A NEW MEASURE OF MISFIT FOR COVARIANCE STRUCTURE MODELS

抄録

Various fit indices exist in structural equation models. Most of these indices are related to the noncentrality parameter (NCP) of the chi-square distribution that the involved test statistic is implicitly assumed to follow. Existing literature suggests that few statistics can be well approximated by chi-square distributions. The meaning of the NCP is not clear when the behavior of the statistic cannot be described by a chi-square distribution. In this paper we define a new measure of model misfit (MMM) as the difference between the expected values of a statistic under the alternative and null hypotheses. This definition does not need to assume that the population covariance matrix is in the vicinity of the proposed model, nor does it need for the test statistic to follow any distribution of a known form. The MMM does not necessarily equal the discrepancy between the model and the population covariance matrix as has been assumed in existing literature. Bootstrap approaches to estimating the MMM and a related quantity are developed. An algorithm for obtaining bootstrap confidence intervals of the MMM is constructed. Examples with practical data sets contrast several measures of model misfit. The quantile-quantile plot is used to illustrate the unrealistic nature of chi-square distribution assumptions under either the null or an alternative hypothesis in practice.