Generalized Measurement Invariance Tests with Application to Factor Analysis
AbstractThe issue of measurement invariance commonly arises in factor-analytic contexts, with methods for assessment including likelihood ratio tests, Lagrange multiplier tests, and Wald tests. These tests all require advance definition of the number of groups, group membership, and offending model parameters. In this paper, we construct tests of measurement invariance based on stochastic processes of casewise derivatives of the likelihood function. These tests can be viewed as generalizations of the Lagrange multiplier test, and they are especially useful for: (1) isolating specific parameters affected by measurement invariance violations, and (2) identifying subgroups of individuals that violated measurement invariance based on a continuous auxiliary variable. The tests are presented and illustrated in detail, along with simulations examining the tests' abilities in controlled conditions.
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Bibliographic InfoPaper provided by Faculty of Economics and Statistics, University of Innsbruck in its series Working Papers with number 2011-09.
Length: 26 pages
Date of creation: Apr 2011
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measurement invariance; parameter stability; factor analysis; structural equation models;
Find related papers by JEL classification:
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Factor Analysis
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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- Carolin Strobl & Julia Kopf & Achim Zeileis, 2011. "A new method for detecting differential item functioning in the Rasch model," Working Papers 2011-01, Faculty of Economics and Statistics, University of Innsbruck.
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