references therein. Commercial computer programs to carry out such analysis, for a general class of structural equation models, are available, for example, LISREL of Jöreskog and Sörbom (1994) and EQS of Bentler (1995). In multi-sample analysis, data from several samples are combined into one analysis, making it possible, among other features, to test for across-group invariance of specific model parameters. One issue which is central in moment structure analysis is the goodness-of-fit test of the model and the test of restrictions on parameters.
The author is grateful to Peter Bentler and Bengt Muthén for their very useful comments. Research supported by the Spanish DGES grant PB96-0300.
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Satorra, A. (2000). Scaled and Adjusted Restricted Tests in Multi-Sample Analysis of Moment Structures. In: Heijmans, R.D.H., Pollock, D.S.G., Satorra, A. (eds) Innovations in Multivariate Statistical Analysis. Advanced Studies in Theoretical and Applied Econometrics, vol 36. Springer, Boston, MA. https://doi.org/10.1007/978-1-4615-4603-0_17
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