15 research outputs found
Small sample corrections for Wald tests in latent variable models
Latent variable models (LVMs) are commonly used in psychology and
increasingly used for analyzing brain imaging data. Such studies typically
involve a small number of participants (n<100), where standard asymptotic
results often fail to appropriately control the type 1 error. This paper
presents two corrections improving the control of the type 1 error of Wald
tests in LVMs estimated using maximum likelihood (ML). First, we derive a
correction for the bias of the ML estimator of the variance parameters. This
enables us to estimate corrected standard errors for model parameters and
corrected Wald statistics. Second, we use a Student's t-distribution instead of
a Gaussian distribution to account for the variability of the variance
estimator. The degrees of freedom of the Student's t-distributions are
estimated using a Satterthwaite approximation. A simulation study based on data
from two published brain imaging studies demonstrates that combining these two
corrections provides superior control of the type 1 error rate compared to the
uncorrected Wald test, despite being conservative for some parameters. The
proposed methods are implemented in the R package lavaSearch2 available at
https://cran.r-project.org/web/packages/lavaSearch2