9. Model Fit in Structural Equation Models with Censored, Ordinal, and Dichotomous Variables: Testing Vanishing Tetrads
By John R. Hipp, Kenneth A. Bollen. 2003
65 citations recorded by the source corpus.
Subfields: Sociology and Political Science
View Paper: https://www.semanticscholar.org/paper/c1cafcf23e80d3316fadb7da1398de2ce3b4e899
How researchers see this paper
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In Sociology and Political Science
- Albert Maydeu-Olivares
- Kenneth A. Bollen
- Bernd Sturmfels
- Mathias Drton
- Seth Sullivant
- Daniel J. Bauer
- John R. Hipp
- J. Edwards
Citations in the corpus
- Algebraic factor analysis: tetrads, pentads and beyond (2005, methodology): “More powerful approaches than this simple Bonferroni method can be obtained by combining the invariants in a quadratic form; see e.g. Hipp and Bollen (2003) for work employing tetrads.”
- Conducting Tetrad Tests of Model Fit and Contrasts of Tetrad-Nested Models: A New SAS Macro (2005, methodology): “…automatically detects whether the models are tetrad-nested and selects the appropriate vanishing tetrads for the test between models.1 Third, Hipp and Bollen (2003) suggested that because there is generally not a unique set of vanishing tetrads for any given model the researcher may wish to…”
- A Polychoric Instrumental Variable (PIV) Estimator for Structural Equation Models with Categorical Variables (2007, methodology): “See Madansky (1964), Hägglund (1982), Jöreskog (1983), and Bollen (1989, 1996a, 1996b, 2001).”