PSY 445 Spring, 2006 Lecture Notes for Fit Statistics

Page 39

Fit Statistics
1

2 test of Model Fit

2 = (N 1)FM L,GLS,U LS ,
where N = sample size, and F is the minimum fit function value for whichever estimation
method we use (thus, we can compute this fit statistic for ML, GLS, ULS, etc. . . )
As the model demonstrates better fit, this statistic will take on smaller and smaller values;
thus, it is a measure of badness of fit.
As sample size increase, this statistic will increase, making it sensitive to sample size as
a function of power. Because we are interested in the null hypothesis, however, too much
power can lead us to reject models that exhibit trivial and meaningless discrepancies
between the model and the data.
If we have multivariate normally distributed data in the population we sampled from, the
observed 2 test statistic will conform more and more closely to a 2 distribution (with
df = q(q+1)
t, where t = number of parameters estimated) as the sample size becomes
2
larger and larger. We say that this test statistic has an asymptotic 2 distribution with
multinormal data. If the multinormality assumption is violated or if our sample size is too
small, then the probabilities derived from the 2 distribution will not be accurate.
No one really believes in the 2 p-values; if they do, they shouldnt.
Joreskog and others have suggested examining the ratio of 2 to df as one way of compensating for the problem of real models for real data sets having so many df that the
models have no chance of having a sufficiently small value. They suggest a ratio less than
5 indicates marginally acceptable fit, less than 2 indicates excellent fit, and less than 1
indicates over fitting (the case in which the model is not parsimonious and may include
one or more parameters that reflect random error more so than a real effect).

RMSEA (Root-Mean-Square-Error-of-Approximation)
s

RM SEA =

2 dft
t
N 1

dft

2
t 1
dft

N 1

Ft
dft
2

1
,
N 1

where 2t represents the observed test statistic for the target model, dft represents the
degrees of freedom for the target model, N represents the sample size, and FT represents
the minimum fit function value for the target model.
The RMSEA represents a measure of approximate fit rather than perfect fit, with an
attempt to remove the effects of df and sample size.

PSY 445 Spring, 2006 Lecture Notes for Fit Statistics

Page 40

Stiger stipulates that values less than 0.05 represent good fit. Using the same assumptions
as the 2 test outlined above (e.g., multinormal data), one can compute an asymptotically
correct probability that the population RMSEA value is less than 0.05 based on the sample
statistic, but this probability estimate is equally flawed as that above.

GFI (Goodness-of-Fit Index)

tr

GF I = 1

]
[W 1 (S())
tr[(W 1 S)2 ]

, where W is the weight matrix (e.g., W = I for ULS

for ML estimation, and W = S for GLS estimation.

estimation, W = ()
The GFI is roughly the ratio of explained generalized variance (weighted) to total generalized variance (weighted).
Good values (indicated model fit) were initially thought to be at 0.90 or above, but Monte
Carlo studies suggest 0.95 is a better criterion for adopting a model as a good fit to the
data.

AGFI (Adjusted Goodness-of-Fit Index)

h

AGF I = 1 k(k+1)
[1 GF I],
2df
where K represents the number of observed variables in the model.
The AGFI adjusts the GFI for degrees-of-freedom in the model relative to the total number
of unique elements in the observed variance-covariance matrix.
Models that fit typically have AGFI values of 0.90 or 0.95 or above.

NFI (Normed Fit Index a.k.a. Bentler-Bonett fit index)

2 2

N F I = 02 t ,
0
where 20 represents the chi-square fit statistic for the null model (e.g., complete independence of all observed variables), and where 2t is the chi-square fit statistic for the target
model (e.g., the model being tested).
The NFI represents the degree to which the chi-square for the model of interest is lower than
that for the worst-case scenario (complete independence model), expressed as a proportion
of that worst-case scenario chi-square statistic.
Models that fit typically have NFI values of 0.90 or above.

PSY 445 Spring, 2006 Lecture Notes for Fit Statistics

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NNFI (Non-Normed Fit Index)

2
2
0 t
df0
dft
2
0 1
df0

NNF I =

where 20 represents the chi-square fit statistic for the null model (e.g., the model of
complete independence), where df0 represents the df associated with the null model, where
2t represents the chi-square fit statistic for the target model, and dft represents the df
associated with the target model.
This index is very much like the NFI, except that each chi-square value is divided by its
degrees of freedom to penalize models with too many parameters (e.g., models for which
the df are low).
Models that fit typically have values of 0.90 and above.

PGFI (Parsimony Goodness of Fit Index)

h

dft
2dft
P GF I = df
GF I,
GF I = k(k+1)
0
where dft is the df for the target model (being tested), df0 is the df for the null model, k
is the number of observed variables, and GFI is the value of the goodness of fit index.

This fit statistic represents an attempt to adjust the GFI for a lack of parsimony: As the
df for the model gets smaller relative to the null model, the GFI is attenuated and reduced.
Although we do not have absolute levels of PGFI that are deemed acceptable, the PGFI
is useful for comparing two models with differing levels of parsimony or model complexity.

PNFI (Parsimony Normed Fit Index)

h

2dft
dft
N F I = k(k+1)
N F I,
P N F I = df
0
where dft is the df for the target model, df0 is the df for the null model, k is the number
of observed variables, and NFI is the value of the normed fit index.

This fit statistic also represents an attempt to adjust another fit statistic, although this
time it is the NFI, with the adjustment intended to penalize models that lack parsimony.
As with the PGFI, the PNFI does not have an established level that serves as a criterion
for model fit, but this statistic does enable the comparison of models with differing levels
of parsimony.

PSY 445 Spring, 2006 Lecture Notes for Fit Statistics

Page 42

CFI (Comparative Fit Index)

(2 df )(2 df )

CF I = 0 (02 df0t) t ,
0
where 20 is the chi-square statistic for the null model (or any other baseline model), where
df0 is the df for this baseline model, where 2t is the chi-square statistic for the target
model being tested, and dft is the df for this tested model.
This fit statistic uses the concept that the mean of a 2 distribution is equal to its df, so
the difference between 2 and df for a model is like a mean-deviation score. This statistic,
then, is measuring the difference in mean deviations for the null (baseline) model and the
model of interest, expressed as a proportion of the deviation for the null model.
Models that fit typically have values in excess of 0.90.

10

RFI (Relative Fit Index)

RF I =

2
2
0 t
df0
dft
2
0
df0

where 20 is the chi-square statistic for the null model (or any other baseline model), where
df0 is the df for this baseline model, where 2t is the chi-square statistic for the target
model being tested, and dft is the df for this tested model.
This fit statistic uses the degrees of freedom to adjust the 2 statistic by taking the ratio of
the 2 to its degrees of freedom; further, this index is relative in the sense that we compare
the drop in chi-square-to-df-ratio from the independence model to the tested model as a
proportion of the independence chi-square-to-df-ratio.
Models that fit typically have values in excess of 0.90.