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From |
John Antonakis <John.Antonakis@unil.ch> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: New package, -swain- : Correct small sample chi-square overidentification test |

Date |
Wed, 20 Mar 2013 13:11:53 +0100 |

Hi:

swain corrects the chi-square test of fit for structural equation models (with or without latent variables). The chi-square statistic is asymptotically correct; however, it does not behave as expected in small samples (Kenny & McCoach, 2003) and/or when the model is complex (Curren, Bollen, Paxton & Kirby, 2002). Thus, particularly in situations where the ratio of the number of parameters estimated to sample size is relatively small, the chi-square test will tend to overreject correctly specified models. To obtain a closer approximation to the distribution of the chi-square statistic, Swain (1975) developed a correction; this scaling factor, which converges to 1 asymptotically, is multiplied with the chi-square statistic. The resulting correction better approximates the chi-square distribution resulting in more appropriate Type 1 reject error.

*How to estimate instrumental variable models via -sem-. E.g. 1 ivregress 2sls y (x = z1 z2) z3 can be estimated in -sem- as: sem (x <- z1 z2 z3) (y <- x z3) , cov(e.x*e.y)

E.g. 2 reg3 (y = x1 z3) (x = z1 z2 z3 x2) (x2 = z4 z3) can be estimated in -sem- as: sem (y <- x1 z3) (x <- z1 z2 z3 x2) (x2 <- z4 z3), cov(e._OEn, unstructured)

Best, J. -- __________________________________________ John Antonakis Professor of Organizational Behavior Director, Ph.D. Program in Management Faculty of Business and Economics University of Lausanne Internef #618 CH-1015 Lausanne-Dorigny Switzerland Tel ++41 (0)21 692-3438 Fax ++41 (0)21 692-3305 http://www.hec.unil.ch/people/jantonakis Associate Editor The Leadership Quarterly __________________________________________ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Fwd: st: New package, -swain- : Correct small sample chi-square overidentification test***From:*John Antonakis <John.Antonakis@unil.ch>

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