A Study of the Sampling Variability and z-Values of Parameter Estimates From ...

雩风三日

A Study of the Sampling Variability and z-Values of Parameter Estimates From Misspecified Structural Equation Models
错误指定的结构方程模型参数估计的抽样变异性和z值的研究

       This article considers the sampling variability and z-values of parameter estimates from misspecified structural equation models. A Monte Carlo study is employed wherein a prototype structural model is analyzed under one incorrect restriction and two incorrect restrictions. True values of the misspecified parameters are varied to reflect increasing distances from the null hypothesis. Sample size differences are also considered. Comparisons are made between empirical variability and the standard errors of the misspecified model. For x-values, the empirical power of the z test is compared to the predicted power obtained from the Wald test. Results indicate standard errors are unaffected by misspecification when the specification error is small. The z test is affected in such a way that misspecification in one parameter can affect the power of the z test for another parameter. Sample size appears to interact with size and type of misspecification. Results are discussed in terms of current asymptotic theory as well as implications for practice.

     本文考虑从错误指定的结构方程模型的参数估计的抽样变异性和z值。采用蒙特卡罗方法对原型结构模型在一种错误约束和两种错误约束下进行了分析。错误指定的参数的真实值是变化的，以反映从零假设的距离增加。同时也考虑了样本大小的差异。将经验变异性与错误模型的标准误差进行了比较。对于x值，将z检验的经验幂与Wald检验的预测幂进行比较。结果表明，在规范误差较小的情况下，标准误差不受规范误差的影响。z测试受到这样一种方式的影响，一个参数的错误说明可能会影响另一个参数的z测试的功率。样本大小似乎与错误规格的大小和类型相互作用。结果被讨论在当前的渐近理论以及对实践的暗示。