Respected researchers,
I conducted a SEM including 5 variables (two independent variables , two mediators, and a dependent variables),
the correlations between these variables range vary from 0.23 to 0.67.
the collinearity diagnostics showed that all predictor variables had acceptable tolerance (tolerance = .460–.811) and variance inflation factors (VIF = 1.234–2.173).
a comment of reviewer is as follows:
1) All five of the variables were significantly positively correlated together, which raises
questions about the independence of the measures. The authors presented indices of
multicollinearity, but those are not as definitive as running a factor analysis on all of the items,
and making sure that all items fall exclusively on the five specified variables.
according to the reviewer's comment, I ran a factor analysis on all of the items, however, some items didn't load on its original factor.
what should I do?