ANALYSIS OF COVARIANCE STRUCTURES WITH TRUNCATED VARIABLES

抄録

Normal distribution is usually assumed in the analysis of covariance structures. In practical applications, it is common to encounter a situation in which normal distribution is a reasonable one except at the tails. In these situations, the truncated normal distribution is a possible alternative. This paper proposes a method to analyze covariance structures under the truncated multivariate normal distribution. Results of simulation studies indicate that the method produces reasonable estimates and asymptotic results.