1. Different chi-squares Ulf H. Olsson Professor of Statistics

2. Ulf H. Olsson ESTIMATORS If the data are continuous and approximately follow a multivariate Normal distribution, then the Method of Maximum Likelihood is recommended. If the data are continuous and approximately do not follow a multivariate Normal distribution and the sample size is not large, then the Robust Maximum Likelihood Method is recommended. This method will require an estimate of the asymptotic covariance matrix of the sample variances and covariances. If the data are ordinal, categorical or mixed, then the Diagonally Weighted Least Squares (DWLS) method for Polychoric correlation matrices is recommended. This method will require an estimate of the asymptotic covariance matrix of the sample correlations.

3. Ulf H. Olsson Two ML functions C1 and C2 k is the number of manifest variables. D is the duplication matrix (Magnus and Neudecker 1988) and is the ML estimate.

4. Ulf H. Olsson Notation and Background Satorra & Bentler, 1988, equation 4.1