Journal
STRUCTURAL EQUATION MODELING-A MULTIDISCIPLINARY JOURNAL
Volume 11, Issue 1, Pages 1-19Publisher
LAWRENCE ERLBAUM ASSOC INC
DOI: 10.1207/S15328007SEM1101_1
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Two methods, direct maximum likelihood (ML) and the expectation maximization (EM) algorithm, can be used to obtain ML parameter estimates for structural equation models with missing data (MD). Although the 2 methods frequently produce identical parameter estimates, it may be easier to satisfy missing at random assumptions using EM. However, no single value of N is applicable to the EM covariance matrix, and this may compromise inferences gained from the model fit statistic and parameter standard errors. The purpose of this study was to identify a value of N that provides accurate inferences when using EM. If all confirmatory factor analysis model indicators have MD, results suggest that the minimum N per covariance term yields honest Type 1 error rates. If MD are restricted to a subset of indicators, the minimum N per variance works well. With respect to standard errors, the harmonic mean N per variance term produces honest confidence interval coverage rates.
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