Score-Based Tests of Measurement Invariance: Use in Practice
Ting Wang (),
Edgar C. Merkle () and
Achim Zeileis ()
Working Papers from Faculty of Economics and Statistics, University of Innsbruck
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.
Keywords: measurement invariance; parameter stability; ordinal variable; factor analysis; structural equation models (search for similar items in EconPapers)
JEL-codes: C30 C52 C87 (search for similar items in EconPapers)
Pages: 26 pages
New Economics Papers: this item is included in nep-ecm
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Persistent link: https://EconPapers.repec.org/RePEc:inn:wpaper:2013-33
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