Albert Satorra

Generating author description...

All published works

Action	Title	Year	Authors
+	Corrigenda to Satorra, A., and Bentler, P.M. (2010), “Ensuring Positiveness of the Scaled Difference Chi-Square Test Statistic,” <i>Psychometrika, 75</i>, pp. 243–248	2025	Albert Satorra Peter M. Bentler
+ PDF Chat	Exploratory data analysis on large data sets: The example of salary variation in Spanish Social Security Data	2020	Catia Nicodemo Albert Satorra
+	Exploratory Data Analysis on Large Data Sets: The Example of Salary Variation in Spanish Social Security Data	2020	Catia Nicodemo Albert Satorra
+	Exploratory Data Analysis on Large Data Sets: The Example of Salary Variation in Spanish Social Security Data	2020	Catia Nicodemo Albert Satorra
+ PDF Chat	Enhancing Interpretability in Factor Analysis by Means of Mathematical Optimization	2019	Emilio Carrizosa Vanesa Guerrero Dolores Romero Morales Albert Satorra
+	Comparing BSEM and EUPD Estimates for Two-Group SB-MTMM Experiments	2019	Willem E. Saris Albert Satorra
+	Multivariate exploratory data analysis for large databases: An application to modelling firms’ innovation using CIS data	2018	Juan Carlos Bou Llusar Albert Satorra
+	The Pooled Data Approach for the Estimation of Split-Ballot Multitrait–Multimethod Experiments	2018	Willem E. Saris Albert Satorra
+ PDF Chat	A Comment on a Paper by H. Wu and M. W. Browne (2014)	2015	Albert Satorra
+	The Infinitesimal Jackknife and Analysis of Higher Order Moments	2015	Robert I. Jennrich Albert Satorra
+	A Theorem on the Rank of a Product of Matrices with Illustration of Its Use in Goodness of Fit Testing	2014	Albert Satorra Heinz Neudecker
+	The Infinitesimal Jackknife and Moment Structure Analysis Using Higher Order Moments	2014	Robert I. Jennrich Albert Satorra
+	The Nonsingularity of Γ in Covariance Structure Analysis of Nonnormal Data	2013	Robert I. Jennrich Albert Satorra
+	Continuous Orthogonal Complement Functions and Distribution-Free Goodness of Fit Tests in Moment Structure Analysis	2013	Robert I. Jennrich Albert Satorra
+ PDF Chat	Principles and Practice of Scaled Difference Chi-Square Testing	2012	Fred B. Bryant Albert Satorra
+	Generating Nonnormal Multivariate Data Using Copulas: Applications to SEM	2012	Patrick Mair Albert Satorra Peter M. Bentler
+	Model Conditions for Asymptotic Robustness in the Analysis of Linear Relations	2011	Albert Satorra Peter M. Bentler
+	Model Conditions for Asymptotic Robustness in the Analysis of Linear Relations - eScholarship	2011	Albert Satorra Peter M. Bentler
+	Scaling Corrections for Statistics in Covariance Structure Analysis - eScholarship	2011	Albert Satorra Peter M. Bentler
+ PDF Chat	Moment Testing for Interaction Terms in Structural Equation Modeling	2011	Ab Mooijaart Albert Satorra
+	A Copula Approach to Generate Non-Normal Multivariate Data for SEM	2011	Patrick Mair Albert Satorra Peter M. Bentler
+	Semi-parametric X2 Testing in Mean Structure and Covariance Structure Analysis Using Projections	2011	Robert I. Jennrich Albert Satorra
+ PDF Chat	Testing model nesting and equivalence.	2010	Peter M. Bentler Albert Satorra
+	Ensuring Positiveness of the Scaled Difference Chi-square Test Statistic	2009	Albert Satorra Peter M. Bentler
+ PDF Chat	Smoking and Cancers: Case-Robust Analysis of a Classic Data Set	2009	Peter M. Bentler Albert Satorra Ke‐Hai Yuan
+ PDF Chat	On Insensitivity of the Chi-Square Model Test to Nonlinear Misspecification in Structural Equation Models	2009	Ab Mooijaart Albert Satorra
+	On the performance of small-area estimators: Fixed vs. random area parameters	2009	Àlex Costa Albert Satorra Eva Ventura
+	On insensitivity of the chi-square model test to non-linear misspecification in structural equation models	2008	Ab Mooijaart Albert Satorra
+ PDF Chat	On the Performance of Small-Area Estimators: Fixed vs. Random Area Parameters	2008	Àlex Costa Saenz de San Pedro Albert Satorra Eva Ventura
+ PDF Chat	Improving Small Area Estimation by Combining Surveys: New Perspectives in Regional Statistics	2006	Albert Satorra Eva Ventura Àlex Costa Saenz de San Pedro
+ PDF Chat	8. A New Approach to Evaluating the Quality of Measurement Instruments: The Split-Ballot MTMM Design	2004	Willem E. Saris Albert Satorra Germà Coenders
+	Improving both domain and total area estimation by composition	2004	Àlex Costa Albert Satorra Eva Ventura
+	Using composite estimators to improve both domain and total area estimation	2003	Àlex Costa Albert Satorra Eva Ventura
+	On best affine prediction	2003	Heinz Neudecker Albert Satorra
+	An empirical evaluation of small area estimators	2003	Àlex Costa Albert Satorra Eva Ventura
+	A matrix equality useful in goodness-of-fit testing of structural equation models	2003	Albert Satorra Heinz Neudecker
+ PDF Chat	Using Composite Estimators to Improve both Domain and Total Area Estimation	2003	Àlex Costa Saenz de San Pedro Albert Satorra Eva Ventura
+	Power of χ2 Goodness-of-fit Tests in Structural Equation Models: the Case of Non-Normal Data	2003	Albert Satorra
+	ASYMPTOTIC ROBUSTNESS IN MULTIPLE GROUP LINEAR-LATENT VARIABLE MODELS	2002	Albert Satorra
+	Structural Equation Models with Latent Variables	2002	Albert Satorra
+ PDF Chat	A scaled difference chi-square test statistic for moment structure analysis	2001	Albert Satorra Peter M. Bentler
+ PDF Chat	A Scaled Difference Chi-Square Test Statistic for Moment Structure Analysis	2000	Albert Satorra Peter M. Bentler
+	Innovations in Multivariate Statistical Analysis	2000	Risto D. H. Heijmans D.S.G. Pollock Albert Satorra
+ PDF Chat	Scaled and Adjusted Restricted Tests in Multi Sample Analysis of Moment Structures	2000	Albert Satorra
+	Innovations in multivariate statistical analysis : a festschrift for Heinz Neudecker	2000	Heinz Neudecker Risto D. H. Heijmans D.S.G. Pollock Albert Satorra
+	A scaled difference chi-square test statistic for moment structure analysis	1999	Albert Satorra Peter M. Bentler
+	A Fundamental Matrix Result on Scaling in Multivariate Analysis	1997	Heinz Neudecker Albert Satorra Michel van de Velden
+	Compact Matrix Expressions for Generalized Wald Tests of Equality of Moment Vectors	1997	Albert Satorra Heinz Neudecker
+	Least-Squares Approximation of Off-Diagonal Elements of a Variance Matrix in the Context of Factor Analysis	1997	Albert Satorra Heinz Neudecker
+ PDF Chat	Fusion of Data Sets in Multivariate Linear Regression with Errors-in-Variables	1997	Albert Satorra
+	Multivariate Regression with Errors in Variables: Issues on Asymptotic Robustness	1997	Albert Satorra
+	Alternative approaches to structural modeling of ordinal data: A Monte Carlo study	1997	Germà Coenders Albert Satorra Willem E. Saris
+ PDF Chat	The algebraic equality of two asymptotic tests for the hypothesis that a normal distribution has a specified correlation matrix	1996	Heinz Neudecker Albert Satorra
+	Fusion of data sets in multivariate linear regression with errors-in-variables	1996	Albert Satorra
+	Survival Analysis with Measurement Error on Covariates	1996	Anna Espinal-Berenguer Albert Satorra
+	Asymptotic robustness in multi-sample analysis of multivariate linear relations	1995	Albert Satorra
+	Compact matrix expressions for generalized Wald tests of equality of moment vectors	1995	Albert Satorra Heinz Neudecker
+	A Kronecker Matrix Inequality with a Statistical Application	1995	Heinz Neudecker Albert Satorra Götz Trenkler Shuangzhe Liu
+	The algebraic equality of two asymptotic tests for the hypothesis that a normal distribution has a specified correlation matrix	1995	Heinz Neudecker Albert Satorra
+	Complex Sample Data in Structural Equation Modeling	1995	Bengt Muthén Albert Satorra
+ PDF Chat	On the Asymptotic Optimality of Alternative Minimum-Distance Estimators in Linear Latent-Variable Models	1994	Albert Satorra Heinz Neudecker
+	Corrections to test statistics and standard errors in covariance structure analysis.	1994	Albert Satorra Pete M. Bentler
+	A Kronecker Matrix Inequality with a Statistical Application	1993	Heinz Neudecker Albert Satorra
+	On the asymptotic optimality of alternative minimum-distance estimators in linear latent-variable models	1993	Albert Satorra
+	Asymptotic robust inferences in multi-sample analysis of augmented-moment structures	1993	Albert Satorra
+	A Matrix Equality Applicable in the Analysis of Mean-and-Covariance Structures	1992	Albert Satorra Heinz Neudecker
+ PDF Chat	The variance matrix of sample second-order moments in multivariate linear relations	1992	Albert Satorra
+	Multi-sample analysis of moment-structures: Asymptotic validity of inferences based on second-order moments	1992	Albert Satorra
+	A Matrix Invariance Problem	1992	Heinz Neudecker Albert Satorra
+ PDF Chat	Asymptotic Robust Inferences in the Analysis of Mean and Covariance Structures	1992	Albert Satorra
+	The variance matrix of sample second-order moments in multivariate linear relations	1992	Albert Satorra
+	Scaled test statistics and robust standard errors for non‐normal data in covariance structure analysis: A Monte Carlo study	1991	Chih‐Ping Chou Peter M. Bentler Albert Satorra
+	A comparison of several approximations to the power function of the likelihood ratio test in covariance structure analysis*	1991	Albert Satorra Willem E. Saris W. M. de Pijper
+	Asymptotic robust inferences in the analysis of mean and covariance structures	1991	Albert Satorra
+	A Matrix Invariance Problem	1991	Heinz Neudecker Albert Satorra
+	A Property of the Duplication Matrix	1991	Heinz Neudecker Albert Satorra
+ PDF Chat	Model conditions for asymptotic robustness in the analysis of linear relations	1990	Albert Satorra Peter M. Bentler
+	Robustness issues in structural equation modeling: a review of recent developments	1990	Albert Satorra
+	Alternative test criteria in covariance structure analysis: A unified approach	1989	Albert Satorra
+	MULTILEVEL ASPECTS OF VARYING PARAMETERS IN STRUCTURAL MODELS	1989	Bengt Muthén Albert Satorra
+ PDF Chat	Book Reviews: <b>Measurement Error Models</b>	1988	Albert Satorra
+	Scaling Corrections for Statistics in Covariance Structure Analysis	1988	Albert Satorra Peter M. Bentler
+	Power of the likelihood ratio test in covariance structure analysis	1985	Albert Satorra Willem E. Saris

Common Coauthors

Coauthor	Papers Together
Heinz Neudecker	17
Peter M. Bentler	15
Eva Ventura	7
Willem E. Saris	6
Robert I. Jennrich	5
Àlex Costa	4
Catia Nicodemo	3
Àlex Costa Saenz de San Pedro	3
Ab Mooijaart	3
Bengt Muthén	2
Risto D. H. Heijmans	2
D.S.G. Pollock	2
Patrick Mair	2
Germà Coenders	2
Ke‐Hai Yuan	1
Dolores Romero Morales	1
Michel van de Velden	1
W. M. de Pijper	1
Juan Carlos Bou Llusar	1
Shuangzhe Liu	1
Fred B. Bryant	1
Pete M. Bentler	1
Chih‐Ping Chou	1
Emilio Carrizosa	1
Vanesa Guerrero	1
Anna Espinal-Berenguer	1
Götz Trenkler	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Asymptotically distribution‐free methods for the analysis of covariance structures	1984	Michael W. Browne	26
+	Alternative test criteria in covariance structure analysis: A unified approach	1989	Albert Satorra	22
+ PDF Chat	Asymptotic Robust Inferences in the Analysis of Mean and Covariance Structures	1992	Albert Satorra	12
+	Corrections to test statistics and standard errors in covariance structure analysis.	1994	Albert Satorra Pete M. Bentler	11
+ PDF Chat	Model conditions for asymptotic robustness in the analysis of linear relations	1990	Albert Satorra Peter M. Bentler	11
+	Measurement Error Models	1988	Leonard A. Stefanski Wayne A. Fuller John Wiley	9
+	Scaled test statistics and robust standard errors for non‐normal data in covariance structure analysis: A Monte Carlo study	1991	Chih‐Ping Chou Peter M. Bentler Albert Satorra	8
+	Linear latent variable models and covariance structures	1989	T. W. Anderson	8
+	Robustness of normal theory methods in the analysis of linear latent variate models	1988	Michael W. Browne Alexander Shapiro	8
+	Power of the likelihood ratio test in covariance structure analysis	1985	Albert Satorra Willem E. Saris	8
+	Multivariate regression models for panel data	1982	Gary Chamberlain	7
+ PDF Chat	Small Area Estimation: An Appraisal	1994	Malay Ghosh J. N. K. Rao	7
+	Generalized Inverses, Wald's Method, and the Construction of Chi-Squared Tests of Fit	1977	David S. Moore	7
+	The robustness of test statistics to nonnormality and specification error in confirmatory factor analysis.	1996	Patrick J. Curran Stephen G. West John F. Finch	6
+	Generalized least squares estimators in the analysis of covariance structures	1974	Michael W. Browne	6
+ PDF Chat	Asymptotic Chi-Square Tests for a Large Class of Factor Analysis Models	1990	Yasuo Amemiya T. W. Anderson	6
+	Some contributions to efficient statistics in structural models: Specification and estimation of moment structures	1983	Peter M. Bentler	6
+ PDF Chat	The Asymptotic Normal Distribution of Estimators in Factor Analysis under General Conditions	1988	T. W. Anderson Yasuo Amemiya	6
+	Simultaneous equation systems as moment structure models	1983	Peter M. Bentler	6
+	Robustness of statistical inference in factor analysis and related models	1987	Michael W. Browne	5
+	A general method for analysis of covariance structures	1970	Karl G. Jöreskog	5
+ PDF Chat	Fixed Alternatives and Wald's Formulation of the Noncentral Asymptotic Behavior of the Likelihood Ratio Statistic	1972	T. W. F. Stroud	5
+	Empirical Bayes Small-Area Estimation Using Logistic Regression Models and Summary Statistics	1997	Paul J. Farrell Brenda MacGibbon Thomas J. Tomberlin	5
+	Maximum Likelihood Estimation of Misspecified Models	1983	Halbert White	5
+ PDF Chat	Mean and Covariance Structure Analysis: Theoretical and Practical Improvements	1997	Ke‐Hai Yuan Peter M. Bentler	5
+	Hierarchical Bayes Estimation of Unemployment Rates for the States of the U.S.	1999	Gauri Sankar Datta Partha Lahiri Tapabrata Maiti Kun-Liang Lu	5
+	Bayesian <i>Versus</i> Frequentist Measures of Error in Small Area Estimation	1998	A. C. Singh Diana Stukel Dany Pfeffermann	5
+	A Quasi-Empirical Bayes Method for Small Area Estimation	1993	T. E. Raghunathan	5
+	Can test statistics in covariance structure analysis be trusted?	1992	Li‐tze Hu Peter M. Bentler Yutaka Kano	5
+	An empirical evaluation of small area estimators	2003	Àlex Costa Albert Satorra Eva Ventura	5
+	Robustness of normal theory statistics in structural equation models*	1991	Ab Mooijaart Peter M. Bentler	5
+	Analysis of covariance structures	1966	R. Darrell Bock Rolf E. Bargmann	5
+	Multivariate Analysis: Future Directions 2	1993	Calyampudi Radhakrishna Rao	5
+ PDF Chat	On the Asymptotic Optimality of Alternative Minimum-Distance Estimators in Linear Latent-Variable Models	1994	Albert Satorra Heinz Neudecker	4
+ PDF Chat	Tests of statistical hypotheses concerning several parameters when the number of observations is large	1943	Abraham Wald	4
+	Symmetry, 0-1 Matrices and Jacobians: A Review	1986	Jan R. Magnus Heinz Neudecker	4
+	Scaling Corrections for Statistics in Covariance Structure Analysis	1988	Albert Satorra Peter M. Bentler	4
+	Covariance structure analysis in several populations	1982	Sik‐Yum Lee Kwok‐Leung Tsui	4
+ PDF Chat	On the multivariate asymptotic distribution of sequential Chi-square statistics	1985	James H. Steiger Alexander Shapiro Michael W. Browne	4
+	Pseudo-Maximum Likelihood Estimation of Mean and Covariance Structures with Missing Data	1990	Gerhard Arminger Michael E. Sobel	4
+	Maximum Likelihood Estimation of Misspecified Models	1982	Halbert White	4
+ PDF Chat	A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities	1958	Thomas S. Ferguson	3
+	Small Area Estimation	2003	J. N. K. Rao	3
+	Equivalent models in covariance structure analysis	1991	Thom C. W. Luijben	3
+	Estimation of Linear Models with Incomplete Data	1987	Paul D. Allison	3
+	A study of algorithms for covariance structure analysis with specific comparisons using factor analysis	1979	S. Y. Lee Robert I. Jennrich	3
+	Synthetic estimators with moderating influence: the carry‐over in cross‐over trials revisited	2001	Nicholas T. Longford	3
+	An Alternative Approach for Nonlinear Latent Variable Models	2010	Ab Mooijaart Peter M. Bentler	3
+	Some comments on maximum likelihood and partial least squares methods	1983	Theo K. Dijkstra	3
+	Generalized least squares estimation of the functional multivariate linear errors-in-variables model	1986	P.Fred Dahm Wayne A. Fuller	3