Correcting Too Much or Too Little? The Performance of Three Chi-Square Corrections
Njål Foldnes1, Ulf Henning Olsson1
1a BI Norwegian Business School.
Multivariate Behavioral Research
|November 27, 2015
Summary
This study evaluated structural equation model fit statistics under non-normal data. Results show kurtosis impacts Type I and II errors, with a reliable indicator for statistic adequacy identified.
Area of Science:
- Statistics
- Psychometrics
- Quantitative Psychology
Background:
- Evaluating structural equation model (SEM) fit is crucial.
- Non-normal data can compromise standard SEM fit statistics.
- Existing statistics (T1, T2, T3) have varying performance under non-normality.
Purpose of the Study:
- Investigate the performance of three SEM fit statistics (T1, T2, T3) under non-normal data conditions.
- Examine Type I and Type II errors for each statistic.
- Identify factors influencing statistic adequacy.
Main Methods:
- Simulation study comparing T1 (Satorra-Bentler mean-adjusted), T2 (Satterthwaite type mean-and-variance adjusted with df manipulation), and T3 (T2 without df manipulation).
- Data manipulated for varying levels of kurtosis.
- Analysis of Type I and Type II error rates and statistical power.
Main Results:
- All statistics are sensitive to kurtosis, affecting Type I error rates.
- T1 over-rejects true models under excess kurtosis; T2 and T3 under-reject.
- T2 and T3 show similar performance but lose power with increasing kurtosis under misspecification.
- Coefficient of variation of nonzero eigenvalues reliably indicates statistic adequacy.
Conclusions:
- Kurtosis significantly impacts SEM fit statistics performance.
- T2 and T3 offer similar performance, outperforming T1 in certain conditions.
- The coefficient of variation serves as a key diagnostic tool for assessing fit statistic reliability.
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