Measurement invariance with respect to groups is an essential aspect of the fair use of scores of intelligence tests and other psychological measurements. It is widely believed that equal factor loadings are sufficient to establish measurement invariance in confirmatory factor analysis. Here, it is shown why establishing measurement invariance with confirmatory factor analysis requires a statistical test of the equality over groups of measurement intercepts. Without this essential test, measurement bias may be overlooked. A re-analysis of a study by Te Nijenhuis, Tolboom, Resing, and Bleichrodt (2004) on ethnic differences on the RAKIT IQ test illustrates that ignoring intercept differences may lead to the conclusion that bias of IQ tests with respect to minorities is small, while in reality bias is quite severe.