Abstract: Evaluation of Test Statistics for Robust Structural Equation Modeling With Nonnormal Missing Data

Traditional structural equation modeling (SEM) techniques have trouble dealing with incomplete and/or nonnormal data that are often encountered in practice. Yuan and Zhang (2011a) developed a two-stage procedure for SEM to handle nonnormal missing data and proposed four test statistics for overall model evaluation. Although these statistics have been shown to work well with complete data, their performance for incomplete data has not been investigated in the context of robust statistics. Focusing on a linear growth curve model, a systematic simulation study is conducted to evaluate the accuracy of the parameter estimates and the performance of five test statistics including the naive statistic derived from normal distribution based maximum likelihood (ML), the Satorra-Bentler scaled chi-square statistic (RML), the mean- and variance-adjusted chi-square statistic (AML), Yuan-Bentler residual-based test statistic (CRADF), and Yuan-Bentler residual-based F statistic (RF). Data are generated and analyzed in R using the package rsem (Yuan & Zhang, 2011b). Based on the simulation study, we can observe the following: (a) The traditional normal distribution-based method cannot yield accurate parameter estimates for nonnormal data, whereas the robust method obtains much more accurate model parameter estimates for nonnormal data and performs almost as well as the normal distribution based method for normal distributed data. (b) With the increase of sample size, or the decrease of missing rate or the number of outliers, the parameter estimates are less biased and the empirical distributions of test statistics are closer to their nominal distributions. (c) The ML test statistic does not work well for nonnormal or missing data. (d) For nonnormal complete data, CRADF and RF work relatively better than RML and AML. (e) For missing completely at random (MCAR) missing data, in almost all the cases, RML and AML work better than CRADF and RF. (f) For nonnormal missing at random (MAR) missing data, CRADF and RF work better than AML. (g) The performance of the robust method does not seem to be influenced by the symmetry of outliers.