Hi,
Fornell-Larcker criterion is not very useful. You can do a nested model comparison* or you can inspect the confidence interval of the correlation between the factors. See
https://journals.sagepub.com/doi/full/10.1177/1094428120968614
*As for the comment about df begin the same: That should not be the case. If you add a correlation, you should lose one degree of freedom. If you find that df does not change, it means that you have also changed the model somehow to gain one df to compensate. I suggest comparing the parameter vectors “coef(fit)” to see what you are estimating and how the models differ.
Mikko
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