均值方差结构模型的渐近稳健推断

摘要

均值方差模型广泛应用于行为、教育、医学、社会和心理学的研究.经典的极大似然估计对于异常点和分布扰动易受影响.本文基于目标函数最小化给出稳健估计,并基于稳健偏差提出模型拟合.%Mean and covariance structure model is widely applied in behavioral,educational,medical,social and psychological research.The classic maximum likelihood estimate is vulnerable to outliers and distributional deviation.In this paper,robust estimate based on minimizing the objective function is proposed,and M-ratio test based on the robust deviance is suggested to assess the model fit.Empirical results are illustrated by a real example.