Can We Compare Solidarity Across Europe? What, Why, When, and How to Assess Exact and Approximate Equivalence of First- and Second-Order Factor Models

Abstract

Although measurement invariance is widely considered a precondition for meaningful cross-sectional comparisons, substantive studies have often neglected evaluating this assumption, thereby risking drawing conclusions and making theoretical generalizations based on misleading results. This study offers a theoretical overview of the key issues concerning the measurement and the comparison of socio-political values and aims to answer the questions of what must be evaluated, why, when, and how to assess measurement equivalence. This paper discusses the implications of formative and reflective approaches to the measurement of socio-political values and introduces challenges in their comparison across different countries. From this perspective, exact and approximate approaches to equivalence are described as well as their empirical translation in statistical techniques, such as the multigroup confirmatory factor analysis (MGCFA) and the frequentist alignment method. To illustrate the application of these methods, the study investigates the construct of solidarity as measured by European Values Study (EVS) and using data collected in 34 countries in the last wave of the EVS (2017–2020). The concept is captured through a battery of nine items reflecting three dimensions of solidarity: social, local, and global. Two measurement models are hypothesized: a first-order factor model, in which the three independent dimensions of solidarity are correlated, and a second-order factor model, in which solidarity is conceived according to a hierarchical principle, and the construct of solidarity is reflected in the three sub-factors. In testing the equivalence of the first-order factor model, the results of the MGCFA indicated that metric invariance was achieved. The alignment method supported approximate equivalence only when the model was reduced to two factors, excluding global solidarity. The second-order factor model fit the data of only seven countries, in which this model could be used to study solidarity as a second-order concept. However, the comparison across countries resulted not appropriate at any level of invariance. Finally, the implications of these results for further substantive research are discussed.