The Performance of Cross-Validation Indices Used to Select Among Competing Covariance Structure Models Under Multivariate Nonnormality Conditions.

Cudeck and Browne (1983) proposed using cross-validation as a model selection technique in structural equation modeling. The purpose of this study is to examine the performance of eight cross-validation indices under conditions not yet examined in the relevant literature, such as nonnormality and cross-validation design. The performance of each cross-validation index was measured in terms of true model selection rate as well as consistency of model selection. The performance of the cross-validation indices tended to improve as factor loading and sample size increased but performed less well as nonnormality increased. The double cross-validated indices outperformed their simple cross-validated counterparts in certain conditions. Recommendations are provided as to which cross-validation methods would optimally perform in a given condition.