caa a22 4500 606242074 CHVBK 20210128101316.0 cr unu---uuuuu 210128e20151201xx s 000 0 eng 10.1007/s11336-014-9414-0 doi (NATIONALLICENCE)springer-10.1007/s11336-014-9414-0 How General is the Vale-Maurelli Simulation Approach? [Elektronische Daten] [Njål Foldnes, Steffen Grønneberg] The Vale-Maurelli (VM) approach to generating non-normal multivariate data involves the use of Fleishman polynomials applied to an underlying Gaussian random vector. This method has been extensively used in Monte Carlo studies during the last three decades to investigate the finite-sample performance of estimators under non-Gaussian conditions. The validity of conclusions drawn from these studies clearly depends on the range of distributions obtainable with the VM method. We deduce the distribution and the copula for a vector generated by a generalized VM transformation, and show that it is fundamentally linked to the underlying Gaussian distribution and copula. In the process we derive the distribution of the Fleishman polynomial in full generality. While data generated with the VM approach appears to be highly non-normal, its truly multivariate properties are close to the Gaussian case. A Monte Carlo study illustrates that generating data with a different copula than that implied by the VM approach severely weakens the performance of normal-theory based ML estimates. The Psychometric Society, 2014 Vale-Maurelli nationallicence simulation nationallicence Monte Carlo nationallicence multivariate distributions nationallicence copula nationallicence Foldnes Njål BI Norwegian Business School, Oslo, Norway aut Grønneberg Steffen BI Norwegian Business School, Oslo, Norway aut Psychometrika Springer US; http://www.springer-ny.com 80/4(2015-12-01), 1066-1083 0033-3123 80:4<1066 2015 80 11336 https://doi.org/10.1007/s11336-014-9414-0 text/html Onlinezugriff via DOI BK010053 XK010053 XK010000 Metadata rights reserved Springer special CC-BY-NC licence nationallicence 1 research-article jats NATIONALLICENCE NATIONALLICENCE NL-springer NATIONALLICENCE 856 40 https://doi.org/10.1007/s11336-014-9414-0 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Foldnes Njål BI Norwegian Business School, Oslo, Norway aut NATIONALLICENCE 700 1- Grønneberg Steffen BI Norwegian Business School, Oslo, Norway aut NATIONALLICENCE 773 0- Psychometrika Springer US; http://www.springer-ny.com 80/4(2015-12-01), 1066-1083 0033-3123 80:4<1066 2015 80 11336