Psychological Bulletin Copyright 1985 by the American Psychological Association, Inc.

1985, Vol. 97, No. 3, 562-582 0033-2909/85/S00.75

Application of Confirmatory Factor Analysis to the Study of

Self-Concept: First- and Higher Order Factor Models
and Their Invariance Across Groups
Herbert W. Marsh Dennis Hocevar
University of Sydney University of Southern California
Sydney, New South Wales, Australia

The purpose of this article is to demonstrate the application of confirmatory

factor analysis (CFA) in testing first and higher order factor models and their
invariance across independent groups. These analyses were performed within the
LISREL framework developed by Joreskog and Sorbom (Joreskog, 1969, 1970,
1971, 1981; Joreskog & Sorbom, 1983). LISREL (linear structural relations) is a
statistical tool for analyzing covariance matrices according to systems of structural
equations. Data from a study designed to test Shavelson's (Shavelson & Bolus,
1982; Shavelson, Hubner, & Stanton, 1976) theoretical predictions about the
structure of self-concept were used in the demonstration. The advantages of
confirmatory factor analytic procedures in the analyses of higher order factor
models and factorial invariance are illustrated and discussed. Issues and problems
encountered in the analyses are also discussed, and new solutions to some of
these are proposed.

The purpose of this study is to demonstrate adolescent children from four grade levels.
the application of confirmatory factor analysis These data were collected to test Shavelson's
(CFA) in testing first and higher order factor model of self-concept (Shavelson & Bolus,
models and their invariance across indepen- 1982; Shavelson et al., 1976). The model
dent groups. These analyses were performed provides a theoretical definition of self-con-
within the LISREL (linear structural relations) cept, a plausible set of self-concept facets
framework developed by Joreskog and Sor- (based on a review of empirical and theoretical
bom (Joreskog, 1969, 1970, 1971, 1981; Jo- research), and a hierarchical model describing
reskog & Sorbom, 1983). LISREL is a statistical how these facets are arranged. For our pur-
tool for analyzing covariance matrices ac- poses, the most important aspects of Shavel-
cording to systems of structural equations. A son's model are that self-concept is multidi-
number of introductory level descriptions of mensional, that the different facets are hier-
the LISREL analytic paradigm (Bagozzi, 1980; archically arranged, and that the facets of
Bentler, 1980; Long, 1983a, 1983b; Maruy- self-concept become more distinct with age.
ama & McGarvey, 1980) are available. A The self-concept dimensions, as well as their
convenient compendium of previously pub- hypothesized structure, proposed in Shavel-
lished articles by Joreskog and Sorbom is son's model are heuristic and plausible, but
also available (Joreskog & Sorbom, 1979). they have not been empirically demonstrated.
Despite the assumption of multidimension-
Substantive Issues and Data Base ality of self-concept which is explicit in the
In the present example, the data represent Shavelson model and implicit in much re-
multidimensional self-concept ratings by pre- search, factor analyses of responses to the
most commonly used instruments typically
The authors gratefully acknowledge the assistance of fail to identify a consistent and theoretically
Bengt Muthan in the parameterization of LISREL models. defensible factor structure. Some researchers
They also acknowledge the helpful comments of three in self-concept argue that self-concept is so
anonymous reviewers. heavily dominated by a general factor that
Requests for reprints should be sent to Dr. Dennis
Hocevar, School of Education, Psychology and Technology, different factors of self-concept cannot be
University of Southern California, Los Angeles, California differentiated (an issue similar to the debate
90089-031. about the large general factor in cognitive
562
 CONFIRMATORY FACTOR ANALYSIS
ability research). The strongest support for
the Shavelson model has come from research
conducted with the Self-Description Ques-
tionnaire (SDQ; Marsh, Parker, & Smith,
1983; Marsh, Relich, & Smith, 1983; Marsh,
Smith, & Barnes, 1983; Marsh, Smith, Barnes,
& Butler, 1983). The SDQ is designed to
measure four nonacademic aspects—Physical
Ability, Physical Appearance, Relations with
Peers, Relations with Parents—and three ac-
ademic aspects—Reading, Mathematics, and
General School—of self-concept.
The data base for the present application
is a study conducted by Marsh, Barnes,
Cairns, and Tidman (1984). These authors
examined the factor structure of the SDQ I
separately for 658 children in Grades 2, 3, 4
and 5 in Sydney, Australia. The present study
is based on 56 SDQ items in which students
respond to a statement (e.g., I am good at
sports) on a five-point scale varying from
false to true. Readers are referred to the
original study for a more detailed account of
the methodology. For purposes of their anal-
ysis, Marsh et al. represented each of the
seven SDQ factors by four variables, each
being the total response to two items designed
to measure the same SDQ dimension. Thus,
their analysis involved a total of 28 subscales.
Means and standard deviations for the 28
subscales are given in Table A1 of Appendix
A. Subscales are ordered and segregated in
terms of the seven SDQ factors (Physical
Ability, Physical Appearance, and so on).
Interscale correlations for each of the four
grade levels are given in Table A2 of Appendix
A. Of interest here are the results that Marsh
et al. (1984) reported for factor analyses
performed separately for responses by chil-
dren from each of the four grade levels. The
general pattern of results identified the seven
hypothesized SDQ factors at each grade level.
Factor loadings for each variable were consis-
tently high on the factor which it was designed
to measure and low on other factors. The
factors were particularly well defined for
Grades 4 and 5, whereas the separation among
the various academic factors was less clear
for Grades 2 and 3. The pattern of correlations
among the seven oblique factors offered sup-
port for higher order hypotheses from the
Shavelson model. At each grade level, the
highest correlations tended to occur between
563
the General School factor and the other aca-
demic dimensions and among the nonaca-
demic dimensions. Despite the similarity in
this pattern of correlations for different age
groups, the size of the average correlation
among the factors declined as age increased.
The median correlation among the factors
was larger for the younger children (.27 in
Grade 2 and .19 in Grade 3) than that for
the older children (.18 in Grade 4 and .14 in
Grade 5) even though the internal consisten-
cies for the factors were somewhat higher for
the older children. Taken together, these find-
ings support the following conclusions: First,
self-concept factors derived from the Shavel-
son model were identified at each of the four
grade levels. Second, the self-concept factors,
judging from the correlations among the fac-
tors, appeared to become more distinct with
age. Third, the correlations among the differ-
ent factors suggested a hierarchical ordering
among the self-concept dimensions.
LISREL Approach to CFA
Although Marsh et al.'s (1984) conclusions
are intuitively reasonable, the application of
LISREL (Joreskog, 1969, 1971; Joreskog &
Sorbom, 1983) allows a more rigorous test
of hypotheses derived from the Shavelson
model. Briefly, the LISREL framework involves
two conceptually distinct models. First, a
measurement model that relates observed
(i.e., measured) variables to unmeasured con-
structs (i.e., factors) is specified and estimated.
Second, a linear structural equation model
that relates unobserved (i.e., latent) variables
to each other is specified and estimated.
LISREL fits the observed covariance matrix to
the structure implied by these two models
and provides indexes of how well the re-
searcher's hypothesized model fits the data.
Thus, alternative a priori theoretical models
can be subjectively and statistically compared
in a systematic fashion. The advantages of
LISREL in testing first-order factor models are
well known, and numerous applications have
been published. Thus, first-order confirmatory
factor analysis is not the major focus of the
present expository analyses. Rather, we focus
on the analyses of higher order factor models
and first- and higher order factorial invariance.
564 HERBERT W. MARSH AND DENNIS HOCEVAR
Higher Order CFA
The possible application of LISREL in higher
order factor analysis has been pointed out
(Joreskog & Sorbom, 1983, pp. I.10-I.11;
Olson, 1982), but published applications are
generally unavailable despite the major im-
portance given to higher order factors in the
individual differences literature (e.g., Cattell,
1971, 1973; Eysenck, 1947; Guilford, 1981;
Horn, 1972, pp. 451-454; Humphreys, 1962;
Royce, 1979; Shavelson et al., 1976; Vernon,
1969). A notable exception is an application
by Weeks (1980) based on Rentier and
Weeks's mathematical formulation (Bentler,
1976; Bentler & Weeks, 1980). However,
Weeks's application apparently requires the
use of software that is not widely available.
In addition, as shown by Olson (1982), Bentler
and Weeks's analytic paradigm can be pa-
rameterized in the more well-known LISREL
framework.
In addition to LISREL CFA, at least two
other procedures are currently available to
researchers interested in higher order factors.
One approach involves a common factor
analysis which oblique rotations. Correlations
among the obtained factors can then be en-
tered into a second factor analysis to examine
the possibility of second-order factors (cf.
Cattell, 1978, chap. 9; Gorsuch, 1974, chap.
11; Rummel, 1970, chap. 18; Thurstone,
1947, chap. 18). In theory, the process can
be repeated on Levels 3, 4, and so on. How-
ever, as pointed out by Cattell (1978), it
becomes increasingly difficult to rotate to
simple structure as one progresses to higher
levels. A second approach to higher order
factoring is to measure directly the first-order
factors and then use the intercorrelations
among them to analyze a higher order factor
model (e.g., Guilford, 1981). This approach
appears to be less popular, possibly due to
the following inherent difficulties: (a) scales
for first-order factors are often unavailable,
(b) scales for first-order factors are not pure
in that variance due to other factors contam-
inates each scale, and (c) correlations among
first-order factors are attenuated due to mea-
surement error.
The LISREL CFA application to higher
order factoring can be viewed as an extension
of the first approach mentioned previously.
Its key advantages are in its hypothesis-testing
capacity and the researcher's ability to specify
the model to be tested. Unlike traditional
methods which use mathematical criteria to
determine an optimal rotation which may or
may not have scientific meaning, CFA users
can restrict the solution in a way that system-
atically contrasts competing hypotheses about
higher order models. In the present article,
five competing higher order models are ex-
amined, and the advantages of the LISREL
CFA approach are explicated.
Factorial Invariance
The second goal of the present example is
to illustrate the use of LISREL in the analysis
of factorial invariance. Tests of factorial in-
variance are relevant to researchers who use
factor analysis in theory development, partic-
ularly in the study of individual differences
(cf. Royce, 1979), but also to researchers who
examine variance across subpopulations such
as intact subpopulations or even experimental
and control groups (see Everett & Rog, 1981).
The value of one factor is greatly enhanced
if the same factor can be replicated in random
samples from the same population and iden-
tified in reponses from different populations
(Bejar, 1980; Cattell, 1962; Gorsuch, 1970).
Although it is rarely tested, an implicit as-
sumption in the comparison of treatment
and control groups is that the underlying
construct being measured is the same for the
two groups, and this is an issue of factorial
invariance. As Bejar (1980) noted, not even
random assignment ensures factorial invari-
ance, and the assumption is even more prob-
lematic in research where groups are not
randomly assigned (cf. Bentler & Woodward,
1979). Thus, the analysis of factorial invari-
ance is relevant to a broad range of re-
searchers.
To date, two substantially different ap-
proaches to analyzing factorial invariance
across independent samples have been avail-
able. In one approach, the congruence be-
tween two independent factor analyses is
maximized by using the results of one study
as a target matrix and fitting results from the
second sample to this target matrix, or by
rotating the factor structure and results of
both samples to a common target matrix.
 CONFIRMATORY FACTOR ANALYSIS
There are a variety of procedures available
that can be classified under this rubric (Ah-
mavaara, 1954; Brokken, 1983; Browne &
Kristof, 1969; Cliff, 1966; Meredith, 1964;
Mulaik, 1972; Please, 1973; Taylor, 1967).
Concrete examples of these techniques are
rare, possibly due to their inherent complexity
and to the general lack of widely available
software that can be used to carry out the
analyses. Short reviews of these techniques
are available (Levine, 1977, pp. 48-52; and
Rummel, 1970, pp. 463-471). It is important
to note that one or more of these techniques
have been or can be criticized because: (a)
congruent fits have been found with random
numbers (Nesselroade & Baltes, 1970); (b)
factor patterns that maximize congruency are
not necessarily the most meaningful in a
substantive sense; (c) standardization across
samples is required; (d) different sources of
invariance are confounded, particularly in-
variance in the factor pattern and invariance
in the factor variances; (e) established signif-
icance tests are unavailable; and (f) hypothesis
testing is extremely difficult in that the re-
searcher cannot define the factors on an a
priori basis. Although Joreskog and Sorbom's
approach (Joreskog, 1971; Joreskog & Sor-
bom, 1983) effectively deals with all of these
criticisms, these techniques generally repre-
sent important predecessors to Joreskog and
Sorbom's formulations for analyzing factorial
invariance.
A second and more widely used approach
to factorial invariance involves the compari-
son of exploratory factor analytic results from
two independent analyses. Although these
methods are widely used, there is considerable
debate as to their overall usefulness. For
example, Alwin and Jackson (1981) argued
that "the use of exploratory factor analysis
in its conventional form to examine issues of
factorial invariance is of limited utility" (p.
253). One method of comparison is to com-
pute factor scores using the two different
factor score regressions and then to correlate
the two sets of scores in a new sample
(Gorsuch, 1970, pp. 251-252). Another
method determines the degree of similarity
between two studies by quantifying the sim-
ilarity between factor pattern matrices and
vectors. For the latter method, several factor
comparison indexes are presently available
565
(Cattell & Baggaley, 1960; Kaiser, Hunka, &
Bianchini, 1971; Wrigley & Newhouse, 1955).
For comparative reviews of these indexes, see
Cattell (1978, pp. 251-270), Gorsuch (1974,
pp. 253-257), Harman (1967, pp. 269-271),
Levine (1977, pp. 42-53), Pinneau and New-
house (1964), and Rummel (1970, 449-463).
Generally, factor comparison indexes are
concerned with quantifying and assessing the
similarity between the pattern and magnitude
loadings obtained from two or more indepen-
dent factor analyses.
Joreskog and Sorbom's confirmatory factor
analytic approach to factorial invariance has
several advantages over the more widely use
exploratory factor analytic (EFA) techniques.
First, EFA is typically conducted with corre-
lation matrices, which makes comparing
the parameters across samples problematic,
whereas CFA is performed on covariance
matrices. Second, CFA provides a chi-square
test and goodness-of-fit indicators of the abil-
ity of the same factor solution to fit data
from different samples; no such test is avail-
able for EFA. Third, CFA allows the re-
searcher to formulate a specific model and
test the invariance of specific parameters in
the factor solution, whereas the researcher
has relatively little control over the model to
be tested in EFA.
LISREL Analysis of CFA Models
The results of two sets of LISREL CFA
analyses are described next. In the first set of
analyses, we test the ability of hypothesized
first- and second-order models to fit data
from each of four grade levels. In the second
set, we perform tests of the invariance of
these models across the grade levels. The
analysis of first-order factors is an application
of LISREL'S measurement model, whereas the
analysis of second-order factors is an appli-
cation of LISREL'S structural equation model.
First-Order Factor Models
Specification of the basic first-order factor
model. In LISREL, the specification of the
first-order factor model is accomplished by
fixing or constraining elements in three ma-
trices that are conceptually similar to those
resulting from a common factor analysis.
These are: (a) The factor loading matrix
566 HERBERT W. MARSH AND DENNIS HOCEVAR

(lambda Y); (b) the factor variance-covariance Table 2

matrix (psi) which represents the relations Factor Variance-Covariance Matrix (PSI)
among the factors; and (c) a diagonal matrix
SDQ III factors
of error/uniqueness parameters for each mea- SDQ
sured variable (theta epsilon), which is con- III Eta Eta Eta Eta Eta Eta Eta
ceptually related to the communality esti- factors 1 2 3 4 5 6 7
mates in common factor analysis.
The basic factor model to be used in this Eta 1 PS
Eta 2 PS PS
study can be better understood through an Eta 3 PS PS PS
examination of Table 1 and Table 2. These Eta 4 PS PS PS PS
tables illustrate the pattern of parameters to Eta 5 PS PS PS PS PS
be estimated in the factor loading (lambda Eta 6 PS PS PS PS PS PS
Eta 7 PS PS PS PS PS PS PS
Y) and factor variance-covariance (psi) ma-
trices. In Table 1, all coefficients with the Note. SDQ = Self-Description Questionnaire. PS = psi.
values of 0 or 1 were fixed according to a
priori theoretical considerations. For example,
unlike the common factor analytic model load on all latent factors, the present factor
which requires that all measured variables loadings are restricted so that each measured
variable loads only on the latent factor that
it is hypothesized to represent (e.g., the first
Table 1
Pattern of Coefficients in Factor Loading
four subscales are measures of physical ability;
(Lambda Y) Matrix Accordingly, all four subscales are restricted
to load on only one factor—physical ability).
SDQ factors One loading for each factor, called a reference
indicator, is also arbitrarily fixed to unity. Its
Measured Eta Eta Eta Eta Eta Eta Eta purpose is twofold. First, reference indicators
subscales 1 2 3 4 5 6 7
are needed to identify the model. Second,
1 LY 0 0 0 0 0 0 they set a metric or scale for the factors (see
2 LY 0 0 0 0 0 0 Long, 1983a, pp. 49-55 for further discus-
3 1 0 0 0 0 0 0 sion). All the coefficients in the variance-
4 LY 0 0 0 0 0 0
5 0 LY 0 0 0 0 0 covariance matrix (psi) are free and are esti-
6 0 LY 0 0 0 0 0 mated by LISREL (see Table 2). In the first-
7 0 LY 0 0 0 0 0 order factor model, diagonal elements of this
8 0 1 0 0 0 0 0 matrix are factor variances and off-diagonal
9 0 0 LY 0 0 0 0 elements are factor covariances. The error/
10 0 0 LY 0 0 0 0
11 0 0 LY 0 0 0 0 uniqueness components of each measured
12 0 0 1 0 0 0 0 variable (i.e., the diagonal values of the theta
13 0 0 0 LY 0 0 0 epsilon matrix), although not shown in Table
14 0 0 0 LY 0 0 0 1 or Table 2, are also estimated by LISREL. '
15 0 0 0 1 0 0 0
16 0 0 0 LY 0 0 0 Thus, there are 21 factor loadings, 28 coeffi-
17 0 0 0 0 LY 0 0 cients in the variance-covariance matrix, and
18 0 0 0 0 LY 0 0 28 error/uniqueness components to be esti-
19 0 0 0 0 1 0 0 mated—a total of 77 parameters.
20 0 0 0 0 LY 0 0
21 0 0 0 0 0 LY 0 As stated earlier, Model 1 differs from the
22 0 0 0 0 0 LY 0 specification of the common factor model in
23 0 0 0 0 0 LY 0
24 0 0 0 0 0 1 0
25 0 0 0 0 0 0 LY ' The off-diagonal elements of theta epsilon are esti-
26 0 0 0 0 0 0 LY mates of the error/uniqueness covariances. These elements
27 0 0 0 0 0 0 LY were set at 0 in the present example because we believe
28 0 0 0 0 0 0 1 that an assumption of uncorrelated errors is reasonable.
However, in contrast to the common exploratory factor
Note. SDQ = Self-Description Questionnaire; LY = analytic models, LISREL does allow for covariances among
lambda. error/uniquenesses (cf. Marsh & Hocevar, 1984).
 CONFIRMATORY FACTOR ANALYSIS
that most of the factor loadings in lambda
are set to be zero, and each measured variable
is allowed to load on only one factor. In
common factor analysis, all the parameters
are estimated, but the model is not identified
and unique parameter estimates cannot be
obtained (i.e., the solution is indeterminant).
Model 1, which is more restrictive than the
common factor analysis solution, represents
an ideal simple-structure solution. This sim-
ple-structure specification is the most widely
used in CFA, but it is not necessary to
require that each variable load on only one
factor in order for the model to be identified.2
Goodness-of-fit indexes. The LISREL pro-
gram provides an overall chi-square goodness-
of-fit test. In contrast to traditional signifi-
cance testing, the researcher usually prefers a
nonsignificant chi-square. Such a finding in-
dicates that the predicted model is congruent
with the observed data. There are, however,
problems with this test. First, it is highly
sensitive to departures from multivariate nor-
mality (Joreskog & Sorbom, 1983, pp. 1.39).
Second, in large, complex problems (i.e.,
problems in which there are many variables
and degrees of freedom), the observed chi-
square will nearly always be statistically sig-
nificant, even when there is a reasonably
good fit to the data. A third problem with
the chi-square test is that it is strongly influ-
enced by sample size. A poor fit based on a
small sample size may result in a nonsignifi-
cant chi-square, whereas a good fit based on
a large sample size will result in a significant
chi-square. Thus, most applications of con-
firmatory factor analysis require a subjective
evaluation of whether or not a statistically
significant chi-square is small enough to con-
stitute an adequate fit.
The most recent version of LISREL (i.e.,
Version VI) provides an additional index that
can be used to evaluate a given model further
(Joreskog & Sorbom, 1983, pp. I.40-I.42).
This is called a modification index (MI), and
it is provided for all parameters that are
either fixed or constrained. The index is a
lower bound estimate of the expected chi-
square decrease that would result when a
particular parameter is left unconstrained.
Joreskog suggested that a modification index
should be at least five before the researcher
considers modifying the hypothesized model.3
567
A number of alternative indexes or indi-
cations of fit have been developed to help
evaluate LISREL models. The most commonly
used alternative is the ratio of the chi-square
to the degrees of freedom. The degrees of
freedom for a LISREL problem is the difference
between the number of elements in the co-
variance matrix and the number of parame-
ters to be estimated. Problems based on a
large number of variables will tend to have
large chi-square values and many degrees of
freedom, so taking a ratio of the two provides
a more meaningful summary. For a given
problem (i.e., a given covariance matrix) when
more parameters are estimated, the chi-square
will tend to be smaller, and there will be
fewer degrees of freedom. Here again, the
ratio of the two provides a more meaningful
summary. However, because the degrees of
freedom for a LISREL problem do not reflect
the sample size, the chi-square/degree of free-
dom ratio is as dependent on sample size as
the chi-square statistic itself. Thus, the re-
searcher is still left with the problem of trying
to interpret what ratio represents an adequate
fit. Perhaps as a consequence of this depen-
dency on sample size, different researchers
have recommended using ratios as low as 2
or as high as 5 to indicate a reasonable fit.
Other indexes that are not directly related
to sample size have been developed. We find
the average absolute difference between the
original and reproduced matrices intuitively
appealing and easy to understand when the
2
Some caution needs to be exercised when dealing
with complex factor models (i.e., models that include
variables that load on more than one factor). First,
complex factor models are more prone to identification
problems. Second, LISREL'S routine for generating starting
values for the iteration process requires that measured
variables load on only one factor. Thus, researchers
interested in complex factor models must override this
routine and set their own starting values. Multitrait—
multimethod (MTMM) examples of problems that include
complex factors are given in Marsh and Hocevar (1983).
3
Statistically, the critical value of the chi-square with
1 degree of freedom is 3.84. Thus, the Joreskog and
Sorbom cut-off is somewhat conservative. However, be-
cause there are problems associated with multiple signif-
icance tests on the same sample (Long, 1983a, pp. 68),
we have adopted the more conservative approach in the
present article. In addition, because the modification
index is dependent on sample size, it is possible that
trivial differences may lead to significant modification
indexes in large sample problems.
568 HERBERT W. MARSH AND DENNIS HOCEVAR

Table 3
Goodness-of-Fit Indexes for First-Order Models

First- and second- X2/ First- and second- x2/

order factor models x2 df A' T order factor models x2 df A" T
Model 1: Basic model Model 4 (continued)
across all four Grade 2 744 2.18 .76
grade levels 2430 1.85 .79 Grade 3 620 1.82 .61
Grade 2 689 2.09 .78 Grade 4 547 1.60 .61
Grade 3 573 1.74 .64 Grade 5 682 2.00 .84
Grade 4 517 1.57 .80 Model 5: One 3rd-
Grade 5 651 1.98 .85 order & three
Model 2: One general 2nd-order factors 2478 1.84 .79 .98
2nd-order factor 2861 2.09 .75 .85 Grade 2 704 2.09 .77
Grade 2 799 2.33 .74 Grade 3 584 1.73 .64
Grade 3 646 1.88 .60 Grade 4 532 1.58 .80
Grade 4 617 1.80 .76 Grade 5 658 1.95 .85
Grades 799 2.33 .82 Model 6: One 3rd-
Model 3: Two 2nd- order factor
order factors'" 2621 1.92 .78 .93 denned by four
Grade 2 749 2.19 .76 lower order
Grade 3 634 1.85 .61 factors'1 2503 1.84 .79 .97
Grade 4 547 1.60 .79 Grade 2 712 2.09 .77
Grade 5 691 2.02 .84 Grade 3 595 1.75 .73
Model 4: Two 2nd- Grade 4 534 1.57 .79
order factors" 2593 1.90 .78 .94 Grade 5 666 1.96 .85

Note. T = target coefficient. For all models, n = 170, 103, 134, and 251 for Grades 2, 3, 4, and 5, respectively. Model
1: For each grade, df= 329; total df= 1316. Model 2: For each grade, df= 343; total df= 1372. Model 3: For each
grade, df= 342; total df= 1368. Model 4: For each grade, df= 341; total df= 1364. Model 5: For each grade, df=
337; total df= 1348. Model 6: For each grade, df '= 340; total df '= 1360. Model 1 (target model) was statistically
contrasted with Models 2-6. Comparisons indicated that Model 1 was superior (p < .05) to Model 2, x2(56) = 432;
Model 3, x2(52) =191; Model 4, X2(48) = 163; Model 5, x2(32) = 48; and Model 6, x2(44) = 78. Chi-square/d/
ratios were 7.71, 3.67, 3.40, 1.50, 1.77, for contrasts 2-6, respectively.
* Coefficient deltas were computed using a null model that specifies zero correlations among the measured variables.
Chi-squares for the null models (df= 350) were 3063, 1606, 2603, and 4382 for Grades 2-5, respectively. The total
chi-square for an unconstrained analysis of the four grade levels was 11654 (df= 1400).
b
Four nonacademic factors on one, 3 academic factors on the other.
c
Same as Model 3 but with Parents on both factors.
d
Four factors were Parents, Math/Academic, Reading/Academic and Nonacademic.

analysis is based on a correlation matrix. quently, this issue will continue to be an

However, because many problems require
that the analysis be done on a covariance
matrix, much of this appeal is lost. A popular
fit index, developed by Bentler and Bonett
(1980), is coefficient delta (A). Here, the chi-
square value is scaled from 0 to 1. On the
scale, 0 represents the chi-square obtained by
a null model (normally one which hypoth-
esizes no correlation among the subscales),
and 1 represents a perfect fit.
None of the alternative measures of good-
ness-of-fit have been universally accepted,
and each has problems. In particular, each
measure ultimately depends on a subjective
impression about what value reflects an ade-
quate fit, thus undermining some of the rigor
that is possible with LISREL CFA. Conse-
important one in the future development of
this statistical procedure. In the present anal-
ysis, we emphasize statistical criteria for fit
(i.e., probability levels associated with chi-
square values), subjective criteria (e.g., alter-
native indexes of fit), and substantive consid-
erations based on knowledge of the data.
Convincing arguments for using multiple cri-
teria are given by Cliff (1983) and Fornell
(1983) as well as Joreskog and Sorbom (1983,
pp. 1.36-1.42), who pointed out a number of
potential problems with relying solely on
statistical criteria.
Fit of the basic model. For all of the
models in this study, the analyses were per-
formed on the observed covariance matrix.
For models that do not include invariance
 CONFIRMATORY FACTOR ANALYSIS 569

constraints, analyzing the correlation matrix
would have produced the same goodness-of-
fit (Long, 1983a, pp. 77-79). However, when
there are invariance constraints, analysis of
the different matrices results in different chi-
square indexes. When looking at invariance
between groups, most researchers choose to
analyze a covariance matrix. A detailed ex-
amination of this issue, other than to indicate
that it is a potential concern, is beyond the
scope of this article, and the reader is referred
to Browne (1982), Joreskog (1971), and Mer-
edith (1964).
In the first analysis, the basic model shown
in Tables 1 and 2 (Model 1) was fit to data
from each of the four grade levels separately.
Here, we are testing the ability of the model
to fit the data for each grade level without
specifying that any of the parameter estimates
be the same across the grade levels. The
goodness-of-fit indexes for Model 1 analyses
are summarized at the top of Table 3. The
fit of the model across the four grade levels
is given by the sum of the four chi-square
values and the sum of their degrees of free-
dom. The chi-square/degree of freedom ratio
for the total sample (2430/1316 = 1.85) is
small and reflects a good fit to the data. The
ratios for each grade level are also given in
Table 3. Although complicated by differences
in sample size, all four are also small and
indicate a reasonable fit for Model 1 at each
grade level.
Factor loadings and the variance/covari-
ances matrix for Grade 5 are given in Tables
4 and 5, respectively. An inspection of the
Grade-5 factor loadings in Table 4 and the
factor loadings for the remaining grades (not
shown) indicated that all the estimated pa-
rameters were significant and large, varying
between 3 and 25 times the size of their
standard errors. (The ratio is distributed as a
t statistic so that anything greater than 1.96
is significant in this instance.)

Table 4
Factor Loading Matrix (Lambda Y): Model 1 (Grade 5)

Factors loadings

Subscales Eta 1 Eta 2 Eta 3 Eta 4 Eta 5 Eta 6 Eta? Uniqueness

1 0.64 0.00 0.00 0.00 0.00 0.00 0.00 2.11

2 0.61 0.00 0.00 0.00 0.00 0.00 0.00 2.60
3 1.00 0.00 0.00 0.00 0.00 0.00 0.00 1.14
4 0.84 0.00 0.00 0.00 0.00 0.00 0.00 1.09
5 0.00 1.06 0.00 0.00 0.00 0.00 0.00 1.98
6 0.00 1.13 0.00 0.00 0.00 0.00 0.00 2.83
7 0.00 1.10 0.00 0.00 0.00 0.00 0.00 2.40
8 0.00 1.00 0.00 0.00 0.00 0.00 0.00 2.36
9 0.00 0.00 0.73 0.00 0.00 0.00 0.00 1.89
10 0.00 0.00 0.90 0.00 0.00 0.00 0.00 2.17
11 0.00 0.00 1.24 0.00 0.00 0.00 0.00 1.78
12 0.00 0.00 1.00 0.00 0.00 0.00 0.00 1.84
13 0.00 0.00 0.00 0.49 0.00 0.00 0.00 1.23
14 0.00 0.00 0.00 0.58 0.00 0.00 0.00 1.78
15 0.00 0.00 0.00 1.00 0.00 0.00 0.00 1.12
16 0.00 0.00 0.00 0.83 0.00 0.00 0.00 0.78
17 0.00 0.00 0.00 0.00 0.90 0.00 0.00 1.22
18 0.00 0.00 0.00 0.00 0.90 0.00 0.00 1.20
19 0.00 0.00 0.00 0.00 1.00 0.00 0.00 0.99
20 0.00 0.00 0.00 0.00 0.93 0.00 0.00 1.54
21 0.00 0.00 0.00 0.00 0.00 0.91 0.00 2.18
22 0.00 0.00 0.00 0.00 0.00 0.86 0.00 1.44
23 0.00 0.00 0.00 0.00 0.00 1.06 0.00 0.73
24 0.00 0.00 0.00 0.00 0.00 1.00 0.00 0.87
25 0.00 0.00 0.00 0.00 0.00 0.00 0.83 1.87
26 0.00 0.00 0.00 0.00 0.00 0.00 0.64 2.13
27 0.00 0.00 0.00 0.00 0.00 0.00 1.04 1.75
28 0.00 0.00 0.00 0.00 0.00 0.00 1.00 1.43
570 HERBERT W. MARSH AND DENNIS HOCEVAR

Table 5 to this hypothesis. First, the Parents factor is

Factor Variance-Covariance Matrix (Psi) as highly correlated with some of the aca-
demic factors as with the nonacademic factors
SDQ III factors
SDQ (perhaps this should not be surprising). Sec-
III Eta Eta Eta Eta Eta, Eta Eta ond, although the Math and Reading factors
factors 1 2 3 4 5 6 7 are substantially correlated with the General
School factor, they are not substantially cor-
Eta 1 3.15 related with each other (see Marsh, 1984).
Eta 2 1.38 3.11
Eta 3 1.17 1.57 1.93 These findings suggest that the higher order
Eta 4 0.54 0.89 0.93 2.01 structure underlying the SDQ factors may be
Eta 5 0.61 0.86 0.98 1.27 3.97 more complicated than originally proposed.
Eta 6 1.07 0.83 0.90 0.65 1.44 4.70 Target coefficient. A series of LISREL anal-
Eta 7 0.84 0.83 1.01 1.04 2.32 2.84 3.10
yses were conducted to explore these obser-
Note. SDQ = Self-Description Questionnaire. vations separately at each of the four grade
levels. In the higher order factor model, the
The results for Grade 5 were typical of the first-order factors are defined as illustrated in
remaining three grade levels in that all load- Table 1, except that the covariances among
ings were positive and significant, regardless the first-order factors are explained in terms
of the grade level. Nevertheless, these results of higher order factors.4 It is important to
should not be interpreted to mean that the realize that the higher order factors are merely
factors are invariant across the different grade trying to explain the covariation among the
levels, for this has not been tested. However, first-order factors in a more parsimonious
they do demonstrate that the same seven- way (i.e., one that requires fewer degrees of
factor model is able to fit reasonably the data freedom). Consequently, even when the higher
for the different grade levels; consequently, order model is able to explain effectively the
further analysis of the invariance of these factor covariations, the goodness-of-fit of the
factor loadings is warranted. higher order model can never be better than
the corresponding first-order model. In this
sense, the basic first-order factor model (i.e.,
Higher Order Structure of the SDQ Factors
Model 1 described earlier) provides a target
The Shavelson model, the design of the or optimum fit for the higher order model,
SDQ, and previous analyses of responses to and we refer to it as the target model.
the SDQ suggest that there is a logical higher The relation between the fit of a first-order
order structure underlying the first-order fac- structure and the corresponding fit of a nested,
tors. Common factor analytic procedures do more restrictive model such as a higher order
not allow the researcher to test systematically factor structure is so important that we are
hypotheses about first- and higher order fac- proposing a new index of goodness-of-fit to
tors, and so these observations have not been summarize this relation. The index, called
adequately tested. The purpose of analyses to the target coefficient (T), is the ratio of the
be described in this section is to demonstrate
how this can be done within the LISREL
framework. 4
Within the LISREL framework, the higher order models
The SDQ contains three academic (Read- were parameterized using the lambda Y, Theta epsilon,
ing, Math, and General School) and four psi, and beta matrices (see Table A3). These four matrices
nonacademic (Physical Ability, Physical Ap- were used to estimate first-order factor loadings (lambda
pearance, Relations with Peers, and Relations Y), error/uniquenesses (theta episilon), second-order factor
loadings (beta), and factor variances or residuals for all
with Parents) factors. One reasonable hy- factors (psi) and factor covariances, if any, for all factors
pothesis would be that these first-order factors (psi). When a lower order factor is incorporated into a
form two second-order factors, a finding con- higher order factor, the diagonal of psi is a factor residual;
sistent with that of Shavelson's model. How- otherwise, the diagonal value of psi is a factor variance.
The lambda X, theta delta, gamma, and phi matrices
ever, the results of previous research and were not specified. Further information on the specifica-
correlations observed by Marsh et al. (1984) tion of the present higher order factor model is given in
in their original study provide several caveats Joreskog and Sorbom (1983, pp. I.I 1).
 CONFIRMATORY FACTOR ANALYSIS
First-order
Factors Model 2 Models
Phys. Abil.
Appearance
Peers
Parents
Reading
Mathematics
Gen. School
Figure 1. Higher order factor structures for Models 2 to 6.
chi-square of the first-order model to the chi-
square of the more restrictive model. As with
other indexes such as coefficient delta, the
target coefficient has an upper limit of 1,
which would only be possible if the relations
among the first-order factors could be totally
accounted for in terms of the more restrictive
model. The application of the target coeffi-
cient has the advantage of separating lack of
fit due to the second-order structure from
lack of fit in the definition of first-order
factors. Thus, for example, it is possible to
have a target coefficient that approaches unity
even when the overall fit of the first-order
model is only modest. This would indicate
that the lack of fit occurs in the definition of
the first-order factors (i.e., measurement
model) rather than the specification of the
second-order factors. Although this index will
be useful for studies that examine higher
order factor models, it is important to note
that target coefficient will generally be higher
as the number of parameters estimated in the
higher order model increases. Finally, like
many other fit indexes (e.g., coefficient delta),
the distributional properties of the target
coefficient are unknown.
Higher order models. Models 2 to 6 are
designed to test whether or not various higher
order models provide an adequate fit to data
from each different grade level. For this rea-
son, the higher order factor models are tested
separately for each grade level, the chi-square
values are compared with those based on
Model I5, and the chi-square value from
Model 1 is used to compute the target coef-
ficient. The higher order factor structures for
the models are illustrated in Figure 1, and
571
Model 4 Models Models
their ability to fit the data is summarized in
Table 3.
In Model 2, one general factor (i.e., a
General Self) is hypothesized to explain the
covariances among the first-order factors. This
model does not provide an adequate fit across
the four age groups, nor within any one of
the age groups, and thus is not considered
further. Model 3 proposes two correlated
second-order factors which are defined by the
four nonacademic factors and the three aca-
demic factors. Model 3 fits the data substan-
tially better than Model 2, but not as well as
the target model. In Model 4, we examine
the observation that the Parents factor is
related to both academic and nonacademic
components of self-concept by allowing this
first-order factor to load on both second-order
factors. Models 3 and 4 differ by only 1
degree of freedom for each age level (4 degrees
of freedom for the total sample), but the
improvement is statistically significant and
supports the earlier observations about the
Parent factor.
Thus far we have only examined models
with one or two second-order factors. Even
when the two second-order factors are cor-
5
When one model is a subset of another larger model,
the difference between two models can be tested by
subtracting the two chi-square values and testing this
value against the critical value associated with the differ-
ence in degrees of freedom (Bentler & Bonett, 1980;
Joreskog & Sorbom, 1983; Long, 1983a, pp. 65-78).
Although progressive model testing can clearly aid theory
building, it is generally recognized that some caution
should be exercised when using the results of one analysis
as a basis for subsequent analyses (cf. Cliff, 1983; Long,
1983a, pp. 68).
572 HERBERT W. MARSH AND DENNIS HOCEVAR

related, however, a third-order factor cannot cannot be estimated. We circumvented this

be denned; the two loadings required to problem by arbitrarily (i.e., for pragmatic
define the third-order factor cannot be esti- rather than for a priori theoretical reasons)
mated from the single correlation between constraining the loading of the General School
the second-order factors. In a model with factor to be the same for the two academic
three second-order factors, a single third- factors. Because there are four lower order
order factor is just-identified (i.e., the number factors used to define the third-order factor,
of correlations among the second-order factors this model could be tested under the alter-
is exactly equal to the number of parameters native that the lower order factors are merely
needed to define the third-order factor). In correlated. However, the comparison between
this case, the higher order model is equivalent Models 5 and 6 argues for the superiority of
to the lower order model, and a statistical Model 5, particularly given the arbitrary de-
test of their difference is impossible. To test cision that was necessary to define Model 6.
statistically a third-order factor, there must
be at least four second-order factors. (Equiv- Summary: Models 1 to 6
alently, to test a second-order factor, there
must be at least four first-order factors). In summary, a variety of models were
Previous research with the SDQ has found examined within each of the four grade levels.
that self-concepts in Reading and Math are A seven-factor model of self-concept (Model
nearly uncorrelated with each other, although 1) was initially hypothesized and supported.
each is correlated with the General School Five higher order models were then proposed
factor (see Marsh, 1984). In Model 5, we to explain the covariances between the lower
propose that there are two academic factors order factors. Examination of the contrasting
at the second-order level that combine with higher order models suggested that Model 5
the nonacademic factor to form a General was the best higher order model. In this
Self factor at the third-order level. Consistent model, three second-order factors (Reading/
with the results from Model 4, we allowed Academic, Math/Academic, and Nonaca-
the Parents factor to load on each of the demic) combined to form a third-order factor
second-order factors. The General School fac- (General Self). Generally, the same pattern
tor was specified to load on both second- of results was obtained for Grades 2 to 5.
order academic factors to form Reading/ That is, Model 1 is a reasonable model for
Academic and Math/Academic factors. This each grade level, and Model 5 was the best
third-order model fits the data better than higher order model for each grade level.
previous models, and the large target coeffi- However, it is important to reemphasize that
cient (.98 for the total group) shows that this we have not tested the invariance of these
model provides a fit differing little from the models across the four grade levels. That is,
Model 1 at any of the grade levels or for the the results do not show that any of the
total of these separate analyses. It should loadings, factor covariances, and error/
again be noted, however, that this model uniquenesses are invariant across the four
cannot be distinguished in a statistical sense age groups. Tests for these characteristics are
from a second-order model where the three described in the next section.
second-order factors are merely correlated
(i.e., the third-order factor is just-identified). Testing Invariance Constraints
We propose Model 6 primarily to illustrate
problems of identification that might be en- Invariance of factor loadings. To this point,
countered and to introduce a possible solu- the same models have been examined in
tion. Here, the Parents factor is hypothesized Grades 2 to 5, but no equality constraints
to contribute directly to the third-order factor have been made to test the invariance of any
(General Self) but not to any of the three parameters across grade levels. In Model 7,
second-order factors. There are complications the constraint that factor loadings (i.e., the
in the definition of the two second-order 21 coefficients to be estimated in lambda Y)
academic factors; each is defined by only two be equal for each of the four grade levels is
variables and thus is underidentified and added. This constraint defines a model that
 CONFIRMATORY FACTOR ANALYSIS 573

is much more restrictive than Model 1 and
normally considered to be the initial step in
testing factorial invariance (see Alwin &
Jackson, 1981; Joreskog, 1971; Joreskog &
Sorbom, 1983, pp. V.1-V.15). As shown in
the footnote of Table 6, the difference in chi-
squares between Models 1 and 7 is statistically
significant, indicating that it is unlikely that
each factor loading for each measured variable
is identical in the four grade levels. An im-
portant issue is whether this lack of invariance
has practical or substantive importance. As
Joreskog and Sorbom and others pointed out,
a model cannot be evaluated solely on the
basis of its chi-square value (Joreskog, 1971,
pp. 421; Joreskog & Sorbom (1983, pp. 1.36-
1.42). As mentioned earlier, Joreskog and
Sorbom (1983, pp. I.40-I.42) described a
modification index (MI) to further evaluate
a model. For Model 7, only two of the 84
( 2 1 X 4 ) Mis for the constrained factor load-
ings in the four grade levels exceeded the
minimum value of 5, suggesting that the lack
of invariance is probably trivial from practical
and substantive perspectives,
Several additional approaches were also
used to evaluate the practical significance of
the lack of invariance in Model 7. The target
coefficient described earlier as an indication
of goodness-of-fit for higher order solutions
can also be used. Here, the chi-square for a
model with no invariance constraints (i.e.,
Model 1) provides a target or optimum fit for
nested models where different invariance
constraints are imposed (i.e., Models 7-13).
As before, the target coefficient has an upper

Table 6
Goodness-of-Fit Indexes for Invariance Models

Model description x2 X 2 /df A MI > 5 T

First-order factor invariance tests

Model 1: Basic model with no invariance
constraints across all four grade levels 2430 1.85 .79 0 1.00
Model 7: Basic model with factor
loadings invariant 2565 1.86 .78 2 .95
Model 8: Basic model with factor
loadings and error/uniquenesses
invariant 2961 2.02 .75 26 .82
Model 9: Basic model with factor
loadings and variance/covariances
invariant 2802 1.91 .75 10 .87
Model 10: Basic model with factor
loadings and factor correlations
invariant 2738 1.90 .76 14 .89

Higher order factor invariance tests

Model 1 1 : Model 5 with invariant first-
order factor loadings 2615 1.85 .77 2 .93
Model 12: Model 5 with invariant first
and higher order factor loadings and
an invariant factor variance covariance
matrix 2820 1.92 .76 20 .86
Model 13: Model 5 with invariant first
and higher order factor loadings and
invariant factor correlations 2740 1.89 .76 12 .89

Note. T = target coefficient. Model 1: df'= 1316; Model 7: df = 1379; Model 8: df'= 1463; Model 9: df= 1463;
Model 10: df = 1442; Model 11: df= 1411; Model 12: df= 1471; Model 13: df= 1450. The fit of Model 1 is better
(p < .05) than Model 7, x2 (63) = 135, x 2 A#"= 2.14. The fit of Model 7 is better than Model 8, x2 (84) = 396,
X2/df= 4.71, and Model 9, x 2 (84) = 237, \2/df= 2.82. The fit of Model 11 is better than the fit of Model 12,
X 2 (60) = 205, x 2 / d f = 3.42, and Model 13, x 2 (39) = 125, x2/df = 3.21.
574 HERBERT W. MARSH AND DENNIS HOCEVAR
limit of 1.0, which can only be realized if all
the parameters in the unconstrained model
are exactly equal across groups, and it is
subject to the limitations described earlier.
The high target coefficient for Model 7 (0.95)
further supports the suggestion that the lack
of invariance for Model 7 is of little practical
importance. Further support for this conclu-
sion comes from the finding that the chi-
square/degree of freedom ratio for Model 7
is less than two, and that the chi-square/
degree of freedom ratio for Model 7 versus
Model 1 is only 2.14 (see bottom of Ta-
ble 6).
Our interpretation of the results for Model
7 is that while the factor loadings are not
invariant in a strict statistical sense, the chi-
square test is so powerful that trivial differ-
ences may lead to significant chi-square val-
ues. We suspect that this will typically be the
case, and so we have suggested some alter-
native ways of assessing the goodness-of fit of
invariance constraints. On the basis of these
alternative perspectives, and to justify the
further analyses that we want to illustrate, we
conclude that from a practical perspective the
factor loadings are invariant. Nevertheless,
the tentativeness of this conclusion again
illustrates that there is no fully acceptable
procedure of determining how substantial the
lack of fit in a hypothesized model must be
before it needs to be considered practically
important, and this problem represents an
important shortcoming in the application of
covariance structure modeling.
Invariance of error/uniquenesses. In Model
8, invariance in the error/uniquenesses was
examined. This was accomplished by requir-
ing that estimated elements in both the
lambda Y and the diagonal of the theta
matrix be invariant across the four age levels.
(Factor loadings are constrained along with
error/uniquenesses to guarantee that each
factor is the same across the four groups.)
When compared with Model 7, the chi-square
increase caused by this constraint was again
significant. More important, this particular
constraint had a markedly large effect. In the
first place, in contrast to the earlier modifi-
cation indexes, a substantial number of mod-
ification indexes exceeded five (26). Second,
subjective indicators of goodness-of-fit in Ta-
ble 6 for Model 8 are each poorer than for
Models 1 or 7. Moreover, inspection of the
unconstrained error/uniquenesses in Model
1 indicated a plausible trend, with lower
error/uniquenesses in Grades 4 and 5. Thus,
on a substantive level, we concluded that
there was evidence that error/uniquenesses
were not invariant across grade levels.
Invariance of variance/covariance. Shav-
elson proposed that factors become more
distinct with age and Marsh et al. (1984)
translated this to mean that the factors be-
come less correlated with age. This type of
hypothesis is common in developmental data,
and the formulation of an adequate test of
such a hypothesis has broad generality. A
typical first step is to examine the invariance
of the psi matrix which contains estimates of
factor variances and factor covariances (Alwin
& Jackson, 1981; Joreskog, 1971; Joreskog
& Sorbom, 1983, pp. V.I-V.I 5; McGaw &
Joreskog, 1971). In Model 9, invariance in
PSI is examined by holding both lambda Y
and psi invariant across groups. When this
model is statistically compared with Model 7
using the chi-square difference test, it is sig-
nificantly poorer, and 10 modification indexes
exceeded 5. Thus, invariance in the psi matrix
is not supported. Had invariance been sup-
ported, one could conclude that the factor
correlations were also invariant. However, in
the present example invariance was not sup-
ported, and the interpretation is ambiguous.
This is because factor correlations are a func-
tion of both factor variances and factor Co-
variances (i.e., the correlation is computed
by dividing each factor covariance by the
product of the respective factor standard de-
viations), and it is still possible that factor
correlations are invariant even when factor
covariances are not invariant.
Invariance of factor correlations. As de-
scribed in the previous section, the invariance
of factor correlations cannot always be ex-
amined by simply holding the psi matrix
invariant. When the variance/covariance ma-
trix is found to be invariant, one can conclude
that the correlations are also invariant. How-
ever, when invariance in the variance/covari-
ance matrix is rejected, a meaningful conclu-
sion about the invariance of correlations is
not possible, and additional analyses are re-
quired. To investigate this problem further,
Model 10 was formulated where factor vari-
 CONFIRMATORY FACTOR ANALYSIS
ances were estimated in the diagonal of one
matrix, and factor correlations were estimated
in the off-diagonals of a different matrix.6
Thus, for Model 10, the relations among the
factors are specified in terms of factor cor-
relations. The results (see Table 6) show that
holding factor correlations to be invariant
(Model 10) results in a significantly poorer
model when compared with Model 7 in
terms of both the chi-square difference test
and the number of modification indexes that
exceed five (14). Inspection of the four con-
strained correlation matrices obtained in
Model 7 demonstrated that the lack of in-
variance was due to large and systematic age
differences, such that factors were more
strongly correlated in the younger samples.
In addition, it provided support for the Shav-
elson model which the data are designed to
test. This demonstration of how to make tests
of correlations is important, because most
hypotheses are formulated in terms of factor
correlations.
Invariance of higher order models. In-
spection of the higher order structures hy-
pothesized in Models 2 to 6 indicated that
Model 5 provided the best fit for each grade
level, considered separately, and across the
four grade levels. Consequently, this model
was selected for the analysis of the invariance
of the higher order structure across grade
levels. However, a number of methodological-
theoretical issues must be considered before
invariance can be tested for the higher order
models. First, tests of higher order invariance
only make sense when there is reasonable
invariance among first-order factors. Second,
the tests of higher order invariance are anal-
ogous to tests of the invariance of the factor
variance/covariance matrix considered earlier
where the distinction between the invariance
of factor correlations and factor covariances
was discussed, and this distinction is relevant
here as well. Finally, the conclusion in the
present investigation that correlations among
the first-order factors vary systematically with
grade level (see discussion of Model 10) sug-
gests that the invariance of the higher order
structure is unlikely. Nevertheless, tests of
factorial invariance of the higher order struc-
ture are formulated and tested for demon-
stration purposes.
In Model 11, the first-order factor structure
575
is hypothesized to be invariant (as in Model
7), whereas the higher order factor loadings
and the factor variances are not invariant (as
in Model 5). Although Model 11 is not a test
of higher order invariance, its rejection would
make dubious the testing of further, more
restrictive models. Thus, although the results
in Table 6 indicate a reasonable fit for Model
11, the major reason for including this model
is to provide a justification for testing the
invariance of more restrictive models and a
basis for comparison for further models.
In Model 12 all estimated parameters ex-
cept the uniquenesses are hypothesized to be
invariant.7 Regardless of which criteria are
used to evaluate the model, Model 12 per-
forms more poorly than Models 1, 5, or 11.
However, the interpretation is ambiguous,
because the lack of invariance in Model 12
is possibly due to a lack of invariance in the
first-order factor variances or the higher order
factor structure. (The problem here is anal-
ogous to the problem described in our dis-
cussion of the invariance of the first-order
factor variance/covariance matrix.) Again, the
solution is to allow first-order factor variances
to vary across grade levels when testing the
tenability of a higher order factor structure.
Hence, in Model 13 the seven first-order
' In Model 10 factor variances (or more accurately
factor standard deviations) were estimated in one matrix,
and correlations were estimated in a second matrix. In
the actual LISREL model, we specified 28 y variables
(NY = 28), seven factors on the y side (ME = 7), and
seven factors on the x side (NK = 7). Lambda Y was
specified as in Table 1, gamma was a 7 X 7 diagonal
matrix used to estimate factor standard deviations. Phi
was a 7 X 7 matrix with ones in the diagonal and factor
correlations in the off-diagonals. Theta epsilon was a
28 X 28 diagonal matrix containing the error/uniqueness
components. Finally, lambda X was an identity matrix
and psi, beta, and theta delta were zero matrices.
7
In the actual LISREL specification, 11 y-side (NE =
11) and 11 x-side factors (NK = 1 1 ) were defined. Factors
1 to 7 were first-order factors, Factors 8 to 10 were
second-order factors, and Factor 11 was a third-order
factor. Lambda X was an identity matrix, and lambda Y
was a matrix of first-order factor loadings. Theta delta
was a zero matrix, and theta epsilon was a diagonal
matrix of error/uniqueness components. Gamma was a
1 1 X 1 1 diagonal matrix used to estimate factor residuals.
Finally, psi was a zero matrix, phi was an identity matrix,
and the second-order factor loadings were estimated in
the 11 X 11 beta matrix. In specifying Model 12, with
the exception of the theta epsilon matrix, all parameter
matrices were constrained to equality across groups.
576 HERBERT W. MARSH AND DENNIS HOCEVAR
factor variances are not constrained to be
invariant, and the higher order factors are
denned to explain invariant correlations
among first-order factors.8 As shown in Table
6, regardless of the criteria, Model 13 still
performs more poorly than Models 1,5, and
11 and provides strong evidence that higher
order factorial invariance does not exist. In
summary, as was anticipated from the findings
of first-order models, the higher order tests
of invariance do not support the hypothesis
that the four grade levels have the same
higher order structure.
Summary and Discussion
Initial findings indicated that the basic
factor model hypothesized to underlie the
SDQ questionnaire provided a good fit to the
data across four age groups. A series of higher
order models were proposed on the basis of
theory and previous research. Model 5 (see
Figure 1) was found to provide the best fit
for data from each of the different age groups.
Constraining factor loadings to invariance
across age groups also resulted in a reasonable
fit to the data (on a subjective rather than
statistical level). However, the invariance of
error/uniquenesses was clearly rejected, and
systematically greater errors at the younger
grade levels were noted. A model was for-
mulated so that factor correlations were in-
variant across groups, and this model was
also rejected. Systematically higher correla-
tions are noted in the younger age groups,
suggesting that factor correlations are less
differentiated at this level. As one would
expect from this finding, the invariance of a
higher order model (Model 5) across groups
was also rejected.
Although the techniques described herein
are based on the work of Joreskog and Sor-
bom (Joreskog, 1971; Joreskog & Sorbom,
1983), our approach deviates somewhat from
their original guidelines. First, Joreskog and
Sorbom did not explicitly illustrate tests of
the invariance of factor correlations (cf. Jo-
reskog, 1971; Joreskog & Sorbom, 1983, pp.
V.7; McGaw & Joreskog, 1971). Correlations
among the first-order factors are a function
of factor variances and covariances. Thus, Such order factors in gamma were not constrained to equality.
these correlations cannot be held invariant to vary across groups, whereas the higher order factor
by specifying that factor covariances are in- structure was constrained to equality.
variant, unless factor variances are also held
invariant. This is a problem, because most
researchers would prefer not to hold factor
variances invariant in a multigroup analysis.
The resolution of the problem requires an
alternative formulation where factor correla-
tions are estimated in a second matrix. Here,
tests about correlations among the first-order
factors are possible. In the present application,
hypotheses about relations among the first-
order factors were specified in terms of cor-
relations. Consequently, the usual procedures
for analyzing factor covariances needed to be
modified. This distinction will be common
in other applications where researchers will
generally want to test hypotheses about cor-
relations, not covariances.
Another difference between our approach
and that of Joreskog and Sorbom is that we
do not rely on a rigid set of sequential
statistical tests. To illustrate, Joreskog and
Sorbom (Joreskog, 1971; Joreskog & Sorbom,
1983) suggested the following series of anal-
yses when examining invariance: (a) Test the
unrestricted hypothesized factor model; (b)
test for invariance of the factor loadings; (c)
test for simultaneous invariance in the factor
loadings and error/uniquenesses; and (d) test
for simultaneous invariance in the factor
loadings, error/uniquenesses, and factor vari-
ance/covariance matrix. The hierarchy is se-
quential in that Joreskog (1971) suggested
that one should generally support earlier steps
in the hierarchy to progress toward later
steps. For example, one should not test for
equality of the factor variance-covariance
matrix if invariance in the factor loadings
and invariance in the error/uniquenesses can-
not be statistically demonstrated.
We deviate from this hierarchy in two
ways. First, although we found that factor
loadings were not invariant in a strict statis-
tical sense, we still proceeded with further
tests of invariance. Our justification was to
argue that the lack of invariance was small
and practically insubstantial, and that we
8
The specification of Model 13 was identical to that
of Model 12, except that the variances for the seven first-
a specification allowed first-order factor variances
 CONFIRMATORY FACTOR ANALYSIS
were interested in substantive research ques-
tions that could only be answered by pro-
ceeding to further tests. Second, similar to
Alwin and Jackson (1981), we did not require
that error/uniquenesses be invariant over
samples when examining invariance in factor
correlations. Because the factor correlations
are corrected for attenuation, any bias due
to group differences in error/uniquenesses
should be accounted for. To constrain error/
uniquenesses to invariance when prior anal-
yses (see Model 8) argue against such invari-
ance would seem to constitute an unnecessary
distortion of reality.
Another potential problem in studying fac-
torial invariance is overreliance on statistical
criteria. As Joreskog (1971, p. 421) and others
(Long, 1983a, pp. 68) pointed out, the prob-
ability levels associated with sequential tests
are not known, particularly when the results
of one analysis are used to determine a
second analysis on the same sample. Further,
it may be that statistical criteria are too
conservative, particularly in view of the chi-
square's relation to sample size. In other
words, models of invariance may be rejected
when there are only small or trivial differences
between groups. The likely violation of dis-
tribution requirements for the chi-square test
provides a further basis for skepticism regard-
ing the chi-square test. (Interested readers
should see Fornell, 1983 and Cliff, 1983, for
further discussion of the problems inherent
in the interpretation of LISREL models.) Heu-
ristic rules of thumb may eventually prove
to be a useful alternative to statistical criteria.
Among these are the well-known fit indexes
for comparing factor models discussed earlier
and those developed for the analysis of co-
variance structures (e.g., Bentler & Bonett,
1980; Fornell & Larker, 1981; Joreskog &
Sorbom, 1983, sec. I. 12) and the target
coefficient presented in this investigation. Fi-
nally, as the present article demonstrates,
subjective evaluation of the parameter esti-
mates, together with an inspection of the
modification indexes, can add insight into
the determination of the best model.
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 CONFIRMATORY FACTOR ANALYSIS 579

Appendix A
Means and standard deviations for the 28 sub- Table A2 above and below the diagonal, respec-
scales are given in Table A1. Subscales are ordered tively. The lower matrix is the interscale correlations
and segregated in terms of the seven SDQ factors for Grades 4 and 5. Grade 4 is below the diagonal,
(Physical Ability, Physical Appearance, and so on). and Grade 5 is above it. Table A3 gives the
Interscale correlations are given in Table A2. parameters that were estimated in order to specify
Grades 2 and 3 are shown in the upper matrix of higher order factor Model 5.

Table Al
Means and Standard Deviations
Grade

2 3 4 5
Ability/subscale
no. M SD M SD M SD M SD
Physical ability
1 8.85 1.90 8.27 2.05 8.34 1.90 8.20 1.84
2 8.36 2.17 8.24 1.87 8.34 1.75 8.23 1.94
3 8.90 1.92 8.53 2.09 8.37 2.06 8.17 2.07
4 8.82 2.09 8.73 2.01 8.40 1.88 8.56 1.82
Physical
appearance
5 8.55 2.10 7.49 2.54 7.51 2.30 7.41 2.34
6 8.29 2.53 7.33 2.60 7.22 2.63 7.00 2.61
7 8.23 2.33 7.87 2.47 7.03 2.71 7.17 2.48
8 7.74 2.58 7.47 2.25 7.13 2.42 7.40 2.34
Relations with
peers
9 8.97 1.89 8.44 2.03 8.44 2.05 8.81 1.71
10 8.23 2.41 8.22 1.88 7.62 2.22 7.94 1.93
11 7.95 2.47 7.29 2.35 7.06 2.38 7.52 2.18
12 8.53 2.25 7.94 2.45 7.89 2.12 8.29 1.94
Relations with
parents
13 9.34 1.61 9.43 1.21 9.32 1.21 9.35 1.31
14 9.12 1.66 9.08 1.63 9.39 1.21 9.13 1.57
15 8.51 2.15 8.98 1.67 8.69 1.71 8.67 1.77
16 9.19 1.73 9.03 1.58 9.13 1.32 9.00 1.47
Reading
17 8.74 1.98 7.93 1.92 8.18 1.95 7.90 2.10
18 8.77 2.12 8.77 1.74 8.05 2.02 8.10 2.11
19 8.78 2.00 8.62 1.98 8.01 1.94 7.92 2.23
20 8.69 2.18 8.71 1.96 8.34 1.76 7.93 2.23
Mathematics
21 7.57 2.68 7.86 2.36 7.57 2.23 6.83 2.47
22 8.28 2.37 7.92 2.29 8.16 1.96 7.58 2.21
23 8.19 2.48 8.36 2.26 8.07 2.08 7.54 2.46
24 8.12 2.48 8.10 2.34 7.87 2.18 7.44 2.36
General school
25 8.03 2.09 7.70 2.07 7.68 1.82 7.21 2.00
26 8.42 2.11 7.71 2.21 7.67 1.95 7.56 1.84
27 8.07 2.61 8.28 2.23 8.37 1.91 8.02 2.26
28 8.25 2.46 8.05 2.06 7.60 1.80 7.39 2.13
580 HERBERT W. MARSH AND DENNIS HOCEVAR
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582 HERBERT W. MARSH AND DENNIS HOCEVAR

Table A3
Pattern of Coefficients in Various Matrices Used to Specify the Higher
Order Factors in Model 5

Measured Eta Eta Eta Eta Eta Eta Eta Eta Eta Eta Eta
Variables 1 2 3 4 5 6 7 8 9 10 11

First-order factor loadings (lambda Y)

1 LY 0 0 0 0 0 0 0 0 0 0
2 LY 0 0 0 0 0 0 0 0 0 0
3 1 0 0 0 0 0 0 0 0 0 0
4 LY 0 0 0 0 0 0 0 0 0 0
5 0 LY 0 0 0 0 0 0 0 0 0
6 0 LY 0 0 0 0 0 0 0 0 0
7 0 LY 0 0 0 0 0 0 0 0 0
8 0 1 0 0 0 0 0 0 0 0 0
9 0 0 LY 0 0 0 0 0 0 0 0
10 0 0 LY 0 0 0 0 0 0 0 0
11 0 0 LY 0 0 0 0 0 0 0 0
12 0 0 1 0 0 0 0 0 0 0 0
13 0 0 0 LY 0 0 0 0 0 0 0
14 0 0 0 LY 0 0 0 0 0 0 0
15 0 0 0 LY 0 0 0 0 0 0 0
16 0 0 0 1 0 0 0 0 0 0 0
17 0 0 0 0 LY 0 0 0 0 0 0
18 0 0 0 0 LY 0 0 0 0 0 0
19 0 0 0 0 LY 0 0 0 0 0 0
20 0 0 0 0 1 0 0 0 0 0 0
21 0 0 0 0 0 LY 0 0 0 0 0
22 0 0 0 0 0 LY 0 0 0 0 0
23 0 0 0 0 0 LY 0 0 0 0 0
24 0 0 0 0 0 1 0 0 0 0 0
25 0 0 0 0 0 0 LY 0 0 0 0
26 0 0 0 0 0 0 LY 0 0 0 0
27 0 0 0 0 0 0 LY 0 0 0 0
28 0 0 0 0 0 0 1 0 0 0 0
Higher order factor loadings (beta)
Eta 1 0 0 0 0 0 0 0 BE 0 0 0
Eta 2 0 0 0 0 0 0 0 BE 0 0 0
Eta 3 0 0 0 0 0 0 0 1 0 0 0
Eta 4 0 0 0 0 0 0 0 BE BE BE 0
Eta 5 0 0 0 0 0 0 0 0 1 0 0
Eta 6 0 0 0 0 0 0 0 0 0 1 0
Eta 7 0 0 0 0 0 0 0 0 BE BE 0
Eta 8 0 0 0 0 0 0 0 0 0 0 1
Eta 9 0 0 0 0 0 0 0 0 0 0 BE
Eta 10 0 0 0 0 0 0 0 0 0 0 BE
Eta 11 0 0 0 0 0 0 0 0 0 0 0
Note. Eta = latent factors; LY = lambda Y; BE = beta. Elements with values of 0 or 1 are fixed, and all other values
are free parameters to be estimated. Twenty-eight values in the diagonal of the theta-delta matrix and 28 values in
that of the psi matrix are also estimated, but are not shown here. Theta-delta estimates are the error/uniquenesses
for measured variables, whereas psi estimates are factor residuals.

Received May 29, 1984

Revision received October 23, 1984 •