Can test statistics in covariance structure analysis be trusted?
Abstract
Covariance structure analysis uses χ–2 goodness-of-fit test statistics whose adequacy is not known. Scientific conclusions based on models may be distorted when researchers violate sample size, variate independence, and distributional assumptions. The behavior of 6 test statistics was evaluated with a Monte Carlo confirmatory factor analysis study. The tests performed dramatically differently under 7 distributional conditions at 6 sample sizes. Two normal-theory tests worked well under some conditions but completely broke down under other conditions. A test that permits homogeneous nonzero kurtoses performed variably. A test that permits heterogeneous marginal kurtoses performed better. A distribution-free test performed spectacularly badly in all conditions at all but the largest sample sizes. The Santorra-Bentler scaled test performed best overall.