, Volume 50, Issue 1, pp 83–90 | Cite as

Power of the likelihood ratio test in covariance structure analysis

  • Albert Satorra
  • Willem E. Saris


A procedure for computing the power of the likelihood ratio test used in the context of covariance structure analysis is derived. The procedure uses statistics associated with the standard output of the computer programs commonly used and assumes that a specific alternative value of the parameter vector is specified. Using the noncentral Chi-square distribution, the power of the test is approximated by the asymptotic one for a sequence of local alternatives. The procedure is illustrated by an example. A Monte Carlo experiment also shows how good the approximation is for a specific case.

Key words

covariance structure analysis maximum likelihood estimation likelihood ratio test power of the test local alternatives noncentral Chi-square noncentrality parameter Monte Carlo experiment 


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Copyright information

© The Psychometric Society 1985

Authors and Affiliations

  • Albert Satorra
    • 2
  • Willem E. Saris
    • 1
  1. 1.Department of Methods and TechniquesUniversity of AmsterdamThe Netherlands
  2. 2.Department of Statistics and Econometrics, Faculty of EconomicsUniversity of BarcelonaBarcelona-08034Spain

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