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Psychometrika
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Psychometrika
Article . 1985 . Peer-reviewed
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Article . 1985
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On the Multivariate Asymptotic Distribution of Sequential Chi-Square Statistics

On the multivariate asymptotic distribution of sequential chi-square statistics
Authors: Steiger, James H.; Shapiro, Alexander; Browne, Michael W.;

On the Multivariate Asymptotic Distribution of Sequential Chi-Square Statistics

Abstract

The multivariate asymptotic distribution of sequential Chi-square test statistics is investigated. It is shown that: (a) when sequential Chi-square statistics are calculated for nested models on the same data, the statistics have an asymptotic intercorrelation which may be expressed in closed form, and which is, in many cases, quite high; and (b) sequential Chi-square difference tests are asymptotically independent. Some Monte Carlo evidence on the applicability of the theory is provided.

Keywords

SCDT, Sequential statistical analysis, Asymptotic distribution theory in statistics, sequential chi-square test, nested structural models, Hypothesis testing in multivariate analysis, multivariate asymptotic distribution, SCT, sequential chi-square difference test

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
342
Top 0.1%
Top 0.1%
Top 10%
bronze