I ran a two-level CFA model with 9 indicators, 3-factors at the child level and 2-factors at the classroom level. Should I be concerned about the unstandardized residual variances being too large particularly for 3 indicators: DELV, SI_PH and SI_GR? What results in the residual variances to be so high? Are they acceptable to report?
Great thank you! One more question...when I add covariates to the model, the model does not converge (the covariates have a lot of missing data since they are supplementary surveys filled out by parents). What could be causing the problems with the model? Is it missing values (more than 50%)?