I'm constructing a measurement model that is a multilevel CFA. I have three first-order latent variables load on one second-order latent variable.
I'm adding three covariances between all first-order latent variables. All their p-values all end up coming out as 0.999 (no relationship).
HOWEVER, in the entire structural model, which includes my independent variable and my control variables, they (the first-order covariances) all end up being significant at 0.001***
ALSO, when I run just the measurement model with only two covariances, regardless of which of the two first-order latent variables I'm covarying, they also end up being significant.
I'm not sure what is going on. I suppose it wouldn't be a problem if I was only concerned about the structural model, but I have to validate the measurement first because it is a new way of operationalizing the measure.
Thanks in advance!!!
CFA Covariance Question
-
- PLS Junior User
- Posts: 1
- Joined: Wed Sep 18, 2019 3:42 pm
- Real name and title: RIck Wolford, Ph.D Candidate in Sociology
-
- SmartPLS Developer
- Posts: 1284
- Joined: Tue Mar 28, 2006 11:09 am
- Real name and title: Dr. Jan-Michael Becker
Re: CFA Covariance Question
Are you using PLS? How do you ad covariances there? Could you show us your model?
Dr. Jan-Michael Becker, BI Norwegian Business School, SmartPLS Developer
Researchgate: https://www.researchgate.net/profile/Jan_Michael_Becker
GoogleScholar: http://scholar.google.de/citations?user ... AAAJ&hl=de
Researchgate: https://www.researchgate.net/profile/Jan_Michael_Becker
GoogleScholar: http://scholar.google.de/citations?user ... AAAJ&hl=de