Confidence Intervals of Fit Indexes by Inverting a Bootstrap Test. Issue 6 (2nd November 2017)

• Record Type: Journal Article
• Authors: Cheng, Chuchu; Wu, Hao
• Is Part Of: Structural equation modeling. Volume 24:Issue 6(2017)
• Page Start: 870
• Page End: 880
• Publication Date: 2017-11-02
• Subjects: bootstrap -- fit indexes -- likelihood-based CI -- structural equation modeling; Multivariate analysis -- Periodicals; Social sciences -- Statistical methods -- Periodicals; 519.535
• DOI: 10.1080/10705511.2017.1333432
• Languages: English
• ISSNs: 1070-5511

Abstract

Abstract : Fit indexes are an important tool in the evaluation of model fit in structural equation modeling (SEM). Currently, the newest confidence interval (CI) for fit indexes proposed by Zhang and Savalei (2016) is based on the quantiles of a bootstrap sampling distribution at a single level of misspecification. This method, despite a great improvement over naive and model-based bootstrap methods, still suffers from unsatisfactory coverage. In this work, we propose a new method of constructing bootstrap CIs for various fit indexes. This method directly inverts a bootstrap test and produces a CI that involves levels of misspecification that would not be rejected in a bootstrap test. Similar in rationale to a parametric CI of root mean square error of approximation (RMSEA) based on a noncentral χ 2 distribution and a profile-likelihood CI of model parameters, this approach is shown to have better performance than the approach of Zhang and Savalei (2016), with more accurate coverage and more efficient widths.