I run CFA (confirmatory factor analysis) with WLSMV estimator (since my data are ordinal) in lavaan
and I get the following warning message:
number of observations (190) too small to compute Gamma
Is this a problem with Gamma only and the rest is computed correctly? Can I proceed with results obtained with this warning? E.g. interpret estimates, p-values and fit indices in usual way?
Or maybe this affects somehow (how?) credibility of a whole CFA?
Best Answer
You will want to ensure an adequate sample size when variability of a variable is unequal across the range of values of a second variable that predicts it. If a regression model is able to consistently predict across all values a smaller sample size is possible, where the predictions are poor at one end or the other (because it's ordinal) then a larger sample size is necessary.
A scatterplot of these variables will often create a cone-like shape, as the scatter (or variability) of the dependent variable (DV) widens or narrows as the value of the independent variable (IV) increases. The inverse of heteroscedasticity is homoscedasticity, which indicates that a DV's variability is equal across values of an IV.
Violations of measurement invariance may preclude meaningful interpretation of measurement data. A method of gauging the influence of sample size and model misfit is through the use of the expected parameter change (EPC) statistic. The EPC was developed by Saris, Satorra, and Sorbom (1987) as a means of gauging the size of a fixed parameter if that parameter were freed. More recent work is Kaplan and George (1995), with respect to sample sizes.
Sources:
"Confirmatory factor analysis with ordinal data: Comparing robust maximum likelihood and diagonally weighted least squares" (July 15 2015), by Cheng-Hsien Li
"The consequences of ignoring measurement invariance for path coefficients in structural equation models" (Sept 17 2014), by Nigel Guenole and Anna Brown
Google Groups lavaan: "lavaan WARNING: number of observations (105) too small to compute Gamma"
Google Groups lavaan: "Re: Does it matter if the correlation matrix of latent variables is not positive definite with DWLS factor extraction?"
It is a rule-of-thumb to say $\gt$200 samples are necessary for CFA.
Statistical power can be estimated, in order to determine a better minimum sample size than using rule-of-thumb. Use of the robust categorical least squares (cat-LS) methodology for CFA might be better than robust normal theory maximum likelihood (ML), which is used in Lavaan, when the sample size is small (depending upon other parameters).
"Applied Psychometrics: Sample Size and Sample Power Considerations in Factor Analysis (EFA, CFA) and SEM in General", (PSYCH Vol.9 No.8 , August 2018), by Theodoros A. Kyriazos:
"When Can Categorical Variables Be Treated as Continuous? A Comparison of Robust Continuous and Categorical SEM Estimation Methods Under Suboptimal Conditions" (search for non-paywall .PDFs), (Psychological Methods 2012, Vol. 17, No. 3, 354–373), by Mijke Rhemtulla, Patricia E´. Brosseau-Liard and Victoria Savalei: