Journal
STRUCTURAL EQUATION MODELING-A MULTIDISCIPLINARY JOURNAL
Volume 29, Issue 5, Pages 731-743Publisher
ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
DOI: 10.1080/10705511.2022.2053128
Keywords
Bootstrap; goodness of fit; model fit; structural equation modeling
Funding
- National Science Foundation [SES-1659936]
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Previous research has shown that bootstrapped p-values for the chi-square test of model fit are accurate for small models but not as accurate for small sample sizes. As the number of variables increases, bootstrapped p-values may become too conservative and less accurate. Therefore, they may not be recommended for assessing model fit.
Previous research on bootstrapped p-values for the chi-square test of model fit has been limited to small models (around 10 variables), revealing that these p-values are accurate provided the sample size is not too small. For small sample sizes (N < 100), usual p-values, obtained using asymptotic methods, are more accurate. However, as the number of variables increases asymptotic p-values incorrectly suggest that models fit poorly. We investigate whether Bollen-Stine (1992) bootstrapped p-values can overcome this problem using normal and non-normal data. We found that as model size increases, Bollen-Stine bootstrapped p-values become too conservative and less accurate than asymptotic p-values obtained using robust methods (i.e., mean and variance corrections). Bollen-Stine p-values cannot be recommended to assess model fit.
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