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Cross-Validation Of Covariance Structures

Multivariate Behavioral ResearchPublished 1 April 1983
Robert Cudeck, Michael W. Browne
Citations850
SJR quartileQ1
SJR score2.71
SNIP2.12

TL;DR

This paper examines methods for comparing the suitability of alternative models for covariance matrices using longitudinal data and a cross-validation procedure is suggested and its properties are examined.

Abstract

This paper examines methods for comparing the suitability of alternative models for covariance matrices. A cross-validation procedure is suggested and its properties are examined. To motivate the discussion, a series of examples is presented using longitudinal data.

Keywords

Mathematics