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The analysis of moment structural models has become an important tool of investigation in behavioural, educational and economic studies. The chi-squared large-sample test is routinely employed to assess the goodness of fit of the model considered. However, in order to invoke the standard asymptotic distribution theory certain regularity conditions have to be met. Here we consider the case where the population value of the parameter vector is a boundary point of the feasible region. We show that in this case the asymptotic distribution of test statistic is a mixture of chi-squared distributions. The problem of finding the corresponding weights is discussed.
Alexander Shapiro (Tue,) studied this question.