I am trying to run a SEM which has four latent variables in it. Let us consider these variables as A, B, C and D. All are latent. Here A and B are independent variables, C is mediator and E is dependent variable.
First I ran a CFA by taking all these 4 variables with their items and got model fit (CMIN/df, CFI etc are in recommended limits). It also give good results for AVE, convergent validity and discriminant validity. This is the first time, I have reported the model fit.
Then I come to SEM, I draw the arrows in SEM using AMOS, and made A & B as independent variable, C as mediator and D as dependent variable. Now when relationships are introduced, my CMIN/df, CFi values have changed considerably. Do I again need to check model fit now and report it with this structure? Or I just have to check the model fit at CFA level and then straight go to SEM without reporting model fit?