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Excessice multivariate Kurtosis |
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Dear reader, I am trying to fit a CFA-Modell to questionnaire date of translated version of a questionnaire, which includes 5 correlated Factors and some 38 Indicators (I know this are lots of indicators but thats not the issue here, since I do not want to parcel.) My main problem is, that although there is only small univariate skewness and kurtosis in the data, there is excessive multivariate kurtosis (z=66.3). I don`t have the N for ADF or anything related (N=273, no missing Data, and couldnt find a way to procede. Should I use ML or GLS/OLS or use the storra & Bentler scaled approach what do you propose Kind regards & thanks in advance Alexander |
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Use MLM - it takes into account the non-normality in estimating standard errors and chi-square. MLM gives chi-square by Satorra-Bentler. If you had missing data, you should use MLR. |
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