In order to assess how well the model matched the observed data, the root mean square error of approximation (RMSEA) was used. First, the model fit was tested assuming there were no covariances between unique factors. After that, the modification indices suggested by the software were used to add covariance between factors (double-headed arrows in
Fig 1) one at a time, each time testing the RMSEA closeness to the value of <0.05, or at least <0.08—the threshold for accepting the model fit.
32 ,33 (link) Every insertion was considered plausible if it made logical sense and did not violate the assumption that the common and the unique factors are uncorrelated. After achieving the RMSEA value of <0.05, no further covariances were imputed and the goodness of fit was assessed by χ
2 test. As the sample was relatively small considering the requirements of CFA, in an attempt to reduce dependence on sample size, the choice was the relative (or “normed”) χ
2 test. Relative χ
2 is a χ
2 estimate divided by the degrees of freedom. A relative χ
2 value <5.0 was considered an indication of a good fit.
34 All analyses were conducted using IBM
® SPSS
® Statistics for Windows
®, ver 22.0 (IBM Corp. Released 2013, Armonk, NY, USA); IBM
® SPSS
® Amos™, ver 23.0 (IBM
® Corp. Released 2013, PA, USA); and
Stata/IC Statistical Software, release 14 (StataCorp LP, TX, USA).
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