Shopping for Efficient Confidence Intervals in Structural Equation Models
by Donna L. Mohr and Yong Xu.
Most users of Structural Equation Models are aware that Wald-type standard errors for parameter
estimates can vary remarkably depending on the arbitrary choice of how the scale is identified. A simple
example shows that confidence intervals based on the likelihood ratio exhibit the same problem. A series of
examples suggests that shopping for the scale identification that gives the best relative precision for a
certain parameter has very little negative impact on coverage probabilities, and can yield
substantially tighter confidence intervals.
structural equation models, SEM, likelihood ratio, scale identification, confidence intervals
Donna L. Mohr, email@example.com
Yong Xu, firstname.lastname@example.org
Dayanand Naik, email@example.com
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