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Score-Based Tests of Measurement Invariance: Use in Practice

Author

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  • Ting Wang

    ()

  • Edgar C. Merkle

    ()

  • Achim Zeileis

    ()

Abstract

In this paper, we consider a family of recently-proposed measurement invariance tests that are based on the scores of a fitted model. This family can be used to test for measurement invariance w.r.t. a continuous auxiliary variable, without pre-specification of subgroups. Moreover, the family can be used when one wishes to test for measurement invariance w.r.t. an ordinal auxiliary variable, yielding test statistics that are sensitive to violations that are monotonically related to the ordinal variable (and less sensitive to non-monotonic violations). The paper is specifically aimed at potential users of the tests who may wish to know (i) how the tests can be employed for their data, and (ii) whether the tests can accurately identify specific models parameters that violate measurement invariance (possibly in the presence of model misspecification). After providing an overview of the tests, we illustrate their general use via the R packages lavaan and strucchange. We then describe two novel simulations that provide evidence of the tests' practical abilities. As a whole, the paper provides researchers with the tools and knowledge needed to apply these tests to general measurement invariance scenarios.

Suggested Citation

  • Ting Wang & Edgar C. Merkle & Achim Zeileis, 2013. "Score-Based Tests of Measurement Invariance: Use in Practice," Working Papers 2013-33, Faculty of Economics and Statistics, University of Innsbruck.
  • Handle: RePEc:inn:wpaper:2013-33
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    File URL: https://www2.uibk.ac.at/downloads/c4041030/wpaper/2013-33.pdf
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    References listed on IDEAS

    as
    1. Edgar Merkle & Jinyan Fan & Achim Zeileis, 2014. "Testing for Measurement Invariance with Respect to an Ordinal Variable," Psychometrika, Springer;The Psychometric Society, pages 569-584.
    2. Zeileis, Achim & Leisch, Friedrich & Hornik, Kurt & Kleiber, Christian, 2002. "strucchange: An R Package for Testing for Structural Change in Linear Regression Models," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 7(i02).
    3. Hansen, Bruce E, 1997. "Approximate Asymptotic P Values for Structural-Change Tests," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(1), pages 60-67, January.
    4. Achim Zeileis & Kurt Hornik, 2007. "Generalized M-fluctuation tests for parameter instability," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 61(4), pages 488-508.
    5. 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.
    6. Rosseel, Yves, 2012. "lavaan: An R Package for Structural Equation Modeling," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 48(i02).
    7. Albert Satorra, 1989. "Alternative test criteria in covariance structure analysis: A unified approach," Psychometrika, Springer;The Psychometric Society, pages 131-151.
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    More about this item

    Keywords

    measurement invariance; parameter stability; ordinal variable; factor analysis; structural equation models;

    JEL classification:

    • C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
    • C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software

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