Interpreting model fit indices

Abbreviations in the table

 A: suggestions according to Arbuckle, 1999
 B: suggestions according to Byrne, 2001
 CMIN=Chi²: Discrepancy between Sigma(theta) and the unrestricted S
 d: difference between S and Sigma (theta)
 df: degrees of freedom
 H0: S = Sigma (theta)
 N: sample size
 p: Number of parameters (distinct sample moments)
 t, q: Number of distinct estimated parameters
 S: Covariance matrix of the sample without restrictions (saturierted model)
 Sigma (theta): Covariance matrix of the sample with the default model
 theta: default model
 : infinite
Acronym Explanation Value range polarity Critical values Notes

Measures of parsimony
NPAR Number of estimated [0; ] The smaller, the better
parameters q
DF Degrees of freedom [0; ] The larger, the better
df=d=p-q
PRATIO =p(arsimony) ratio A: Used for
p=d / d(independent) PNFI and PCFI
B: PGFI better than PRATIO
Minimum Value of Discrepancy
CMIN A: Minimum of discrepancy The smaller, the CMIN= (N-1) Fmin
function better -large sample:
Central Chi²distribution
df=0.5*p*(p+1)-t
P Probability of CMIN (or A: Not suitable for model
larger) assuming the default evaluation because:
model; probability of an exact -no model fits perfectly
fit -depends on sample size
=> Model fits always with
small samples and never with
large.
See also
-Hoelter-criterion
-PCLOSE
CMIN/DF Large value = poor fit Good fit: ~ 1 Not use with
Acceptable fit :[1- ULS and SLS estimators
2],
Sometimes
[1-3] or [1-5]
FMIN Minimum of discrepancy
function F
Measures based on the population discrepancy
NCP A: estimator of non-centrality B: non-central Chi²
parameters with confidence => indicator of poor fit
interval [LO90, HI90]
B: Measure of discrepance
between S und Sigma(Theta)
F0 A: no penalty for model
complexity, models with
few df have a good F0,
more complex models are
selected
RMSEA = SQRT(F0/df) A: B: One of the most
with LO90 and HI90 * RMSEA=0: informative indices in
exact/good fit SEM
*RMSEA<0.05: B:small N=> progressive
close fit
*RMSEA>0.08:
A: reasonable error
of approximation
B: mediocre Fit
*RMSEA>.10:
A: don’t employ
B: Poor fit
PCLOSE p-value for H0: PCLOSE<=0.05
RMSEA<=0.05 No fit
PCLOSE> 0.5:
good fit
Information-theoretic measures
=> Use the following indices to compare different models not to evaluate one single model!
=> work only with maximum likelihood, use with GLS or ADF unclear
AIC Akaike information Criterion [-;+] High value = bad fit A: see ECVI
(better use B: not taking N into
CAIC) account
=ECVI A: ECVI= constant * AIC [-;+] High value = bad fit B: look at LO90 and
mit LO90 und HI90 HI90
B: Discrepance between B: ECVI should be
analysed and another sample used with group
oft he same size from the comparison,
population ECVIs are rank
ordered
BCC Browne-Cudeck criterion High value = bad fit see MECVI
=MECVI = constant * BCC High value = bad fit
CAIC Bozdogan’s Consistent AIC High value = bad fit B: takes N into
besser als AIC account
BIC Bayes Informatin Criterion High value = bad fit Only in one group
without Means and
intercepts
Comparison to a baseline model: incremental indices/ comparative indices
NFI Normed Fit Index between [0;1] A: 0=poor fit NFI<.9: B: fit is
(better use close to 1=good fit „Model has to be underestimated
CFI) B: NFI>0.90, 0.95: improved substantially“ with small N
good fit
RFI Relative Fit Index Usually between [0;1] 0=poor fit
close to 1=very good fit
B: RFI > 0.95: guter Fit
IFI Incremental Fit Index 0=poor fit B: similar to CFI
close to 1=very good fit
TLI Tucker-Lewis Index auch [0;1] 0=poor fit B: small N =>
=rho_2 rho_2 oder close to 1=very good fit progressive
=NNFI Non-Normed Fit Index
B: TLI>0.95: guter Fit
CFI Comparative Fit Index, between [0;1] A: 0=poor fit B: similar to RFI
=RNI Relative Noncentrality Index close to 1=very good fit
B: CFI >.95: good fit
Parsimony adjusted Measures
PNFI Parsimony-adjusted 0=poor fit see NFI
Normed Fit Index close to 1= good fit
PCFI Parsimony-adjusted 0=poor fit see CFI
Comparative Fit Index close to 1= good fit
GFI and related Measures
GFI A:Goodness of fit index: [0;1] 0=poor fit Good for ML and
B: shared variance of S and 1=exact fit ULS
Sigma(Theta) -absolute measure
of fit
-depends on N
AGFI adjusted Goodness of Fit [-;1] - = poor fit B: absolute
Index 1=exact fit measure of fit
-depends on N
PGFI Parsimony-adjusted 0=poor fit -takes complexity
Goodness of Fit close to 1=good fit into account
Miscellanous Measures
LO90 Lower limit of the 90%-
confidence interval of the
index
HI90 Upper limit of the 90%-
confidence interval of the
index
HOELTER Hoelter’s Critcal N N>=200:
Largest N the model would satisfactory fit
be accepted for with p=0.05 or
with p=0.01
RMR Root Mean Square Residual small RMR~ RMR=0: exact fit
good fit
SRMR B: Standardized Root Mean [0;1] small SRMR~ SRMR<=.05: good fit
Square Residual good fit

References:
 Arbuckle, J.L. & Wothke (1999). AMOS 4.0 User’s Guide (S. 395-416). Chicago: Small Waters Corp.
 Arbuckle, J.L (2003). Amos 5.0 Update to the AMOS User’s Guide (S. 77-85). Chicago: Small Waters Corp.
 Byrne, B. M. (2001). Structural Equation Modeling with AMOS, Basisc Concepts, Applications, and Programming (S. 79-88). Hillsdale, New
Jersey: Lawrence Erlbaum Associates.