Assessing model fit in latent class analysis when asymptotics do not hold

Geert H. van Kollenburg, Joris Mulder, Jeroen K. Vermunt

Research output: Contribution to journalArticleScientificpeer-review

15 Citations (Scopus)
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The application of latent class (LC) analysis involves evaluating the LC model using goodness-of-fit statistics. To assess the misfit of a specified model, say with the Pearson chi-squared statistic, a p-value can be obtained using an asymptotic reference distribution. However, asymptotic p-values are not valid when the sample size is not large and/or the analyzed contingency table is sparse. Another problem is that for various other conceivable global and local fit measures, asymptotic distributions are not readily available. An alternative way to obtain the p-value for the statistic of interest is by constructing its empirical reference distribution using resampling techniques such as the parametric bootstrap or the posterior predictive check (PPC). In the current paper, we show how to apply the parametric bootstrap and two versions of the PPC to obtain empirical p-values for a number of commonly used global and local fit statistics within the context of LC analysis. The main difference between the PPC using test statistics and the parametric bootstrap is that the former takes into account parameter uncertainty. The PPC using discrepancies has the advantage that it is computationally much less intensive than the other two resampling methods. In a Monte Carlo study we evaluated Type I error rates and power of these resampling methods when used for global and local goodness-of-fit testing in LC analysis. Results show that both the bootstrap and the PPC using test statistics are generally good alternatives to asymptotic p-values and can also be used when (asymptotic) distributions are not known. Nominal Type I error rates were not met when sample size was small and the contingency table has many cells. Overall the PPC using test statistics was somewhat more conservative than the parametric bootstrap. We have also replicated previous research suggesting that the Pearson χ2 statistic should in many cases be preferred over the likelihood-ratio G2 statistic. Power to reject a model for which the number of LCs was one less than in the population was very high, unless sample size was small. When the contingency tables are very sparse, the total bivariate residual (TBVR) statistic, which is based on bivariate relationships, still had very high power, signifying its usefulness in assessing model fit.
Keywords: goodness-of-fit, posterior predictive check, parametric bootstrap, latent class analysis
Original languageEnglish
Pages (from-to)65-79
JournalMethodology: European Journal of Research Methods for the Behavioral and Social Sciences
Issue number2
Publication statusPublished - 2015


  • goodness-of-fit
  • posterior predictive check
  • parametric bootstrap
  • latent class analysis


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