Bootstrapping Goodness-of-Fit Measures in Structural Equation Models
- 1 November 1992
- journal article
- research article
- Published by SAGE Publications in Sociological Methods & Research
- Vol. 21 (2) , 205-229
- https://doi.org/10.1177/0049124192021002004
Abstract
Assessing overall fit is a topic of keen interest to structural equation modelers, yet measuring goodness of fit has been hampered by several factors. First, the assumptions that underlie the chi-square tests of model fit often are violated. Second, many fit measures (e.g., Bentler and Bonett's [1980] normed fit index) have unknown statistical distributions so that hypothesis testing, confidence intervals, or comparisons of significant differences in these fit indices are not possible. Finally, modelers have little knowledge about the distribution and behavior of the fit measures for misspecified models or for nonnested models. Given this situation, bootstrapping techniques would appear to be an ideal means to tackle these problems. Indeed, Bentler's (1989) EQS 3.0 and Jöreskog and Sörbom's (forthcoming) LISREL 8 have bootstrap resampling options to bootstrap fit indices. In this article the authors (a) demonstrate that the usual bootstrapping methods will fail when applied to the original data, (b) explain why this occurs, and, (c) propose a modified bootstrap method for the chi-square test statistic for model fit. They include simulated and empirical examples to illustrate their results.Keywords
This publication has 10 references indexed in Scilit:
- A Note on Distributional Properties of the Jöreskog-Sörbom Fit IndicesPsychometrika, 1990
- Robustness issues in structural equation modeling: a review of recent developmentsQuality & Quantity, 1990
- ON BOOTSTRAP HYPOTHESIS TESTINGAustralian Journal of Statistics, 1990
- An Introduction to Bootstrap MethodsSociological Methods & Research, 1989
- Bootstrap Methods for Standard Errors, Confidence Intervals, and Other Measures of Statistical AccuracyStatistical Science, 1986
- Bootstrap Tests and Confidence Regions for Functions of a Covariance MatrixThe Annals of Statistics, 1985
- Asymptotically distribution‐free methods for the analysis of covariance structuresBritish Journal of Mathematical and Statistical Psychology, 1984
- Some Asymptotic Theory for the BootstrapThe Annals of Statistics, 1981
- Bootstrapping Regression ModelsThe Annals of Statistics, 1981
- Significance tests and goodness of fit in the analysis of covariance structures.Psychological Bulletin, 1980