A Note on the Structural Change Test in Highly Parameterized Psychometric Models.

ABSTRACT: Equal parameter estimates across subgroups is a substantial requirement of statistical tests. Ignoring subgroup differences poses a threat to study replicability, model specification, and theory development. Structural change tests are a powerful statistical technique to assess parameter invariance. A core element of those tests is the empirical fluctuation process. In the case of parameter invariance, the fluctuation process asymptotically follows a Brownian bridge. This asymptotic assumption further provides the basis for inference. However, the empirical fluctuation process does not follow a Brownian bridge in small samples, and this situation is amplified in large psychometric models. Therefore, common methods of obtaining the sampling distribution are invalid and the structural change

SUBMITTER: Huth KBS 

PROVIDER: S-EPMC9433362 | biostudies-literature | 2022 Sep

REPOSITORIES: biostudies-literature