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I have a copy of the instructions from your web site for chi-square difference testing using the Satorra-Bentler Scaled Chi-Square. I would like to perform such tests with nested models in the context of CFA. I am currently using EQS version 6.0. With this version, the robust estimation option provides the SB
17 May 2002 I have a copy of the instructions from your web site for chi-square difference testing using the Satorra-Bentler Scaled Chi-Square. I would like to perform such tests with nested models in the context of CFA. I am currently using EQS version 6.0. With this version, the robust estimation option provides the SB
Chi-Square Difference Testing Using the Satorra-Bentler Scaled Chi-Square. Chi-square testing for continuous non-normal outcomes has been discussed in a series of papers by Satorra and Bentler. A popular test statistic is the Satorra-Bentler scaled (mean-adjusted) chi-square, where the usual normal-theory chi-square
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Does your instruction for computing chi-square difference test using the Satorra-Bentler scaled chi-square apply to LISREL package? 278 of the users manual I am testing a less restrictive model (H1)versus a more restrictive model (H0)and a nonsigificant chi-square tells me that the restrictive model does
MLM, MLR and WLSM chi-square difference testing is described in the Mplus Technical Appendices at www.statmodel.com. See the Mplus manual for more information on these commands. In order to calculate the Satorra-Bentler scaled chi-square difference test, we will need a number of pieces of information.
Mplus 6 User's Guide page 533: “MLM – maximum likelihood parameter estimates with standard errors and a mean-adjusted chi-square test statistic that are ro- bust to non-normality. The MLM chi-square test statistic is also referred to as the Satorra-Bentler chi-square." • parameter estimates are standard ML estimates.
One divides the goodness-of-fit chi-square value for the model by the scaling correction factor to obtain the so-called Satorra-Bentler (SB). Scaled chi-square. The SB Scaled chi-square has . Mplus provides instructions for “Chi-Square Difference Testing Using the Satorra-Bentler. Scaled Chi-Square" in which users are
To Illustrate the scaled chi-square difference test, a weighted test for robust estimates when data are continuous non-normal (MLM or MLR in Mplus and lavaan), I used the values from handout "Examples of Estimates Satorra-Bentler (2001) Scaled Difference Chi-Square Test for LISREL 9, EQS, or Mplus. Baseline (less
1, Bryant-Satorra (2012) Scaled Difference Chi-Square Test for LISREL 8, Baseline (less restrictive) model = more estimated parameters (SMALLER df). 2, (see next sheet for scaled difference test for LISREL 9, EQS, or Mplus), Nested (more restrictive) comparison model = fewer estimated parameters (LARGER df). 3.

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February 2018