I would be very grateful for your guidance with the following. I have run a CFA with categorical variables (WLSMV estimation). Data were nonnormal at univariate level. I have been asked by a Referee whether any multivariate nonnormality indices were examined. Does Mplus offer this and if so how can one obtain these indices?
I was under the impression that when there is univariate nonnormality, it can be assumed that the data are nonnormal also at a multivariate level. I would also write in my reply that : ... "The Weighted Last Squares Approach implemented in MPlus is robust with sample sizes 200 or larger (Muthén, du Toic & Spisic, 1997), and MPLus applies scaling corrections (uses scaled chi-square) in the fit indices calculation".
Is this correct? Thank you very much Ioanna Vrouva