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Confirmatory Factor Analysis for Applied Research
Methodology in the Social Sciences
David A. Kenny, Series Editor
Timothy A. Brown
Brown, Timothy A.
Confirmatory factor analysis for applied research /
Timothy A. Brown.
p. cm. — (Methodology in the social sciences)
Includes bibliographical references and index.
ISBN-13: 978-1-59385-274-0 (pbk.)
ISBN-10: 1-59385-274-6 (pbk.)
ISBN-13: 978-1-59385-275-7 (hardcover)
ISBN-10: 1-59385-275-4 (hardcover)
1. Factor analysis. I. Title. II. Series.
BF39.2.F32B76 2006
150.1′5195354—dc22
2006001103
For my father, Kaye,
and Nick and Greg
About the Author
vii
Series Editor’s Note
For some reason, the topic of confirmatory factor analysis (CFA) has not
received the attention that it deserves. Two closely related topics, explor-
atory factor analysis (EFA) and structural equation modeling (SEM), have
dozens of textbooks written about them. Book-length treatments of CFA
are rare and that is what makes this book distinctive.
One might think that there are so few books on CFA because it is so
rarely used. However, this is not the case. Very often, those who conduct
EFA follow up the analysis with CFA. Additionally, SEM always involves a
measurement model and very often the best way to test that model is with
CFA. Poor-fitting structural equation models are almost always due to CFA
problems. Thus, to be proficient at SEM, the analyst must know CFA. This
book very nicely explains the links between CFA and these two different
methods, in particular the natural process of beginning with EFA, proceed-
ing to CFA, and then SEM.
I think it is ironic that SEM has received so much more attention than
CFA, because the social and behavioral sciences have learned much more
from CFA than from SEM. In particular, through CFA we are able to
understand the construct validity of attitudes and personality, and CFA
provides important information about the relative stability of individual
differences throughout the lifespan.
Unlike most books on factor analysis, this one spares us all the matri-
ces with their transposes, Kronecker products, and inverses. Certainly
matrix algebra is critical in the theory, proofs, and estimation of CFA, but
for day-to-day practitioners, it just gets in the way. This is not to say that
the author, Timothy A. Brown, doesn’t discuss technical issues where nec-
essary. The text is complicated where appropriate.
ix
x Series Editor’s Note
DAVID A. KENNY
Preface
Preface
This book was written for the simple reason that no other book of its kind
had been published before. Although many books on structural equation
modeling (SEM) exist, this is the first book devoted solely to the topic of
confirmatory factor analysis (CFA). Accordingly, for the first time, many
important topics are brought under one cover—for example, the similari-
ties/differences between exploratory factor analysis (EFA) and CFA, the
use of maximum likelihood EFA procedures as a precursor to CFA, diag-
nosing and rectifying the various sources for the ill-fit of a measurement
model, analysis of mean structures, modeling with multiple groups (e.g.,
MIMIC), CFA scale reliability evaluation, formative indicator models, and
higher-order factor analysis. After covering the fundamentals and various
types of CFA in the earlier chapters, in later chapters I address issues like
CFA with non-normal or categorical indicators, handling missing data,
and power analysis/sample size determination, which are germane to SEM
models of any type. Although it is equally important to CFA practice,
another reason I included this material was because of the lack of adequate
coverage in preexisting SEM sourcebooks. Thus, I hope the book will serve
as a useful guide to researchers working with a latent variable model of any
type. The book is not tied to specific latent variable software packages, and
in fact the five most popular programs are featured throughout (Amos,
EQS, LISREL, Mplus, SAS/CALIS). However, readers will note that this
book is the first to provide an extensive treatment of Mplus, a program
that is becoming increasingly popular with applied researchers for its ease
of use with complex models and data (e.g., categorical outcomes, categori-
cal latent variables, multilevel data).
The target readership of this book is applied researchers and graduate
students working within any domain of social and behavioral sciences
xi
xii Preface
data issue has been demystified and can now be readily tackled by the
reader.
In closing, I would like to thank the people who were instrumental in
the realization of this volume. First, thanks to Series Editor David A.
Kenny, who, in addition to providing very helpful comments on specific
sections, played an enormous role in helping me to shape the scope and
coverage of this book. In addition, I would like to extend my appreciation
to C. Deborah Laughton, Publisher, Methodology and Statistics, who pro-
vided many excellent suggestions and positive feedback throughout the
process and who secured several terrific outside reviews. Indeed, I am
grateful to the following reviewers, whose uniformly constructive and
thoughtful feedback helped me strengthen the book considerably: Larry
Price, Texas State University–San Marcos; Christopher Federico, Univer-
sity of Minnesota; and Ke-Hai Yuan, University of Notre Dame. I would
also like to thank William Meyer, Production Editor at The Guilford Press,
for his work in bringing a very technically complex manuscript to press.
And finally, special thanks to my wife, Bonnie, for her continuous encour-
agement and support.
Contents
Contents
1 • Introduction 1
3 • Introduction to CFA 40
xv
xvi Contents
Overview / 412
Satorra–Saris Method / 413
Monte Carlo Approach / 420
Summary and Future Directions in CFA / 429
Appendix 10.1. Monte Carlo Simulation in Greater Depth:
Data Generation / 434
References 439
Author Index 455
Subject Index 459
Introduction
1
2 C ONFIRMATORY F ACTOR A NALYSIS FOR A PPLIED R ESEARCH
Construct Validation
Akin to a factor in CFA, a construct is a theoretical concept. In clinical psy-
chology and psychiatry, for example, the mental disorders (e.g., major
depression, schizophrenia) are constructs manifested by various clusters of
symptoms that are reported by the patient or observed by others. In socio-
logy, juvenile delinquency might be construed as a multidimensional
construct defined by various forms of misconduct (e.g., property crimes,
interpersonal violence, drug use, academic misconduct). CFA is an indis-
pensable analytic tool for construct validation in the social and behavioral
sciences. The results of CFA can provide compelling evidence of the con-
vergent and discriminant validity of theoretical constructs. Convergent
validity is indicated by evidence that different indicators of theoretically
similar or overlapping constructs are strongly interrelated; for example,
symptoms purported to be manifestations of a single mental disorder load
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