Fit Indices commonly reported for CFA and SEM
There are more than a dozen different fit statistics researchers use to assess their confirmatory
factor analyses and structural equation models. Here we have assembled a list of the most
popular fit statistics used and recommended cut-offs that indicate a good fit.
 Measure        Name              Description                                       Cut-off for
                                                                                    good fit
 Χ2             Model Chi-        Assess overall fit and the discrepancy between    p-value>
                Square            the sample and fitted covariance matrices.        0.05
                                  Sensitive to sample size.
                                  H0: The model fits perfectly.
 (A)GFI         (Adjusted)        GFI is the proportion of variance accounted       GFI ≥ 0.95
                Goodness of Fit   for by the estimated population covariance.       AGFI ≥0.90
                                  Analogous to R2. AGFI favors parsimony.
 (N)NFI         (Non) Normed-     An NFI of .95, indicates the model of interest    NFI ≥ 0.95
 TLI            Fit Index         improves the fit by 95% relative to the null      NNFI ≥ 0.95
                                  model. NNFI is preferable for smaller samples.
                Tucker Lewis      Sometimes the NNFI is called the Tucker Lewis
                index             index (TLI)
 CFI            Comparative Fit   A revised form of NFI. Not very sensitive to      CFI ≥.90
                Index             sample size. Compares the fit of a target
                                  model to the fit of an independent, or null,
                                  model.
 RMSEA          Root Mean         A parsimony-adjusted index. Values closer to      RMSEA <
                Square Error of   0 represent a good fit.                           0.08
                Approximation
 (S)RMR         (Standardized)    The square-root of the difference between         SRMR <0.08
                Root Mean         the residuals of the sample covariance matrix
                Square Residual   and the hypothesized model. If items vary in
                                  range (i.e. some items are 1-5, others 1-7)
                                  then RMR is hard to interpret, better to use
                                  SRMR.
 AVE            Average Value     The average of the R2s for items within a         AVE >.5
 (CFA only)     Explained         factor
Stephen Parry
Kline suggests that at a minimum the following indices should be reported:
        1) The model chi-square
        2) RMSEA
        3) CFI
        4) SRMR
How to estimate these fit indices:
  • In R, use the FitMeasures function from the lavaan package.
  • In SAS’s Proc Calis, specify the fitindex option with the particular indices you want.
  • In Stata, after executing a CFA or SEM, use the command: estat gof, stats(all)
References:
Principles and Practice of Structural Equation Modeling. Rex B. Kline. 2005.
Structural Equation Modelling: Guidelines for Determining Model Fit. Daire Hooper, et al. 2008.
Stephen Parry