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| CFA with WLSMV - MARX or MCAR? |
 
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Just wanted to clarify, when estimating a CFA using WLSMV or ULSMV, is this an example where the MARX assumption holds?
That is, while the indicators are not directly used as covariates for each other, they're informing the latent factor which is then used as a covariate.
Thanks! |
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| I don't know what the MARX assumption is. |
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Apologies, I was referring to MAR with respect to covariates X.
MARX was the term used in your writeup here: https://www.statmodel.com/download/GstrucMissingRevision.pdf |
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| The answer is no to your question of Oct 12. The factor indicators are DVs (influenced by the factor) so they are not covariates. |
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