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This paper examines the implications of violating assumptions concerning the continuity and distributional properties of data in establishing measurement models in social science research. The General Health Questionnaire-12 uses an ordinal response scale. Responses to the GHQ-12 from 201 Hong Kong immigrants on arrival in Australia showed that the data were not normally distributed. A series of confirmatory factor analyses using either a Pearson product-moment or a polychoric correlation input matrix and employing either maximum likelihood, weighted least squares or diagonally weighted least squares estimation methods were conducted on the data. The parameter estimates and goodness-of-fit statistics provided support for using polychoric correlations and diagonally weighted least squares estimation when analyzing ordinal, nonnormal data.
Wang et al. (Mon,) studied this question.