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Confirmatory Factor Analysis for Applied Research
Methodology in the Social Sciences
David A. Kenny, Series Editor

SPECTRAL ANALYSIS OF TIME-SERIES DATA

Rebecca M. Warner

A PRIMER ON REGRESSION ARTIFACTS

Donald T. Campbell and David A. Kenny

REGRESSION ANALYSIS FOR CATEGORICAL MODERATORS

Herman Aguinis

HOW TO CONDUCT BEHAVIORAL RESEARCH OVER THE INTERNET:

A BEGINNER’S GUIDE TO HTML AND CGI/PERL
R. Chris Fraley

PRINCIPLES AND PRACTICE OF STRUCTURAL EQUATION MODELING

Second Edition
Rex B. Kline

CONFIRMATORY FACTOR ANALYSIS FOR APPLIED RESEARCH

Timothy A. Brown
Confirmatory Factor
Analysis for
Applied Research

Timothy A. Brown

SERIES EDITOR’S NOTE by David A. Kenny

THE GUILFORD PRESS

New York London
© 2006 The Guilford Press
A Division of Guilford Publications, Inc.
72 Spring Street, New York, NY 10012
www.guilford.com

All rights reserved

No part of this book may be reproduced, translated, stored in a

retrieval system, or transmitted, in any form or by any means,
electronic, mechanical, photocopying, microfilming, recording,
or otherwise, without written permission from the Publisher.

Printed in the United States of America

This book is printed on acid-free paper.

Last digit is print number: 9 8 7 6 5 4 3 2 1

Library of Congress Cataloging-in-Publication Data

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

Timothy A. Brown, PsyD, is a professor in the Department of Psychology

at Boston University, and Director of Research at Boston University’s
Center for Anxiety and Related Disorders. He has published extensively in
the areas of the classification of anxiety and mood disorders, vulnerability
to emotional disorders, psychometrics, and methodological advances in
social sciences research. In addition to conducting his own grant-sup-
ported research, Dr. Brown serves as a statistical investigator or consultant
on numerous federally funded research projects. He has been on the edito-
rial boards of several scientific journals, including recent appointments as
Associate Editor of the Journal of Abnormal Psychology and Behavior
Therapy.

vii
Series Editor’s Note

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

An example of one such complicated topic is the multitrait–

multimethod matrix, first proposed by Donald Campbell and Donald
Fiske. I am pleased that Brown decided to devote a full chapter to the
topic. Interestingly, a generation of researchers tried to find EFA models
for the matrix and never developed a completely satisfactory model.
Another generation of researchers worked on several CFA models for the
matrix, and Brown very nicely summarizes the models they produced.
Another useful feature of this book is that it contains an entire chapter
devoted to issues of statistical power and sample sizes. Investigators need
to make decisions, costly both in terms of time and money, about sample
size. Very often they make those decisions using rather arbitrary proce-
dures. The book outlines a formal and practical approach to that question.
For breadth of applications, the book provides examples from several
different areas of the social and behavioral sciences. It also illustrates the
analyses using several different software programs. Preferences for com-
puter programs change as fast as preferences do for hair styles; thus, it is
an advantage that the book is not tied to one computer program. Most
readers would benefit from analyzing data of their own as they read the
book.
Construct validity, instrument development and validation, reduction
of the number of variables, and sources of bias in measurement, to name
just a few, are subjects supported by high-quality CFA. Almost all research
data include many variables; therefore, Brown’s detailed and careful treat-
ment of this important topic will be of benefit in almost all research situa-
tions. A gap in the field of multivariate data analysis that has existed for far
too long has finally been filled. Researchers now have a readable, detailed,
and practical discussion of CFA.

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

(e.g., psychology, education, political science, management/marketing,

sociology, public health). In the classroom, this book can serve as a pri-
mary or supplemental text in courses on advanced statistics, factor analy-
sis, SEM, or psychometrics/scale development. For applied researchers,
this book can be used either as a resource for learning the procedures of
CFA or, for more experienced readers, as a reference guide for dealing with
complex CFA models or data issues. What each chapter specifically covers
is described in Chapter 1. The first five chapters deal with the fundamen-
tals of CFA: what the researcher needs to know to conduct a CFA of any
type. Thus, especially for readers new to CFA, it is recommended that the
first five chapters be read in order, as this material is the foundation for the
remainder of the book. Chapters 6 through 10 address specific types of
CFA and other issues such as dealing with missing or categorical data and
power analysis. The reading order of the second group of chapters is less
important than for the first.
Advances in quantitative methodology are often slow to be picked up
by applied researchers because such methods are usually disseminated in a
manner inaccessible to many end users (e.g., formula-driven articles in
mathematical/statistical journals). This is unfortunate, because multi-
variate statistics can be readily and properly employed by any researcher
provided that the test’s assumptions, steps, common pitfalls, and so on, are
laid out clearly. Keeping with that philosophy, this book was written be a
user-friendly guide to conducting CFA with real data sets, with an empha-
sis more on conceptual and practical aspects than on quantitative formu-
las. Several strategies were used to help meet this goal: (1) every key con-
cept is accompanied by an applied data set and the syntax and output from
the leading latent variable software packages; (2) tables are included that
recap the procedures or steps of the methods being presented (e.g., how to
conduct an EFA, how to write up the results of a CFA study); (3) numer-
ous figures are provided that graphically illustrate some of the more com-
plicated concepts or procedures (e.g., EFA factor rotation, forms of mea-
surement invariance, types of nonpositive definite matrices, identification
of formative indicator models), and (4) many chapters contain appendices
with user-friendly illustrations of seemingly complex quantitative opera-
tions (e.g., data generation in Monte Carlo simulation research, calculation
of matrix determinants and their role in model fit and improper solu-
tions). I have also provided a website (http://people.bu.edu/tabrown/)
with data and computer files for the book’s examples and other materials
(e.g., updates, links to other CFA resources). I hope that through the use
of the aforementioned materials, even the most complicated CFA model or
 Preface xiii

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

Uses of Confirmatory Factor Analysis / 1

Psychometric Evaluation of Test Instruments / 1
Construct Validation / 2
Method Effects / 3
Measurement Invariance Evaluation / 4
Why a Book on CFA? / 5
Coverage of the Book / 6
Other Considerations / 8
Summary / 11

2 • The Common Factor Model 12

and Exploratory Factor Analysis

Overview of the Common Factor Model / 12

Procedures of EFA / 20
Factor Extraction / 21
Factor Selection / 23
Factor Rotation / 30
Factor Scores / 36
Summary / 37

3 • Introduction to CFA 40

Similarities and Differences of EFA and CFA / 40

Common Factor Model / 40
Standardized and Unstandardized Solutions / 41
Indicator Cross-Loadings/Model Parsimony / 42
Unique Variances / 46
Model Comparison / 47

xv
xvi Contents

Purposes and Advantages of CFA / 49

Parameters of a CFA Model / 53
Fundamental Equations of a CFA Model / 59
CFA Model Identification / 62
Scaling the Latent Variable / 62
Statistical Identification / 63
Guidelines for Model Identification / 71
Estimation of CFA Model Parameters / 72
Illustration / 76
Descriptive Goodness-of-Fit Indices / 81
Absolute Fit / 82
Parsimony Correction / 83
Comparative Fit / 84
Guidelines for Interpreting Goodness-of-Fit Indices / 86
Summary / 88
Appendix 3.1. Communalities, Model-Implied Correlations, and Factor
Correlations in EFA and CFA / 90
Appendix 3.2. Obtaining a Solution for a Just-Identified Factor Model / 93
Appendix 3.3. Hand Calculation of FML for the Figure 3.8 Path Model / 96

4 • Specification and Interpretation of CFA Models 103

An Applied Example of a CFA Measurement Model / 103

Model Specification / 106
Substantive Justification / 106
Defining the Metric of Latent Variables / 106
Data Screening and Selection of the Fitting Function / 107
Running the CFA Analysis / 108
Model Evaluation / 113
Overall Goodness of Fit / 113
Localized Areas of Strain / 114
Residuals / 115
Modification Indices / 119
Unnecessary Parameters / 124
Interpretability, Size, and Statistical Significance of the Parameter
Estimates / 126
Interpretation and Calculation of CFA Model Parameter
Estimates / 132
CFA Models with Single Indicators / 138
Reporting a CFA Study / 144
Summary / 148
Appendix 4.1. Model Identification Affects the Standard Errors of the
Parameter Estimates / 150
Appendix 4.2. Goodness of Model Fit Does Not Ensure Meaningful Parameter
Estimates / 153
Appendix 4.3. Example Report of the Two-Factor CFA Model of Neuroticism
and Extraversion / 155
 Contents xvii

5 • CFA Model Revision and Comparison 157

Goals of Model Respecification / 157

Sources of Poor-Fitting CFA Solutions / 159
Number of Factors / 159
Indicators and Factor Loadings / 167
Correlated Errors / 181
Improper Solutions and Nonpositive Definite Matrices / 187
EFA in the CFA Framework / 193
Model Identification Revisited / 202
Equivalent CFA Solutions / 203
Summary / 209

6 • CFA of Multitrait–Multimethod Matrices 212

Correlated versus Random Measurement Error Revisited / 212

The Multitrait–Multimethod Matrix / 213
CFA Approaches to Analyzing the MTMM Matrix / 217
Correlated Methods Models / 218
Correlated Uniqueness Models / 220
Advantages and Disadvantages of Correlated Methods and
Correlated Uniqueness Models / 227
Other CFA Parameterizations of MTMM Data / 229
Consequences of Not Modeling Method Variance and
Measurement Error / 231
Summary / 233

7 • CFA with Equality Constraints, 236

Multiple Groups, and Mean Structures

Overview of Equality Constraints / 237

Equality Constraints within a Single Group / 238
Congeneric, Tau-Equivalent, and Parallel Indicators / 238
Longitudinal Measurement Invariance / 252
CFA in Multiple Groups / 266
Overview of Multiple-Groups Solutions / 266
Multiple-Groups CFA / 268
Selected Issues in Single- and Multiple-Groups CFA Invariance
Evaluation / 299
MIMIC Models (CFA with Covariates) / 304
Summary / 316
Appendix 7.1. Reproduction of the Observed Variance–Covariance Matrix with
Tau-Equivalent Indicators of Auditory Memory / 318
xviii Contents

8 • Other Types of CFA Models: 320

Higher-Order Factor Analysis, Scale Reliability
Evaluation, and Formative Indicators

Higher-Order Factor Analysis / 320

Second-Order Factor Analysis / 322
Schmid–Leiman Transformation / 334
Scale Reliability Estimation / 337
Point Estimation of Scale Reliability / 337
Standard Error and Interval Estimation of Scale Reliability / 345
Models with Formative Indicators / 351
Summary / 362

9 • Data Issues in CFA: 363

Missing, Non-Normal, and Categorical Data

CFA with Missing Data / 363

Mechanisms of Missing Data / 364
Conventional Approaches to Missing Data / 365
Recommended Missing Data Strategies / 367
CFA with Non-Normal or Categorical Data / 378
Non-Normal, Continuous Data / 379
Categorical Data / 387
Other Potential Remedies for Indicator Non-Normality / 404
Summary / 410

10 • Statistical Power and Sample Size 412

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

Web address for the author’s data and computer files

and other resources: http://people.bu.edu/tabrown/
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