Dear SEM experts, I will appreciate your help on this:
My model contains 4 predictors. the outcome is a latent construct (built of 3 manifests). Fit indices (CFI, TLI, RMSEA) for the CFA show a poor fit.
I am specifically interested in one of the predictors - let's call it X4 - and its relation to the outcome. Checking the structural model, X4's effect is not statistically significant (but anyway the model has a poor fit). Comparing this model ( Chi-square difference test) to a nested model where the effect of X4 is omitted from the model (thus differentiated by 1 df) shows the alternative model with just 3 predictors is superior.
This is not surprising. My question is what can be understood about this particular predictor X4? can I use these analyses to demonstrate X4 's effect on the outcome is not statistically significant?
I hesitate because the model showed poor fit - so can I even consider its results, and the results of its structural model?
Thank you in advance for any help,
& take care