An alternative to the methodology for analysis of covariance

A general statistical model for simultaneous analysis of data from several groups is described. The model is primarily designed to be used for the analysis of covariance. The model can handle any number of covariates and criterion variables, and any number of treatment groups. Treatment effects may be assessed when the treatment groups are not randomized. In addition, the model allows for measurement errors in the criterion variables as well as in the covariates. A wide variety of hypotheses concerning the parameters of the model can be tested by means of a large sample likelihood ratio test. In particular, the usual assumptions of ANCOVA may be tested.Research reported in this paper has been partly supported by the Swedish Council for Social Science Research under project Statistical methods for analysis of longitudinal data, project director Karl G. Jöreskog, and partly by the Bank of Sweden Tercentenary Foundation under project Structural Equation Models in the Social Sciences, project director Karl G. Jöreskog.