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. 1983 Apr 1;18(2):147-67.
doi: 10.1207/s15327906mbr1802_2.

Cross-Validation Of Covariance Structures

R Cudeck, M W Browne

Cross-Validation Of Covariance Structures

R Cudeck et al. Multivariate Behav Res. .

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.

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