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Using the friedman method of ranks for model comparison in structural equation modeling
Authors:Edward E Rigdon
Institution:Department of Marketing , Georgia State University , University Plaza, Atlanta, GA, 30303 E-mail: erigdon@gsu.edu
Abstract:Empirical researchers maximize their contribution to theory development when they compare alternative theory‐inspired models under the same conditions. Yet model comparison tools in structural equation modeling—χ2 difference tests, information criterion measures, and screening heuristics—have significant limitations. This article explores the use of the Friedman method of ranks as an inferential procedure for evaluating competing models. This approach has attractive properties, including limited reliance on sample size, limited distributional assumptions, an explicit multiple comparison procedure, and applicability to the comparison of nonnested models. However, this use of the Friedman method raises important issues regarding the lack of independence of observations and the power of the test.
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