Research Article

Asymptotic Relative Efficiency Comparison for some Fit Indices in Structural Equation Modeling

Volume: 45 Number: 1 March 28, 2024
EN

Asymptotic Relative Efficiency Comparison for some Fit Indices in Structural Equation Modeling

Abstract

There are many fit statistics used in the structural equation modeling, and new ones are consistently being developed. Because of the variety of fit statistics, it is very important to be able to decide which fit statistics are appropriate to use in studies. When comparing any two statistics, the asymptotic relative efficiency (ARE) between them is used. The ARE can use as a power of the fit indices is one of the familiar optimal criteria. It is frequently more convenient, and also more suggestive, to use a measure of relative merit called the relative efficiency. This study aimed to compare of fit indices using Fraser’s asymptotic relative efficiency. The data sets were derived from the multivariate normal distribution using the mean vector and covariance matrix. It was determined that the most efficient fit indices in terms of asymptotic relative efficiency were Z-Test of Wilson & Hilferty (W&H), Root Mean Square Error of Approximation (RMSEA), and Chi-Square indices, respectively.

Keywords

References

  1. [1] Wheatcroft E., Interpreting the skill score form of forecast performance metrics. Int. J. Forecast., 35 (2) (2019) 573-579.
  2. [2] Sitthiyot T., Holasut K., On the evaluation of skill in binary forecast. Thailand and The World Economy, 40 (3) (2022) 33-54.
  3. [3] Baringhaus L., Gaigall D., On an asymptotic relative efficiency concept based on expected volumes of confidence regions, Statistics, 53 (6) (2019) 1396–1436.
  4. [4] Nikitin Y., Asymptotic Relative Efficiency in Testing, University of Saint-Petersburg, (2010).
  5. [5] Pitman E.J.G., Mimeographed Lecture Notes on Nonparametric Statistics, Columbia University, New York, (1948) 52-59.
  6. [6] Chernoff H.A., Measure of asymptotic efficiency for tests of a hypothesis based on the sum of observations, Ann. Math. Stat., 23 (1952) 493–507.
  7. [7] Hodges J.L., Lehmann E.L., The efficiency of some nonparametric competitors of the t –test, Ann. Math. Stat., 27 (1956) 324–335.
  8. [8] Bahadur R.R., Stochastic comparison of tests. Ann. Math. Stat., 31 (1960) 276–295.

Details

Primary Language

English

Subjects

Biostatistics

Journal Section

Research Article

Publication Date

March 28, 2024

Submission Date

July 18, 2023

Acceptance Date

March 12, 2024

Published in Issue

Year 2024 Volume: 45 Number: 1

APA
Doğan, İ., Doğan, İ., & Dogan, N. (2024). Asymptotic Relative Efficiency Comparison for some Fit Indices in Structural Equation Modeling. Cumhuriyet Science Journal, 45(1), 164-167. https://doi.org/10.17776/csj.1328880

As of 2026, Cumhuriyet Science Journal will be published in six issues per year, released in February, April, June, August, October, and December