Testing Pattern Hypotheses for Correlation Matrices

1 June 1975

journal article
Published by Cambridge University Press (CUP) in Psychometrika

Vol. 40 (2) , 253-255
https://doi.org/10.1007/bf02291570

Abstract

McDonald [1974] obtained Maximum Likelihood (ML) estimates of the free parameters, and an asymptotic likelihood-ratio test, for the hypothesis that one or more elements of a covariance matrix are zero, and/or that groups of two or more of its elements are equal. Estimation was by Newton's method, starting from a closed-form Least Squares (LS) solution that is typically close to the ML solution point. The hypothesis can also be tested using the general model for the analysis of covariance structures given by Jöreskog [1970], but the combination of a closed-form LS starting point and the classical Newton method given by McDonald yields estimates in about a quarter of the computer time needed by JOreskog's program, ACØVS.

Keywords

This publication has 2 references indexed in Scilit:

Testing Pattern Hypotheses for Covariance Matrices
Psychometrika, 1974
A general method for analysis of covariance structures
Biometrika, 1970