Table 2.
Model | Invariance testing strategy | Parameters estimated | df | χ2 | χ2/df ratio | AGFI | TLI | RMSEA | ||
---|---|---|---|---|---|---|---|---|---|---|
0. 1-factor independence model | Combined groups: 1 set of parameters estimated across the groups | 18 total, across groups (15 betas, 3 latent variances) | 153 | 2143.73, p < .001 | 14.01 | .62 | .00 | .14 | ||
1. 3-factor constrained model | Combined groups: 1 set of parameters estimated across the groups | 39 total, across groups (15 betas, 18-item variances, 3 latent variances, 3 latent covariances) | 132 | 596.18, p <.001 | 4.52 | .877 | .730 | .071 | ||
2. 3-factor unconstrained model | Test of configural invariance separate groups: 2 sets of parameters estimated separately within each group | 78 total: all within groups | Group 1 (39): 15 betas, 18-item variances, 3 latent variances, 3 latent covariances | Group 2 (39): 15 betas, 18-item variances, 3 latent variances, 3 latent covariances | 264 | 730.12, p < .001 | 2.77 | .896 | .729 | .051 |
3. Measurement weights model | Test of metric invariance separate groups: constrains the betas to be equal across groups, estimates other parameters freely within groups | 63 total: 15 betas across groups | Group 1 (24): 18-item variances, 3 latent variances, 3 covariances | Group 2 (24): 18-item variances, 3 latent variances, 3 covariances | 279 | 753.75, p < .001 | 2.70 | .861 | .739 | .050 |
χ2 difference test, compared to unconstrained model | χ2 (15) = 23.6, p = .07 | .04 | .10 | −.001 | ||||||
4. Structural covariance model | Test of construct variance/covariance invariance constrain the latent variable covariances only | 75 total, 3 latent covariances across groups | Group 1: 18-item variances, 15 betas 3 latent variances | Group 2: 18-item variances, 15 betas 3 latent variances | 267 | 747.69 | 2.80 | .856 | .723 | .051 |
χ2 difference test, compared to unconstrained model | χ2(3) = 17.57, p < .001 | .00 | −.000 | .001 |
betas: regression coefficients; AGFI: adjusted goodness of fit index; RMSEA: root mean square error of approximation; TLI: Tucker–Lewis index.