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Stimulated by the accompanying articles by Hayduk and Glaser (2000), as well as Mulaik and Millsap (2000), issues related to model evaluation are discussed. Nested model comparisons via sequential chi-square difference tests are supported as meaningful and are consistent with the 4-step approach to model evaluation when models of the factor analytic simultaneous equation type are entertained. Other classes of models, such as generalized Bentler-Weeks or simplex models, can be similarly evaluated by a sequence of nested models, but this sequence may not be the proposed 4-step sequence beginning with a confirmatory factor model. Some problems with the use of a "gold standard" indicator of a factor also are noted.
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Peter M. Bentler (2000) studied this question.
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