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st: Software update: swain (and swaini)


From   John Antonakis <John.Antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   st: Software update: swain (and swaini)
Date   Wed, 10 Apr 2013 23:40:02 +0200

Hi:

With gratitude Kit Baum, we have made available a software update to -swain-, which corrects the SEM chi-square overidentification test in small sample sizes or complex models.

The package now includes -swaini- an immediate version of the postestimation test, which calculates the corrected chi-square statistic using fit data entered manually by the user (i.e., no. of vars, df, n-size, and chi-square value). We have also updated the help file.

Here is a description of the command:

      swain and swaini correct the chi-square overidentification test
      (i.e., likelihood ratio test of fit) for structural equation
      models whether with or without latent variables. The chi-square
      statistic is asymptotically correct; however, it does not behave
      as expected in small samples and/or when the model is complex
      (cf. Herzog, Boomsma, & Reinecke, 2007). Thus, particularly in
      situations where the ratio of sample size to the number of
      parameters estimated 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 correction better approximates the
      chi-square distribution resulting in more appropriate Type 1
      reject error rates (see Herzog & Boomsma, 2009; Herzog, et al.,
      2007).

To install swain simply type -ssc install swain- from the Stata command line.

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
__________________________________________

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