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Mplus Discussion > Growth Modeling of Longitudinal Data >
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 Michael T Weaver posted on Thursday, April 03, 2014 - 5:21 pm
I'm testing a latent growth model, and using BOOTSTRAP (RESIDUAL) with ML estimator.

In output is the following:
Chi-Square Test of Model Fit
Value 154.897
Degrees of Freedom 85
P-Value 0.0000
Bootstrap P-Value 0.2257

How is the Bootstrap p-value derived, and what null is it testing?

Thanks!

Michael
 Tihomir Asparouhov posted on Thursday, April 03, 2014 - 11:01 pm
This is the Bollen-Stine bootstrap procedure. See

Bollen, K.A. & Stein, R.A. (1992). Bootstrapping goodness-of-fit measures in structural equation models. Sociological Methods & Research, 21, 205-229.

The null hypothesis is the estimated latent growth model and the h1 unrestricted alternative is the usual unrestricted variance covariance model. The main advantage of the bootstrap method is that it does not depend on the assumptions of normality.

See also

Enders, C. K. (2002). Applying the Bollen–Stine bootstrap for goodness-of-fit measures to structural equation models with missing data. Multivariate Behavioral Research, 37, 359–377.
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