Hi, I’m trying to calculate robust fit indices in lavaan, but they are not provided for my model, even though no errors or warnings appear. Please see the results of the fit indices below:
lavaan.mi object fit to 100 imputed data sets using:
- lavaan (0.6-19)
- lavaan.mi (0.1-0)
See class?lavaan.mi help page for available methods.
Convergence information:
The model converged on 100 imputed data sets.
Standard errors were available for all imputations.
Estimator DWLS
Optimization method NLMINB
Number of model parameters 77
Number of observations 10233
Model Test User Model:
Standard Scaled
Test statistic 145.733 194.695
Degrees of freedom 366 366
P-value 1.000 1.000
Average scaling correction factor 0.902
Average shift parameter 86.207
simple second-order correction
Pooling method D2
Pooled statistic “scaled.shifted”
“scaled.shifted” correction applied BEFORE pooling
Model Test Baseline Model:
Test statistic 4573.264 8767.386
Degrees of freedom 406 406
P-value 0.000 0.000
Scaling correction factor 1.946
User Model versus Baseline Model:
Comparative Fit Index (CFI) 1.000 1.000
Tucker-Lewis Index (TLI) 1.059 1.023
Robust Comparative Fit Index (CFI) NA
Robust Tucker-Lewis Index (TLI) NA
Root Mean Square Error of Approximation:
RMSEA 0.000 0.000
90 Percent confidence interval - lower 0.000 0.000
90 Percent confidence interval - upper 0.000 0.000
P-value H_0: RMSEA <= 0.050 1.000 1.000
P-value H_0: RMSEA >= 0.080 0.000 0.000
Robust RMSEA NA
90 Percent confidence interval - lower NA
90 Percent confidence interval - upper NA
P-value H_0: Robust RMSEA <= 0.050 NA
P-value H_0: Robust RMSEA >= 0.080 NA
Standardized Root Mean Square Residual:
SRMR 0.079 0.079
Parameter Estimates:
Parameterization Delta
Standard errors Robust.sem
Information Expected
Information saturated (h1) model Unstructured
Pooled across imputations Rubin's (1987) rules
Augment within-imputation variance Scale by average RIV
Wald test for pooled parameters t(df) distribution
Pooled t statistics with df >= 1000 are displayed with
df = Inf(inity) to save space. Although the t distribution
with large df closely approximates a standard normal
distribution, exact df for reporting these t tests can be
obtained from parameterEstimates.mi()
Best wishes,
Ahmad