Fit indices in covariance structure modeling : Sensitivity to underparameterized model misspecification

This study evaluated the sensitivity of maximum likelihood (ML)-, generalized least squares (GLS)-, and asymptotic distribution-free (ADF)-based fit indices to model misspecification, under conditions that varied sample size and distribution. The effect of violating assumptions of asymptotic robustness theory also was examined. Standardized root-mean-square residual (SRMR) was the most sensitive index to models with misspecified factor covariance(s), and Tucker-Lewis Index (1973; TLI), Bollen's fit index (1989; BL89), relative noncentrality index (RNI), comparative fit index (CFI), and the MLand GLS-based gamma hat, McDonald's centrality index (1989; Me), and root-mean-square error of approximation (RMSEA) were the most sensitive indices to models with misspecified factor loadings. With ML and GLS methods, we recommend the use of SRMR, supplemented by TLI, BL89, RNI, CFI, gamma hat, Me, or RMSEA (TLI, Me, and RMSEA are less preferable at small sample sizes). With the ADF method, we recommend the use of SRMR, supplemented by TLI, BL89, RNI, or CFI. Finally, most of the ML-based fit indices outperformed those obtained from GLS and ADF and are preferable for evaluating model fit.

[1]  T. L. Kelley,et al.  The reliability coefficient , 1942 .

[2]  Michael C. Corballis,et al.  Beyond tests of significance: Estimating strength of effects in selected ANOVA designs. , 1969 .

[3]  K. Jöreskog A general approach to confirmatory maximum likelihood factor analysis , 1969 .

[4]  R. Kirk Experimental Design: Procedures for the Behavioral Sciences , 1970 .

[5]  M. Browne Generalized Least Squares Estimators in the Analysis of Covariance Structures. , 1973 .

[6]  L. Tucker,et al.  A reliability coefficient for maximum likelihood factor analysis , 1973 .

[7]  D. H. Dodd,et al.  Computational procedures for estimating magnitude of effect for some analysis of variance designs. , 1973 .

[8]  J. Dwyer Analysis of variance and the magnitude of effects: A general approach. , 1974 .

[9]  P. Krishnaiah,et al.  On Covariance Structures. , 1975 .

[10]  P. Bentler,et al.  Significance Tests and Goodness of Fit in the Analysis of Covariance Structures , 1980 .

[11]  J. H. Steiger Statistically based tests for the number of common factors , 1980 .

[12]  L. Sechrest,et al.  Magnitudes of Experimental Effects in Social Science Research , 1982 .

[13]  Subhash Sharma,et al.  Sample Size Effects on Chi Square and Other Statistics Used in Evaluating Causal Models , 1982 .

[14]  Douglas M. Hawkins Topics in Applied Multivariate Analysis , 1982 .

[15]  M. Browne,et al.  Cross-Validation Of Covariance Structures. , 1983, Multivariate behavioral research.

[16]  P. Bentler Some contributions to efficient statistics in structural models: Specification and estimation of moment structures , 1983 .

[17]  Jan de Leeuw,et al.  Models and methods for the analysis of correlation coefficients , 1983 .

[18]  James C. Anderson,et al.  The effect of sampling error on convergence, improper solutions, and goodness-of-fit indices for maximum likelihood confirmatory factor analysis , 1984 .

[19]  M. Browne Asymptotically distribution-free methods for the analysis of covariance structures. , 1984, The British journal of mathematical and statistical psychology.

[20]  J. S. Tanaka,et al.  A fit index for covariance structure models under arbitrary GLS estimation , 1985 .

[21]  George W. Bohrnstedt,et al.  Use of Null Models in Evaluating the Fit of Covariance Structure Models , 1985 .

[22]  A. Satorra,et al.  Power of the likelihood ratio test in covariance structure analysis , 1985 .

[23]  David W. Gerbing,et al.  A Comparison of Two Alternate Residual Goodness‑of‑Fit Indices , 1985 .

[24]  K. Bollen Sample size and bentler and Bonett's nonnormed fit index , 1986 .

[25]  H. Akaike Factor analysis and AIC , 1987 .

[26]  M. Browne Robustness of statistical inference in factor analysis and related models , 1987 .

[27]  Kenneth A. Bollen,et al.  Some Properties of Hoelter's CN , 1988 .

[28]  T. W. Anderson,et al.  The asymptotic normal distribution of estimators in factor analysis under general conditions , 1988 .

[29]  R. P. McDonald,et al.  Goodness-of-fit indexes in confirmatory factor analysis : The effect of sample size , 1988 .

[30]  A. Shapiro,et al.  Robustness of normal theory methods in the analysis of linear latent variate models. , 1988 .

[31]  M. Browne,et al.  Single Sample Cross-Validation Indices for Covariance Structures. , 1989, Multivariate behavioral research.

[32]  Peter M. Bentler,et al.  EQS : structural equations program manual , 1989 .

[33]  R. P. McDonald,et al.  An index of goodness-of-fit based on noncentrality , 1989 .

[34]  K. Bollen A New Incremental Fit Index for General Structural Equation Models , 1989 .

[35]  Jeffrey S. Tanaka,et al.  Influence of sample size, estimation method, and model specification on goodness-of-fit assessments in structural equation models. , 1989 .

[36]  S. Mulaik,et al.  EVALUATION OF GOODNESS-OF-FIT INDICES FOR STRUCTURAL EQUATION MODELS , 1989 .

[37]  J. S. Tanaka,et al.  A general coefficient of determination for covariance structure models under arbitrary GLS estimation , 1989 .

[38]  T. W. Anderson,et al.  Asymptotic Chi-Square Tests for a Large Class of Factor Analysis Models , 1990 .

[39]  P. Bentler,et al.  Comparative fit indexes in structural models. , 1990, Psychological bulletin.

[40]  R. P. McDonald,et al.  Choosing a multivariate model: Noncentrality and goodness of fit. , 1990 .

[41]  Albert Satorra,et al.  Model Conditions for Asymptotic Robustness in the Analysis of Linear Relations , 1990 .

[42]  Kenneth A. Bollen,et al.  Overall Fit in Covariance Structure Models: Two Types of Sample Size Effects , 1990 .

[43]  Two new goodness‐of‐fit indices for covariance matrices with linear structures , 1991 .

[44]  A. Satorra,et al.  Scaled test statistics and robust standard errors for non-normal data in covariance structure analysis: a Monte Carlo study. , 1991, The British journal of mathematical and statistical psychology.

[45]  P. Bentler,et al.  Robustness of normal theory statistics in structural equation models , 1991 .

[46]  M. Browne,et al.  Alternative Ways of Assessing Model Fit , 1992 .

[47]  James C. Anderson,et al.  Monte Carlo Evaluations of Goodness of Fit Indices for Structural Equation Models , 1992 .

[48]  Y Kano,et al.  Can test statistics in covariance structure analysis be trusted? , 1992, Psychological bulletin.

[49]  B. Muthén,et al.  A comparison of some methodologies for the factor analysis of non‐normal Likert variables: A note on the size of the model , 1992 .

[50]  Robert C. MacCallum,et al.  Effect of Estimation Method on Incremental Fit Indexes for Covariance Structure Models , 1993 .

[51]  R. Goffin A Comparison of Two New Indices for the Assessment of Fit of Structural Equation Models , 1993 .

[52]  J. S. Long,et al.  Testing Structural Equation Models , 1993 .

[53]  Karl G. Jöreskog,et al.  Lisrel 8: Structural Equation Modeling With the Simplis Command Language , 1993 .

[54]  R. Hoyle,et al.  Introduction to the special section: structural equation modeling in clinical research. , 1994, Journal of Consulting and Clinical Psychology.

[55]  Peter M. Bentler,et al.  Estimates and tests in structural equation modeling. , 1995 .

[56]  Stephen G. West,et al.  Structural equation models with non-normal variables: Problems and remedies , 1995 .

[57]  L. Harlow,et al.  Effects of estimation methods, number of indicators per factor, and improper solutions on structural equation modeling fit indices , 1995 .

[58]  G. Arminger,et al.  Specification and Estimation of Mean- and Covariance-Structure Models , 1995 .

[59]  P. Bentler,et al.  Covariance structure analysis: statistical practice, theory, and directions. , 1996, Annual review of psychology.

[60]  H. Marsh,et al.  An evaluation of incremental fit indices: A clarification of mathematical and empirical properties. , 1996 .

[61]  S. West,et al.  The robustness of test statistics to nonnormality and specification error in confirmatory factor analysis. , 1996 .

[62]  R. MacCallum,et al.  Power analysis and determination of sample size for covariance structure modeling. , 1996 .

[63]  G. A. Marcoulides,et al.  Advanced structural equation modeling : issues and techniques , 1996 .

[64]  Ke-Hai Yuan,et al.  Mean and Covariance Structure Analysis: Theoretical and Practical Improvements , 1997 .

[65]  P. Bentler,et al.  Cutoff criteria for fit indexes in covariance structure analysis : Conventional criteria versus new alternatives , 1999 .

[66]  J. KARLG. STRUCTURAL ANALYSIS OF COVARIANCE AND CORRELATION MATRICES , 2000 .