q = the number of parameters.
= the vector of parameters (of order q).
G = the number of groups.
= the number of observations in group g.
, the total number of observations in all groups combined.
= the number of observed variables in group g.
= the number of sample moments in group g. When means and intercepts are explicit model parameters, the relevant sample moments are means, variances and covariances, so that . Otherwise, only sample variances and covariances are counted so that .
, the number of sample moments in all groups combined.
, the number of degrees of freedom for testing the model.
= the r-th observation on the i-th variable in group g.
= the r-th observation in group g.
= the sample covariance matrix for group g.
= the covariance matrix for group g, according to the model.
= the mean vector for group g, according to the model.
= the population covariance matrix for group g.
= the population mean vector for group g.
, the distinct elements of arranged in a single column vector.
.
r = the nonnegative integer specified by the ChiCorrect method. By default r = G. When the Emulisrel6 method is used, r = G, and cannot be changed by using ChiCorrect.
n = N – r.
= the vector of order p containing the sample moments for all groups. That is, contains the elements of , and also (if means and intercepts are explicit model parameters) .
= the vector of order p containing the population moments for all groups. That is, contains the elements of , and also (if means and intercepts are explicit model parameters) . The ordering of the elements of must match the ordering of the elements of .
= the vector of order p containing the population moments for all groups according to the model. That is, contains the elements of , and also (if means and intercepts are explicit model parameters) . The ordering of the elements of must match the ordering of the elements of .
= the function (of ) that is minimized in fitting the model to the sample.
= the value of that minimizes