Using the Delta Method for Approximate Interval Estimation of Parameter Functions in SEM

Abstract

In applications of structural equation modeling, it is often desirable to obtain measures of uncertainty for special functions of model parameters. This article provides a didactic discussion of how a method widely used in applied statistics can be employed for approximate standard error and confidence interval evaluation of such functions. The described approach is illustrated with data from a cognitive intervention study, in which it is used to estimate time-invariant reliability in multiwave, multiple indicator models.