Choosing a multivariate model: Noncentrality and goodness of fit.

It is suggested that Akaike's information criterion cannot be used for model selection in real applications and that there are problems attending the definition of parsimonious fit indices. A normed function of the noncentrality parameter is recommended as an unbiased absolute goodness-of-fit index, and the Tucker-Lewis index and a new unbiased counterpart of the Bentler-Bonett index are recommended for those investigators who might wish to evaluate fit relative to a null model

[1]  D. Lawley VI.—The Estimation of Factor Loadings by the Method of Maximum Likelihood , 1940 .

[2]  A. Wald Tests of statistical hypotheses concerning several parameters when the number of observations is large , 1943 .

[3]  R. A. Leibler,et al.  On Information and Sufficiency , 1951 .

[4]  D. Lawley,et al.  ESTIMATION IN FACTOR ANALYSIS UNDER VARIOUS INITIAL ASSUMPTIONS , 1958 .

[5]  K. Jöreskog Some contributions to maximum likelihood factor analysis , 1967 .

[6]  K. Jöreskog A general method for analysis of covariance structures , 1970 .

[7]  L. Tucker,et al.  A reliability coefficient for maximum likelihood factor analysis , 1973 .

[8]  H. Akaike A new look at the statistical model identification , 1974 .

[9]  G. Schwarz Estimating the Dimension of a Model , 1978 .

[10]  John J. McArdle,et al.  Perspectives on Mathematical/Statistical Model Building (MASMOB) in research on aging. , 1980 .

[11]  P. Bentler,et al.  Significance Tests and Goodness of Fit in the Analysis of Covariance Structures , 1980 .

[12]  J. H. Steiger Statistically based tests for the number of common factors , 1980 .

[13]  C. Schriesheim Causal Analysis: Assumptions, Models, and Data , 1982 .

[14]  M. Browne,et al.  Cross-Validation Of Covariance Structures. , 1983, Multivariate behavioral research.

[15]  Roderick P. McDonald,et al.  Factor Analysis and Related Methods , 1985 .

[16]  J. S. Tanaka,et al.  A fit index for covariance structure models under arbitrary GLS estimation , 1985 .

[17]  A. Satorra,et al.  Power of the likelihood ratio test in covariance structure analysis , 1985 .

[18]  K. Bollen Sample size and bentler and Bonett's nonnormed fit index , 1986 .

[19]  J. Mcardle,et al.  Latent variable growth within behavior genetic models , 1986, Behavior genetics.

[20]  Y. Takane,et al.  Ideal point discriminant analysis , 1987 .

[21]  S. Sclove Application of model-selection criteria to some problems in multivariate analysis , 1987 .

[22]  H. Akaike Factor analysis and AIC , 1987 .

[23]  H. Bozdogan Model selection and Akaike's Information Criterion (AIC): The general theory and its analytical extensions , 1987 .

[24]  R. P. McDonald,et al.  Goodness-of-fit indexes in confirmatory factor analysis : The effect of sample size , 1988 .

[25]  R. P. McDonald,et al.  An index of goodness-of-fit based on noncentrality , 1989 .

[26]  S. Mulaik,et al.  EVALUATION OF GOODNESS-OF-FIT INDICES FOR STRUCTURAL EQUATION MODELS , 1989 .