2001
DOI: 10.1207/s15328007sem0803_2
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Performance of Bootstrapping Approaches to Model Test Statistics and Parameter Standard Error Estimation in Structural Equation Modeling

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Cited by 659 publications
(424 citation statements)
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“…Through Mardia's coefficient, we verified the presence of the non-normal multivariate, once the obtained value of 32.50 exceeded the adopted cut-off value of 5.0 (Byrne, 2010). Therefore, Bollen-Stine bootstrap on 2,000 samples was used (Nevitt & Hancock, 2001). No missing values, univariate outliers (z<3) and multivariate outliers (D 2 = p1>.001; p2>.001) were detected (Byrne, 2010).…”
Section: Resultsmentioning
confidence: 99%
“…Through Mardia's coefficient, we verified the presence of the non-normal multivariate, once the obtained value of 32.50 exceeded the adopted cut-off value of 5.0 (Byrne, 2010). Therefore, Bollen-Stine bootstrap on 2,000 samples was used (Nevitt & Hancock, 2001). No missing values, univariate outliers (z<3) and multivariate outliers (D 2 = p1>.001; p2>.001) were detected (Byrne, 2010).…”
Section: Resultsmentioning
confidence: 99%
“…1 Additionally, bias-corrected bootstrapping was performed to test the significance of the indirect effects (MacKinnon et al 2004;Nevitt and Hancock 2001). We checked whether the confidence interval did not include zero, and only report results that comply with this rule.…”
Section: Descriptivesmentioning
confidence: 99%
“…Although univariate normality was mostly supported, the data violated multivariate normality. In these common situations, the use of the bootstrap resampling method to estimate model parameters has been recommended and it was followed in this study (Nevitt and Hancock, 2001). The measurement model was tested prior to the structural one (Kline, 2005).…”
Section: Structural Equation Modeling Analysismentioning
confidence: 99%