> OK --- so what are the pros and cons of using DWLS vs the robust fit?
Estimates are identical. Inference is superior when using the robust
standard errors and the robust (scaled) test statistic.
Reference:
Beauducel, A., & Herzberg, P. Y. (2006). On the performance of maximum
likelihood versus means and variance adjusted weighted least squares
estimation in CFA. Structural Equation Modeling, 13(2), 186-203.
Yves.