Tests of Measurement Invariance Without Subgroups: A Generalization of Classical Methods

Edgar Merkle () and Achim Zeileis ()

Psychometrika, 2013, vol. 78, issue 1, 59-82

Abstract: The 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 study 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: (i) identifying subgroups of individuals that violate measurement invariance along a continuous auxiliary variable without prespecified thresholds, and (ii) identifying specific parameters impacted by measurement invariance violations. The tests are presented and illustrated in detail, including an application to a study of stereotype threat and simulations examining the tests’ abilities in controlled conditions. Copyright The Psychometric Society 2013

Keywords: measurement invariance; parameter stability; factor analysis; structural equation models (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (13)

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DOI: 10.1007/s11336-012-9302-4

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