On the Computation of the RMSEA and CFI from the Mean-And-Variance Corrected Test Statistic with Nonnormal Data in...

A new type of nonnormality correction to the RMSEA has recently been developed, which has several advantages over existing corrections. In particular, the new correction adjusts the sample estimate of the RMSEA for the inflation due to nonnormality, while leaving its population value unchanged, so that established cutoff criteria can still be used to judge the degree of approximate fit. A confidence interval (CI) for the new robust RMSEA based on the mean-corrected ("Satorra-Bentler") test statistic has also been proposed. Follow up work has provided the same type of nonnormality correction for the CFI (Brosseau-Liard & Savalei, 2014). These developments have recently been implemented in lavaan. This note has three goals: a) to show how to compute the new robust RMSEA and CFI from the mean-and-variance corrected test statistic; b) to offer a new CI for the robust RMSEA based on the mean-and-variance corrected test statistic; and c) to caution that the logic of the new nonnormality corrections to RMSEA and CFI is most appropriate for the maximum likelihood (ML) estimator, and cannot easily be generalized to the most commonly used categorical data estimators.