Scaled Fit Measures of all Factor and Structural Models, and Multigroup Analyses. The last column refers to the p-value of RMSEA and describes the certainty of the model’s “close fit”, i.e., the certainty of the RMSEA value. df = degrees of freedom; CI = confidence interval; Models: EFA = initial model with four factor structure; CFA i = initial CFA model replicating the EFA factor structure; CFA ii = CFA model with added modification index (residual variable covariance); CFA iii = model with CFA ii structure but uncorrelated factors; Sex MGA = sex-based MGA comparing male and female observations; Age MGA = age-based MGA comparing prepubescent and postpubescent observations; Diagnosis MGA = MGA based on diagnosis group, comparing observations with an internalizing or externalizing DSM diagnosis, or no formal clinical diagnosis. SEM i = model with selected predictors that survived pwSEM and lasso regularization; SEM ii = model with predi

Scaled Fit Measures of all Factor and Structural Models, and Multigroup Analyses. The last column refers to the p-value of RMSEA and describes the certainty of the model’s “close fit”, i.e., the certainty of the RMSEA value. df = degrees of freedom; CI = confidence interval; Models: EFA = initial model with four factor structure; CFA i = initial CFA model replicating the EFA factor structure; CFA ii = CFA model with added modification index (residual variable covariance); CFA iii = model with CFA ii structure but uncorrelated factors; Sex MGA = sex-based MGA comparing male and female observations; Age MGA = age-based MGA comparing prepubescent and postpubescent observations; Diagnosis MGA = MGA based on diagnosis group, comparing observations with an internalizing or externalizing DSM diagnosis, or no formal clinical diagnosis. SEM i = model with selected predictors that survived pwSEM and lasso regularization; SEM ii = model with predictors with p < 0.001 and β ≥ 0.1;